+Artikel 429f Berechnung des Risikopositionswerts außerbilanzieller Posten
---+Article 429f 1.
---+Article 429f 2.
---+Article 429f 3.

Artikel 429f Berechnung des Risikopositionswerts außerbilanzieller Posten

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1. Übersicht

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Bezeichnung Regulierung
Article 429f 1.
Institutions shall calculate, in accordance with Article 111(2), the exposure value of off-balance-sheet items, excluding the derivative contracts listed in Annex II, credit derivatives, securities financing transactions and the positions referred to in Article 429d.

Where a commitment refers to the extension of another off-balance-sheet item, Article 111(3) shall apply.

Article 429f 2.
By way of derogation from paragraph 1, institutions may reduce the credit exposure equivalent amount of an off-balance-sheet item by the corresponding amount of specific credit risk adjustments. The calculation shall be subject to a floor of zero.
Article 429f 3.
By way of derogation from Article 495d, institutions shall apply a conversion factor of 10 % to off-balance-sheet items in the form of unconditionally cancellable commitments.

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen
Quelle Anforderung

3. Zugehörige Standards

Standards
Quelle Anforderung