GRCA Planeth
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CHAPTER 4 Credit risk mitigation
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Regulation - Section 2 Eligible forms of credit risk mitigation
+Section 2 Eligible forms of credit risk mitigation
---+Sub-Section 1 Funded credit protection
------+Article 195 On-balance sheet netting
------+Article 196 Master netting agreements covering repurchase transactions or securities or commodities lending or borrowing transactions or other capital market-driven transactions
------+Article 197 Eligibility of collateral under all approaches and methods
---------+Article 197 1.
---------+Article 197 2.
---------+Article 197 3.
---------+Article 197 4.
---------+Article 197 5.
---------+Article 197 6.
---------+Article 197 7.
---------+Article 197 8.
------+Article 198 Additional eligibility of collateral under the Financial Collateral Comprehensive Method
---------+Article 198 1.
---------+Article 198 2.
------+Article 199 Additional eligibility for collateral under the IRB Approach
---------+Article 199 1.
---------+Article 199 2.
---------+Article 199 3.
---------+Article 199 4.
---------+Article 199 4a.
---------+Article 199 5.
---------+Article 199 6.
---------+Article 199 7.
---------+Article 199 8.
------+Article 200 Other funded credit protection
---+Sub-Section 2 Unfunded credit protection
------+Article 201 Eligibility of protection providers under all approaches
---------+Article 201 1.
---------+Article 201 2.
------+Article 203 Eligibility of guarantees as unfunded credit protection
---+Sub-Section 3 Types of derivatives
------+Article 204 Eligible types of credit derivatives
---------+Article 204 1.
---------+Article 204 2.
---------+Article 204 3.
------+Article 204a Eligible types of equity derivatives
---------+Article 204a 1.
---------+Article 204a 2.
Section 2 Eligible forms of credit risk mitigation
Section 2 Eligible forms of credit risk mitigation
1. Overview
Summary
Regulation
Sub-Section 1 Funded credit protection
Sub-Section 1 Funded credit protection
Sub-Section 2 Unfunded credit protection
Sub-Section 2 Unfunded credit protection
Sub-Section 3 Types of derivatives
Sub-Section 3 Types of derivatives
,
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/