OpenLegislation

Division 3 CREDIT RISK TEMPLATESF1

United Kingdom

Original text. Later amendments are not shown.

  1. 3.1GENERAL REMARKS
  2. 3.2C 07.00 – CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: STANDARDISED APPROACH TO CAPITAL REQUIREMENTS (CR SA)
  3. 3.3CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO OWN FUNDS REQUIREMENTS (CR IRB)
  4. 3.4CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: INFORMATION WITH GEOGRAPHICAL BREAKDOWN
  5. 3.5C 10.01 AND C 10.02 – EQUITY EXPOSURES UNDER THE INTERNAL RATINGS BASED APPROACH (CR EQU IRB 1 AND CR EQU IRB 2)
  6. 3.6C 11.00 – SETTLEMENT/DELIVERY RISK (CR SETT)
  7. 3.7C 13.01 – CREDIT RISK – SECURITISATIONS (CR SEC)
  8. 3.9DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS)

Annotations

Textual amendments

F1

Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance).