+TITLE II K-FACTOR REQUIREMENT
---+CHAPTER 1 General principles
------+Article 15 K‐factor requirement and applicable coefficients
---------+Article 15 1.
---------+Article 15 2.
---------+Article 15 3.
---------+Article 15 4.
---------+Article 15 5.
---+CHAPTER 2 RtC K‐factors
------+Article 16 RtC K‐factor requirement
------+Article 17 Measuring AUM for the purpose of calculating K‐AUM
---------+Article 17 1.
---------+Article 17 2.
------+Article 18 Measuring CMH for the purpose of calculating K‐CMH
---------+Article 18 1.
---------+Article 18 2.
------+Article 19 Measuring ASA for the purpose of calculating K‐ASA
---------+Article 19 1.
---------+Article 19 2.
---------+Article 19 3.
------+Article 20 Measuring COH for the purpose of calculating K‐COH
---------+Article 20 1.
---------+Article 20 2.
---------+Article 20 3.
---+CHAPTER 3 RtM K‐Factors
------+Article 21 RtM K‐factor requirement
---------+Article 21 1.
---------+Article 21 2.
---------+Article 21 3.
---------+Article 21 4.
------+Article 22 Calculating K‐NPR
------+Article 23 Calculating K‐CMG
---------+Article 23 1.
---------+Article 23 2.
---------+Article 23 3.
---+CHAPTER 4 RtF K‐factors
------+Article 24 RtF K‐factor requirement
------+Section 1 Trading counterparty default
---------+Article 25 Scope
------------+Article 25 1.
------------+Article 25 2.
------------+Article 25 3.
------------+Article 25 4.
------------+Article 25 5.
---------+Article 26 Calculating K‐TCD
---------+Article 27 Calculation of exposure value
---------+Article 28 Replacement cost (RC)
---------+Article 29 Potential future exposure
------------+Article 29 1.
------------+Article 29 2.
------------+Article 29 3.
------------+Article 29 4.
------------+Article 29 5.
------------+Article 29 6.
------------+Article 29 7.
------------+Article 29 8.
---------+Article 30 Collateral
------------+Article 30 1.
------------+Article 30 2.
------------+Article 30 3.
---------+Article 31 Netting
---------+Article 32 Credit valuation adjustment
------+Section 2 Daily trading flow
---------+Article 33 Measuring DTF for the purpose of calculating K‐DTF
------------+Article 33 1.
------------+Article 33 2.
------------+Article 33 3.
------------+Article 33 4.
---+CHAPTER 5 Environmental and social objectives
------+Article 34 Prudential treatment of assets exposed to activities associated with environmental or social objectives
---------+Article 34 1.
---------+Article 34 2.
---------+Article 34 3.

TITLE II K-FACTOR REQUIREMENT

TITLE II K-FACTOR REQUIREMENT

1. Přehled

,
CHAPTER 1 General principles CHAPTER 1 General principles
CHAPTER 2 RtC K‐factors CHAPTER 2 RtC K‐factors
CHAPTER 3 RtM K‐Factors CHAPTER 3 RtM K‐Factors
CHAPTER 4 RtF K‐factors CHAPTER 4 RtF K‐factors
CHAPTER 5 Environmental and social objectives CHAPTER 5 Environmental and social objectives

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

Požadavky

3. Související standardy

Standardy
  • Builddate: 09.01.2024 00:00:00 -Doknr: CELEX:32019R2033
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