+Article 197 1.

Article 197 1.

Institutions may use the following items as eligible collateral under all approaches and methods:

(a) 

cash on deposit with, or cash assimilated instruments held by, the lending institution;

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(b) 

debt securities, issued by central governments or central banks, which have a credit assessment by an ECAI or export credit agency where:

(i) 

the ECAI or export credit agency has been nominated by the institution for the purposes of Chapter 2; and

(ii) 

the credit assessment has been determined by EBA to be associated with credit quality step 1, 2, 3 or 4 under the rules for the risk weighting of exposures to central governments and central banks under Chapter 2;

(c) 

debt securities, issued by institutions, which have a credit assessment by an ECAI where:

(i) 

the ECAI has been nominated by the institution for the purposes of Chapter 2; and

(ii) 

the credit assessment has been determined by EBA to be associated with credit quality step 1, 2 or 3 under the rules for the risk weighting of exposures to institutions under Chapter 2;

(d) 

debt securities, issued by other entities, which have a credit assessment by an ECAI where:

(i) 

the ECAI has been nominated by the institution for the purposes of Chapter 2; and

(ii) 

the credit assessment has been determined by EBA to be associated with credit quality step 1, 2 or 3 under the rules for the risk weighting of exposures to corporates under Chapter 2;

(e) 

debt securities having a short-term credit assessment by an ECAI where:

(i) 

the ECAI has been nominated by the institution for the purposes of Chapter 2; and

(ii) 

the credit assessment has been determined by EBA to be associated with credit quality step 1, 2 or 3 under the rules for the risk weighting of short-term exposures under Chapter 2;

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(f) 

equities or convertible bonds that are included in a main index;

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(g) 

gold bullion;

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(h) 

securitisation positions that are not resecuritisation positions and which are subject to a 100 % risk weight or lower in accordance with Article 261 to Article 264.

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1. Übersicht

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1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards