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TITLE II CAPITAL REQUIREMENTS FOR CREDIT RISK
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Regulation - CHAPTER 2 Standardised approach
+CHAPTER 2 Standardised approach
---+Section 1 General principles
------+Article 111 Exposure value
---------+Article 111 1.
---------+Article 111 2.
---------+Article 111 3.
---------+Article 111 4.
---------+Article 111 5.
---------+Article 111 6.
---------+Article 111 7.
---------+Article 111 8.
------+Article 112 Exposure classes
------+Article 113 Calculation of risk-weighted exposure amounts
---------+Article 113 1.
---------+Article 113 2.
---------+Article 113 3.
---------+Article 113 4.
---------+Article 113 5.
---------+Article 113 6.
---------+Article 113 7.
---+Section 2 Risk weights
------+Article 114 Exposures to central governments or central banks
---------+Article 114 1.
---------+Article 114 2.
---------+Article 114 3.
---------+Article 114 4.
---------+Article 114 7.
------+Article 115 Exposures to regional governments or local authorities
---------+Article 115 -1.
---------+Article 115 1.
---------+Article 115 2.
---------+Article 115 3.
---------+Article 115 4.
---------+Article 115 5.
------+Article 116 Exposures to public sector entities
---------+Article 116 1.
---------+Article 116 2.
---------+Article 116 3.
---------+Article 116 4.
---------+Article 116 5.
------+Article 117 Exposures to multilateral development banks
---------+Article 117 1.
---------+Article 117 2.
---------+Article 117 3.
------+Article 118 Exposures to international organisations
------+Article 119 Exposures to institutions
---------+Article 119 1.
---------+Article 119 4.
---------+Article 119 5.
------+Article 120 Exposures to rated institutions
---------+Article 120 1.
---------+Article 120 2.
---------+Article 120 3.
------+Article 121 Exposures to unrated institutions
---------+Article 121 1.
---------+Article 121 2.
---------+Article 121 3.
------+Article 122 Exposures to corporates
---------+Article 122 1.
---------+Article 122 2.
------+Article 122a Specialised lending exposures
---------+Article 122a 1.
---------+Article 122a 2.
---------+Article 122a 3.
---------+Article 122a 4.
------+Article 123 Retail exposures
---------+Article 123 1.
---------+Article 123 2.
---------+Article 123 3.
---------+Article 123 4.
---------+Article 123 5.
------+Article 123a Exposures with a currency mismatch
---------+Article 123a 1.
---------+Article 123a 2.
---------+Article 123a 3.
------+Article 124 Exposures secured by mortgages on immovable property
---------+Article 124 1.
---------+Article 124 2.
---------+Article 124 3.
---------+Article 124 4.
---------+Article 124 5.
---------+Article 124 6.
---------+Article 124 7.
---------+Article 124 8.
---------+Article 124 9.
---------+Article 124 10.
---------+Article 124 11.
---------+Article 124 12.
---------+Article 124 13.
---------+Article 124 14.
------+Article 125 Exposures secured by mortgages on residential property
---------+Article 125 1.
---------+Article 125 2.
---------+Article 125 3.
------+Article 126 Exposures secured by mortgages on commercial immovable property
---------+Article 126 1.
---------+Article 126 2.
---------+Article 126 3.
---------+Article 126 4.
------+Article 126a Land acquisition, development and construction exposures
---------+Article 126a 1.
---------+Article 126a 2.
---------+Article 126a 3.
------+Article 127 Exposures in default
---------+Article 127 1.
---------+Article 127 2.
---------+Article 127 3.
------+Article 128 Subordinated debt exposures
---------+Article 128 1.
---------+Article 128 2.
------+Article 129 Exposures in the form of covered bonds
---------+Article 129 1.
---------+Article 129 1a.
---------+Article 129 1b.
---------+Article 129 1c.
---------+Article 129 1d.
---------+Article 129 2.
---------+Article 129 3.
---------+Article 129 3a.
---------+Article 129 3b.
---------+Article 129 4.
---------+Article 129 5.
---------+Article 129 6.
---------+Article 129 7.
------+Article 130 Items representing securitisation positions
------+Article 131 Exposures to institutions and corporates with a short-term credit assessment
------+Article 132 Own funds requirements for exposures in the form of units or shares in CIUs
---------+Article 132 1.
---------+Article 132 2.
---------+Article 132 3.
---------+Article 132 4.
---------+Article 132 5.
---------+Article 132 6.
---------+Article 132 7.
------+Article 132a Approaches for calculating risk-weighted exposure amounts of CIUs
---------+Article 132a 1.
---------+Article 132a 2.
---------+Article 132a 3.
---------+Article 132a 4.
------+Article 132b Exclusions from the approaches for calculating risk-weighted exposure amounts of CIUs
---------+Article 132b 1.
---------+Article 132b 2.
------+Article 132c Treatment of off-balance-sheet exposures to CIUs
---------+Article 132c 1.
---------+Article 132c 2.
---------+Article 132c 3.
------+Article 133 Equity exposures
---------+Article 133 1.
---------+Article 133 2.
---------+Article 133 3.
---------+Article 133 4.
---------+Article 133 5.
---------+Article 133 6.
---------+Article 133 7.
------+Article 134 Other items
---------+Article 134 1.
---------+Article 134 2.
---------+Article 134 3.
---------+Article 134 4.
---------+Article 134 5.
---------+Article 134 6.
---------+Article 134 7.
---+Section 3 Recognition and mapping of credit risk assessment
------+Sub-Section 1 Recognition of ECAIs
---------+Article 135 Use of credit assessments by ECAIs
------------+Article 135 1.
------------+Article 135 2.
------------+Article 135 3.
------+Sub-Section 2 Mapping of ECAI's credit assessments
---------+Article 136 Mapping of ECAI's credit assessments
------------+Article 136 1.
------------+Article 136 2.
------------+Article 136 3.
------+Sub-Section 3 Use of credit assessments by Export Credit Agencies
---------+Article 137 Use of credit assessments by export credit agencies
------------+Article 137 1.
------------+Article 137 2.
---+Section 4 Use of the ECAI credit assessments for the determination of risk weights
------+Article 138 General requirements
------+Article 139 Issuer and issue credit assessment
---------+Article 139 1.
---------+Article 139 2.
---------+Article 139 3.
---------+Article 139 4.
------+Article 140 Long-term and short-term credit assessments
---------+Article 140 1.
---------+Article 140 2.
------+Article 141 Domestic and foreign currency items
---------+Article 141 1.
---------+Article 141 2.
CHAPTER 2 Standardised approach
CHAPTER 2 Standardised approach
1. Overview
Summary
Regulation
Section 1 General principles
Section 1 General principles
Section 2 Risk weights
Section 2 Risk weights
Section 3 Recognition and mapping of credit risk assessment
Section 3 Recognition and mapping of credit risk assessment
Section 4 Use of the ECAI credit assessments for the determination of risk weights
Section 4 Use of the ECAI credit assessments for the determination of risk weights
,
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
Source
Requirement
3. Related Standards
Standards
Source
Requirement
Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
EULAW
-
European Regulation published on
http://eur-lex.europa.eu/