+Section 4 Calculating the effects of credit risk mitigation
---+Sub-Section 1 Funded credit protection
------+Article 218 Credit linked notes
------+Article 219 On-balance-sheet netting
------+Article 220 Using the Supervisory Volatility Adjustments Approach for master netting agreements
---------+Article 220 1.
---------+Article 220 2.
---------+Article 220 3.
---------+Article 220 4.
---------+Article 220 5.
------+Article 221 Using the internal models approach for master netting agreements
---------+Article 221 1.
---------+Article 221 2.
---------+Article 221 3.
---------+Article 221 4.
---------+Article 221 5.
---------+Article 221 6.
---------+Article 221 7.
---------+Article 221 9.
------+Article 222 Financial Collateral Simple Method
---------+Article 222 1.
---------+Article 222 2.
---------+Article 222 3.
---------+Article 222 4.
---------+Article 222 5.
---------+Article 222 6.
---------+Article 222 7.
------+Article 223 Financial Collateral Comprehensive Method
---------+Article 223 1.
---------+Article 223 2.
---------+Article 223 3.
---------+Article 223 4.
---------+Article 223 5.
---------+Article 223 6.
---------+Article 223 7.
------+Article 224 Supervisory volatility adjustment under the Financial Collateral Comprehensive Method
---------+Article 224 1.
---------+Article 224 2.
---------+Article 224 3.
---------+Article 224 4.
---------+Article 224 5.
---------+Article 224 6.
------+Article 226 Scaling up of volatility adjustment under the Financial Collateral Comprehensive Method
------+Article 227 Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive Method
---------+Article 227 1.
---------+Article 227 2.
---------+Article 227 3.
------+Article 228 Calculating risk-weighted exposure amounts under the Financial Collateral Comprehensive method for exposures treated under the Standardised Approach
------+Article 229 Valuation principles for eligible collateral other than financial collateral
---------+Article 229 1.
---------+Article 229 2.
---------+Article 229 3.
---------+Article 229 4.
------+Article 230 Calculating risk-weighted exposure amounts and expected loss amounts for an exposure with an eligible funded credit protection under the IRB Approach
---------+Article 230 1.
---------+Article 230 2.
---------+Article 230 3.
---------+Article 230 4.
---------+Article 230 5.
------+Article 231 Calculating risk-weighted exposure amounts and expected loss amounts in the case of pools of eligible funded credit protection for an exposure treated under the IRB Approach
------+Article 232 Other funded credit protection
---------+Article 232 1.
---------+Article 232 2.
---------+Article 232 3.
---------+Article 232 4.
---+Sub-Section 2 Unfunded credit protection
------+Article 233 Valuation
---------+Article 233 1.
---------+Article 233 2.
---------+Article 233 3.
---------+Article 233 4.
------+Article 234 Calculating risk-weighted exposure amounts and expected loss amounts in the event of partial protection and tranching
------+Article 235 Calculating risk-weighted exposure amounts under the substitution approach where the guaranteed exposure is treated under the Standardised Approach
---------+Article 235 1.
---------+Article 235 2.
---------+Article 235 3.
------+Article 235a Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach and a comparable direct exposure to the protection provider is treated under the Standardised Approach
---------+Article 235a 1.
---------+Article 235a 2.
---------+Article 235a 3.
---------+Article 235a 4.
---------+Article 235a 5.
------+Article 236 Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach without the use of own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB Approach
---------+Article 236 1.
---------+Article 236 1a.
---------+Article 236 1b.
---------+Article 236 1c.
---------+Article 236 1d.
---------+Article 236 2.
---------+Article 236 3.
------+Article 236a Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach using own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB Approach
---------+Article 236a 1.
---------+Article 236a 2.
---------+Article 236a 3.
---------+Article 236a 4.
---------+Article 236a 5.

Section 4 Calculating the effects of credit risk mitigation

Section 4 Calculating the effects of credit risk mitigation

1. Overview

,
Sub-Section 1 Funded credit protection Sub-Section 1 Funded credit protection
Sub-Section 2 Unfunded credit protection Sub-Section 2 Unfunded credit protection

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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