+CHAPTER 1 General principles
---+Article 107 Approaches to credit risk
------+Article 107 1.
------+Article 107 2.
------+Article 107 3.
------+Article 107 4.
---+Article 108 Use of credit risk mitigation techniques under the Standardised Approach and the IRB Approach for credit risk and dilution risk
------+Article 108 1.
------+Article 108 2.
------+Article 108 3.
------+Article 108 4.
------+Article 108 5.
------+Article 108 6.
---+Article 109 Treatment of securitisation positions
---+Article 110 Treatment of credit risk adjustment
------+Article 110 1.
------+Article 110 2.
------+Article 110 3.
------+Article 110 4.
---+Article 110a Monitoring of contractual arrangements that are not commitments

CHAPTER 1 General principles

CHAPTER 1 General principles

1. Overview

,
Summary Regulation
Article 107 Approaches to credit risk
Article 108 Use of credit risk mitigation techniques under the Standardised Approach and the IRB Approach for credit risk and dilution risk
Article 109 Treatment of securitisation positions

Article 109

Treatment of securitisation positions

Institutions shall calculate the risk-weighted exposure amount for a position they hold in a securitisation in accordance with Chapter 5.

Article 110 Treatment of credit risk adjustment
Article 110a Monitoring of contractual arrangements that are not commitments

Article 110a

Monitoring of contractual arrangements that are not commitments

Institutions shall monitor contractual arrangements that meet all of the conditions set out in Article 5, points (10)(a) to (e), and shall document to the satisfaction of their competent authorities their compliance with all those conditions.

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement