OpenLegislation

Subsection Sub-Section 1 Funded credit protectionX1

United Kingdom

Original text. Later amendments are not shown.

  1. 218Credit linked notes
  2. 219On-balance sheet netting
  3. 220Using the Supervisory Volatility Adjustments Approach or the Own Estimates Volatility Adjustments Approach for master netting agreements
  4. 221Using the internal models approach for master netting agreements
  5. 222Financial Collateral Simple Method
  6. 223Financial Collateral Comprehensive Method
  7. 224Supervisory volatility adjustment under the Financial Collateral Comprehensive Method
  8. 225Own estimates of volatility adjustments under the Financial Collateral Comprehensive Method
  9. 226Scaling up of volatility adjustment under the Financial Collateral Comprehensive Method
  10. 227Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive Method
  11. 228Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral Comprehensive method
  12. 229Valuation principles for other eligible collateral under the IRB Approach
  13. 230Calculating risk-weighted exposure amounts and expected loss amounts for other eligible collateral under the IRB Approach
  14. 231Calculating risk-weighted exposure amounts and expected loss amounts in the case of mixed pools of collateral
  15. 232Other funded credit protection

Annotations

Editorial notes

X1

Substituted by Corrigendum to Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (OJ L 176, 27.6.2013, p. 1).

Notes on the whole EU Regulation

Textual amendments

F1

Regulation revoked (1.1.2024 for the revocation of Art. 92b, 1.1.2026 for the revocation of Arts. 6(1a), 11(3a), 12a, 18(1) (in part), 25-35, 37-47, 47a(1)(2), 47c-79a, 81(1)(a)(i)-(iic)(b)(c)(2), 82(a)(i)-(iic)(b)(c), 83-91, 92a, 466, 468, 469a, 471, 473-474, 476, 479, 480, 482-491, 494-494b, otherwise prosp.) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 1 (with s. 1(4)); S.I. 2023/779, reg. 5(b)(i); S.I. 2025/873, reg. 4(b) (with regs. 6, 7) (as amended by S.I. 2025/1293, reg. 2)