OpenLegislation

Division 74 The scope of the CR IRB template covers own funds requirements for:F1

United Kingdom

Original text. Later amendments are not shown.

  1. i..

    Credit risk in the banking book, among which:

    • Counterparty credit risk in the banking book;

    • Dilution risk for purchased receivables;

  2. ii..

    Counterparty credit risk in the trading book;

  3. iii..

    Free deliveries resulting from all business activities.

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).