Division 51 The scope of the CR SA template shall cover the following own funds requirements:F1
United Kingdom
- (a)
Credit risk in accordance with Chapter 2 (Standardised Approach) of Title II of Part Three CRR in the banking book, among which Counterparty credit risk in accordance with Chapter 6 (Counterparty credit risk) of Title II of Part Three CRR in the banking book;
- (b)
Counterparty credit risk in accordance with Chapter 6 (Counterparty credit risk) of Title II of Part Three CRR in the trading book;
- (c)
Settlement risk arising from free deliveries in accordance with Article 379 CRR in respect of all the business activities.