Subsection 5 Spread risk sub-moduleF1
United Kingdom Repealed
- 175Scope of the spread risk sub-module
- 176Spread risk on bonds and loans
- 176aInternal assessment of credit quality steps of bonds and loans
- 176bRequirements for an undertaking's own internal credit assessment of bonds and loans
- 176cAssessment of credit quality steps of bonds and loans based on an approved internal model
- 177Spread risk on securitisation positions: general provisions
- 178Spread risk on securitisation positions: calculation of the capital requirement
- 178aSpread risk on securitisation positions: transitional provisions
- 179Spread risk on credit derivatives
- 180Specific exposures
- 181Application of the spread risk scenarios to matching adjustment portfolios
Annotations
Textual amendments
- F1
Regulation revoked (30.6.2024 for the revocation of Arts. 52-54; 31.12.2024 in so far as not already in force) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 3 (with s. 1(4)); S.I. 2023/1382, reg. 5(c)(i); S.I. 2024/620, Sch. (with savings in relation to a Gibraltar group or a Gibraltar undertaking in S.I. 2024/1083, reg. 3)