+Articolul 429f Calculul valorii expunerii elementelor extrabilanțiere
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---+Article 429f 2.
---+Article 429f 3.
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Articolul 429f Calculul valorii expunerii elementelor extrabilanțiere
1. Prezentare generală
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Reglementare |
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Article 429f 1.
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Institutions shall calculate, in accordance with Article 111(2), the exposure value of off-balance-sheet items, excluding the derivative contracts listed in Annex II, credit derivatives, securities financing transactions and the positions referred to in Article 429d. Where a commitment refers to the extension of another off-balance-sheet item, Article 111(3) shall apply.
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Article 429f 2.
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By way of derogation from paragraph 1, institutions may reduce the credit exposure equivalent amount of an off-balance-sheet item by the corresponding amount of specific credit risk adjustments. The calculation shall be subject to a floor of zero.
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Article 429f 3.
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By way of derogation from Article 495d, institutions shall apply a conversion factor of 10 % to off-balance-sheet items in the form of unconditionally cancellable commitments.
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1.1 Referințe
1.2 Cerințe identificate
1.3 Standarde asociate
2. Cerințe identificate
3. Standarde asociate
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