# Instrument Metadata # Output tuned for LLM consumption -- deterministic parse of the # EUR-Lex source, no LLM involved in generation. instrument_id: crr celex: "32013R0575" eli: "http://data.europa.eu/eli/reg/2013/575/oj" full_title: Capital Requirements Regulation (EU) 575/2013 short_title: CRR instrument_type: regulation document_type: regulation normative_weight: binding jurisdiction: EU effective_period: from: "2014-01-01" to: null dates: adopted: "2013-06-26" entered_into_force: "2014-01-01" status: in_force structure_levels: - title - chapter - article total_articles: 525 total_recitals: 136 definitions_article: 4 chunk_strategy: by_chapter chunks: - /crr/chunks/recitals.md - /crr/chunks/crr_t01_subject_matter_scope_and_definitions.md - /crr/chunks/crr_t02_ch01_application_of_requirements_on_an_indivi.md - /crr/chunks/crr_t02_ch02_prudential_consolidation.md - /crr/chunks/crr_t01_ch01_tier_1_capital.md - /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md - /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md - /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md - /crr/chunks/crr_t01_ch04_tier_2_capital.md - /crr/chunks/crr_t01_ch05_own_funds.md - /crr/chunks/crr_t01_ch06_general_requirements.md - /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md - /crr/chunks/crr_t03_qualifying_holdings_outside_the_financia.md - /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md - /crr/chunks/crr_t01_ch02_calculation_and_reporting_requirements.md - /crr/chunks/crr_t01_ch03_trading_book.md - /crr/chunks/crr_t02_ch01_general_principles.md - /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md - /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md - /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md - /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md - /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md - /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md - /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md - /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md - /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md - /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md - /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md - /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md - /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md - /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md - /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md - /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md - /crr/chunks/crr_t03_ch01_general_principles_governing_the_use_of_.md - /crr/chunks/crr_t03_ch02_basic_indicator_approach.md - /crr/chunks/crr_t03_ch03_standardised_approach.md - /crr/chunks/crr_t03_ch04_advanced_measurement_approaches.md - /crr/chunks/crr_t04_ch01_general_provisions.md - /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md - /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md - /crr/chunks/crr_t04_ch03_own_funds_requirements_for_foreign_excha.md - /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md - /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md - /crr/chunks/crr_t05_own_funds_requirements_for_settlement_ri.md - /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md - /crr/chunks/crr_t01_general_provisions_for_this_part.md - /crr/chunks/crr_t02_requirements_for_investor_institutions.md - /crr/chunks/crr_t03_requirements_for_sponsor_and_originator_.md - /crr/chunks/crr_t01_definitions_and_liquidity_coverage_requi.md - /crr/chunks/crr_t02_liquidity_reporting.md - /crr/chunks/crr_t03_reporting_on_stable_funding.md - /crr/chunks/crr_t01_general_principles.md - /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md - /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md - /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md - /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md - /crr/chunks/crr_t01_ch03_transitional_provisions_for_disclosure_o.md - /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md - /crr/chunks/crr_t02_reports_and_reviews.md - /crr/chunks/crr_t03_amendments.md generated_at: "2026-05-01T17:48:25.056Z" articles: - article_number: 1 article_title: Scope chunk_file: /crr/chunks/crr_t01_subject_matter_scope_and_definitions.md path: "Title I > Article 1" applies_to_entities: - competent_authorities topics: - prudential - banking - scope - general_provisions - definitions - own_funds - credit_risk - market_risk - liquidity_risk keywords: - supervision - POS - settlement - reporting - institution - operational risk - leverage - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 460 external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 2 article_title: Supervisory powers chunk_file: /crr/chunks/crr_t01_subject_matter_scope_and_definitions.md path: "Title I > Article 2" applies_to_entities: - competent_authorities topics: - prudential - banking - scope - general_provisions - definitions - competent_authorities keywords: - POS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 3 article_title: Application of stricter requirements by institutions chunk_file: /crr/chunks/crr_t01_subject_matter_scope_and_definitions.md path: "Title I > Article 3" applies_to_entities: [] topics: - prudential - banking - scope - general_provisions - definitions - own_funds keywords: - institution - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 4 article_title: Definitions chunk_file: /crr/chunks/crr_t01_subject_matter_scope_and_definitions.md path: "Title I > Article 4" applies_to_entities: - payment_institutions - credit_institutions - member_states - competent_authorities - european_central_bank - financial_entities topics: - prudential - banking - scope - general_provisions - definitions - authorisation - liability - own_funds - credit_risk - market_risk - counterparty_credit_risk - securitisation - insurance - reinsurance - group_supervision - pensions - investment_funds - trading_venues - derivatives_clearing - credit_rating - governance - remuneration - financial_statements - consolidation keywords: - API - liability - authorisation - supervision - transaction - transfer - SEPA - POS - security - data - third party - branch - settlement - clearing - system - scheme - RTS - ITS - credit institution - investment firm contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 4 paragraph: "1" - target: Article 3 paragraph: "1" - target: Article 1 - target: Article 2 - target: Article 212 paragraph: "1" - target: Article 4 - target: Article 17 - target: Article 115 paragraph: "2" - target: Article 25 - target: Article 71 - target: Article 45 - target: Article 301 paragraph: "1" - target: Article 94 paragraph: "1" - target: Article 99 - target: Article 94 paragraph: "2" - target: Article 94 paragraph: "3" - target: Article 113 paragraph: "7" - target: Article 1 paragraph: "1" external_references: - instrument_type: directive reference: "2009/138/EC" - instrument_type: directive reference: "2009/65/EC" - instrument_type: directive reference: "2009/65/EC" - instrument_type: directive reference: "2011/61/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2002/87/EC" - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2007/64/EC" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "1606/2002" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "1060/2009" - instrument_type: directive reference: "2009/138/EC" recitals: [] - article_number: 5 article_title: Definitions specific to capital requirements for credit risk chunk_file: /crr/chunks/crr_t01_subject_matter_scope_and_definitions.md path: "Title I > Article 5" applies_to_entities: [] topics: - prudential - banking - scope - general_provisions - definitions - credit_risk - financial_statements keywords: - API - POS contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 6 article_title: General principles chunk_file: /crr/chunks/crr_t02_ch01_application_of_requirements_on_an_indivi.md path: "Title II > Chapter 1 > Article 6" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_commission topics: - prudential - banking - authorisation - consolidation keywords: - SCA - RTS - credit institution - investment firm - institution contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 19 - target: Article 89 - target: Article 90 - target: Article 91 - target: Article 508 paragraph: "3" - target: Article 95 paragraph: "1" - target: Article 96 paragraph: "1" - target: Article 7 paragraph: "1" external_references: [] recitals: [] - article_number: 7 article_title: Derogation to the application of prudential requirements on an individual basis chunk_file: /crr/chunks/crr_t02_ch01_application_of_requirements_on_an_indivi.md path: "Title II > Chapter 1 > Article 7" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - authorisation - supervision - own_funds - governance keywords: - API - authorisation - supervision - transfer - ITS - institution - management body - financial holding company - mixed financial holding company - parent institution in a member state - control - competent authority - consolidated basis - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 6 paragraph: "1" - target: Article 11 paragraph: "1" external_references: [] recitals: [] - article_number: 8 article_title: Derogation to the application of liquidity requirements on an individual basis chunk_file: /crr/chunks/crr_t02_ch01_application_of_requirements_on_an_indivi.md path: "Title II > Chapter 1 > Article 8" applies_to_entities: - member_states - competent_authorities - european_commission topics: - prudential - banking - authorisation - competent_authorities - liquidity_risk keywords: - POS - ATM - scheme - RTS - ITS - institution - consolidated situation - consolidated basis - sub-consolidated basis contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 21 - target: Article 113 paragraph: "7" - target: Article 113 paragraph: "6" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 9 article_title: Individual consolidation method chunk_file: /crr/chunks/crr_t02_ch01_application_of_requirements_on_an_indivi.md path: "Title II > Chapter 1 > Article 9" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - competent_authorities - own_funds - consolidation keywords: - transfer - POS - ATM - ITS - institution - competent authority - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 6 paragraph: "1" - target: Article 7 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 10 article_title: Waiver for credit institutions permanently affiliated to a central body chunk_file: /crr/chunks/crr_t02_ch01_application_of_requirements_on_an_indivi.md path: "Title II > Chapter 1 > Article 10" applies_to_entities: - credit_institutions - member_states - competent_authorities topics: - prudential - banking keywords: - RTS - ITS - credit institution - institution contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 11 article_title: General treatment chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 11" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_commission topics: - prudential - banking - consolidation - financial_reporting - authorisation - internal_control keywords: - SCA - API - supervision - SEPA - POS - ATM - data - system - RTS - ITS - credit institution - investment firm - institution - financial holding company - mixed financial holding company - eu parent institution - eu parent financial holding company - parent mixed financial holding company in a member state - eu parent mixed financial holding company - control contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 18 - target: Article 508 paragraph: "2" - target: Article 10 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 12 article_title: Financial holding company or mixed financial holding company with both a subsidiary credit institution and a subsidiary investment firm chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 12" applies_to_entities: - credit_institutions topics: - prudential - banking - consolidation - financial_reporting keywords: - credit institution - investment firm - institution - financial holding company - mixed financial holding company - consolidated situation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 13 article_title: Application of disclosure requirements on a consolidated basis chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 13" applies_to_entities: [] topics: - prudential - banking - consolidation - financial_reporting keywords: - institution - financial holding company - mixed financial holding company - eu parent institution - eu parent financial holding company - eu parent mixed financial holding company - control - consolidated situation - consolidated basis - sub-consolidated basis contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 437 - target: Article 438 - target: Article 440 - target: Article 442 - target: Article 450 - target: Article 451 - target: Article 453 - target: Article 10 - target: Article 18 paragraph: "1" external_references: [] recitals: [] - article_number: 14 article_title: Application of requirements of Part Five on a consolidated basis chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 14" applies_to_entities: - competent_authorities topics: - prudential - banking - consolidation - financial_reporting - credit_risk keywords: - supervision - POS - data - institution - financial holding company - mixed financial holding company - eu parent institution - eu parent financial holding company - eu parent mixed financial holding company - control - consolidated basis - sub-consolidated basis contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 407 - target: Article 92 - target: Article 405 - target: Article 406 - target: Article 18 external_references: [] recitals: [] - article_number: 15 article_title: Derogation to the application of own funds requirements on a consolidated basis for groups of investment firms chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 15" applies_to_entities: - credit_institutions - member_states - competent_authorities - financial_entities topics: - prudential - banking - consolidation - financial_reporting - liability - own_funds keywords: - API - liability - POS - system - ITS - credit institution - investment firm - institution - ancillary services undertaking - financial holding company - financial institution - parent financial holding company in a member state - control - consolidating supervisor - consolidated basis - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 95 paragraph: "2" - target: Article 95 - target: Article 96 - target: Article 26 - target: Article 51 - target: Article 62 - target: Article 36 paragraph: "1" - target: Article 56 paragraph: "1" - target: Article 66 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: - 130 - article_number: 16 article_title: Derogation to the application of the leverage ratio requirements on a consolidated basis for groups of investment firms chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 16" applies_to_entities: [] topics: - prudential - banking - consolidation - financial_reporting - leverage_ratio keywords: - investment firm - consolidated basis - leverage contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 6 paragraph: "5" external_references: [] recitals: [] - article_number: 17 article_title: Supervision of investment firms waived from the application of own funds requirements on a consolidated basis chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 17" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - consolidation - financial_reporting - own_funds keywords: - API - supervision - POS - investment firm - consolidated basis - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 15 external_references: [] recitals: - 74 - article_number: 18 article_title: Methods for prudential consolidation chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 18" applies_to_entities: - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - consolidation - financial_reporting - liability - supervision - competent_authorities keywords: - API - liability - supervision - ITS - EBA - institution - ancillary services undertaking - financial holding company - financial institution - participation - consolidating supervisor - consolidated situation - consolidated basis contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2002/87/EC" recitals: [] - article_number: 19 article_title: Entities excluded from the scope of prudential consolidation chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 19" applies_to_entities: - credit_institutions - competent_authorities - financial_entities topics: - prudential - banking - consolidation - financial_reporting - financial_statements keywords: - supervision - transfer - credit institution - institution - ancillary services undertaking - financial institution - participation - consolidated basis contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 20 article_title: Joint decisions on prudential requirements chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 20" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - consolidation - financial_reporting - competent_authorities - credit_risk keywords: - API - supervision - POS - ATM - system - ITS - EBA - institution - financial holding company - mixed financial holding company - eu parent institution - eu parent financial holding company - eu parent mixed financial holding company - competent authority - consolidating supervisor - operational risk contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: true transitional: false internal_references: - target: Article 143 paragraph: "1" - target: Article 151 paragraph: "4" - target: Article 151 paragraph: "9" - target: Article 283 - target: Article 312 paragraph: "2" - target: Article 422 paragraph: "9" - target: Article 425 paragraph: "5" - target: Article 422 paragraph: "10" - target: Article 425 paragraph: "6" - target: Article 19 paragraph: "3" - target: Article 143 - target: Article 321 - target: Article 322 - target: Article 363 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 21 article_title: Joint decisions on the level of application of liquidity requirements chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 21" applies_to_entities: - member_states - competent_authorities - european_banking_authority topics: - prudential - banking - consolidation - financial_reporting keywords: - supervision - POS - ITS - EBA - institution - financial holding company - mixed financial holding company - eu parent institution - eu parent financial holding company - parent mixed financial holding company in a member state - eu parent mixed financial holding company - competent authority - consolidating supervisor contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 8 paragraph: "1" - target: Article 8 - target: Article 8 paragraph: "3" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 22 article_title: Sub-consolidation in cases of entities in third countries chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 22" applies_to_entities: - financial_entities topics: - prudential - banking - consolidation - financial_reporting keywords: - RTS - institution - financial holding company - mixed financial holding company - financial institution - participation - consolidated situation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 89 - target: Article 90 - target: Article 91 external_references: [] recitals: [] - article_number: 23 article_title: Undertakings in third countries chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 23" applies_to_entities: - credit_institutions - financial_entities topics: - prudential - banking - consolidation - financial_reporting keywords: - supervision - POS - credit institution - investment firm - institution - financial institution - consolidated basis contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 4 external_references: [] recitals: [] - article_number: 24 article_title: Valuation of assets and off-balance sheet items chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 24" applies_to_entities: - competent_authorities topics: - prudential - banking - consolidation - financial_reporting - own_funds - valuation - financial_statements keywords: - institution - applicable accounting framework - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 25 article_title: Tier 1 capital chunk_file: /crr/chunks/crr_t01_ch01_tier_1_capital.md path: "Title I > Chapter 1 > Article 25" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - institution contains: obligations: false prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 26 article_title: Common Equity Tier 1 items chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 26" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds keywords: - API - POS - ITS - EBA - institution - competent authority - applicable accounting framework - other reserves - retained earnings contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 28 - target: Article 29 - target: Article 80 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 27 article_title: "Capital instruments of mutuals, cooperative societies, savings institutions or similar institutions in Common Equity Tier 1 items" chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 27" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - ITS - EBA - credit institution - institution - competent authority contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 28 - target: Article 29 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 28 article_title: Common Equity Tier 1 instruments chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 28" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - governance - financial_statements keywords: - API - SEPA - POS - ATM - ITS - EBA - institution - management body - financial holding company - mixed financial holding company - mixed activity holding company - close links - competent authority - applicable accounting framework - distributions - own funds - own funds instruments - distributable items contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 77 - target: Article 27 - target: Article 484 paragraph: "3" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: - 135 - article_number: 29 article_title: "Capital instruments issued by mutuals, cooperative societies, savings institutions and similar institutions" chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 29" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - ITS - EBA - institution - distributions - own funds - own funds instruments contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 28 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 30 article_title: Consequences of the conditions for Common Equity Tier 1 instruments ceasing to be met chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 30" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: [] contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 28 - target: Article 29 external_references: [] recitals: [] - article_number: 31 article_title: Capital instruments subscribed by public authorities in emergency situations chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 31" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - ITS - EBA - institution - competent authority contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 28 paragraph: "1" - target: Article 27 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 32 article_title: Securitised assets chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 32" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - securitisation keywords: - API - POS - ITS - EBA - institution - originator - securitisation - credit enhancement - applicable accounting framework - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 33 article_title: Cash flow hedges and changes in the value of own liabilities chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 33" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk - counterparty_credit_risk - fair_value keywords: - POS - ITS - EBA - institution - financial instrument - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: directive reference: "2009/65/EC" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 34 article_title: Additional value adjustments chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 34" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value keywords: - API - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 105 external_references: [] recitals: [] - article_number: 35 article_title: Unrealised gains and losses measured at fair value chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 35" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value keywords: - institution - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 33 external_references: [] recitals: [] - article_number: 36 article_title: Deductions from Common Equity Tier 1 items chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 36" applies_to_entities: - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - own_funds - credit_risk - securitisation - insurance - reinsurance - financial_statements keywords: - API - POS - ITS - EBA - institution - insurance undertaking - reinsurance undertaking - financial institution - qualifying holding - competent authority - securitisation - securitisation position - deferred tax assets that rely on future profitability - defined benefit pension fund assets - own funds - reciprocal cross holding - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 158 - target: Article 159 - target: Article 56 - target: Article 243 paragraph: "1" - target: Article 244 paragraph: "1" - target: Article 258 - target: Article 379 paragraph: "3" - target: Article 153 paragraph: "8" - target: Article 155 paragraph: "4" - target: Article 66 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 - target: Article 4 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2009/138/EC" recitals: [] - article_number: 37 article_title: Deduction of intangible assets chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 37" applies_to_entities: [] topics: - prudential - banking keywords: - institution - applicable accounting framework contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 38 article_title: Deduction of deferred tax assets that rely on future profitability chunk_file: /crr/chunks/crr_t01_ch02_p1_common_equity_tier_1_capital_part_1.md path: "Title I > Chapter 2 > Article 38" applies_to_entities: [] topics: - prudential - banking keywords: - POS - institution - deferred tax assets that rely on future profitability - defined benefit pension fund assets contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 48 paragraph: "1" external_references: [] recitals: [] - article_number: 39 article_title: "Tax overpayments, tax loss carry backs and deferred tax assets that do not rely on future profitability" chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 39" applies_to_entities: - member_states topics: - prudential - banking - liability - own_funds - credit_risk - financial_statements - consolidation keywords: - liability - supervision - POS - RTS - ITS - institution - consolidated basis - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 40 article_title: Deduction of negative amounts resulting from the calculation of expected loss amounts chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 40" applies_to_entities: [] topics: - prudential - banking keywords: - deferred tax assets that rely on future profitability contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" external_references: [] recitals: [] - article_number: 41 article_title: Deduction of defined benefit pension fund assets chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 41" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liability - competent_authorities - credit_risk keywords: - liability - POS - EBA - institution - competent authority - applicable accounting framework - defined benefit pension fund assets contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 42 article_title: Deduction of holdings of own Common Equity Tier 1 instruments chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 42" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - institution - trading book - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" external_references: [] recitals: [] - article_number: 43 article_title: Significant investment in a financial sector entity chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 43" applies_to_entities: [] topics: - prudential - banking - own_funds - consolidation keywords: - POS - reporting - institution - financial sector entity - close links - applicable accounting framework contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 44 article_title: Deduction of holdings of Common Equity Tier 1 instruments of financial sector entities and where an institution has a reciprocal cross holding designed artificially to inflate own funds chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 44" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - POS - institution - tier 1 own-fund insurance items - other capital instruments - own funds - reciprocal cross holding contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" external_references: [] recitals: [] - article_number: 45 article_title: Deduction of holdings of Common Equity Tier 1 instruments of financial sector entities chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 45" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - API - POS - institution - trading book - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" external_references: [] recitals: [] - article_number: 46 article_title: Deduction of holdings of Common Equity Tier 1 instruments where an institution does not have a significant investment in a financial sector entity chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 46" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - financial sector entity - deferred tax assets that rely on future profitability - own funds - own funds instruments - synthetic holding contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" - target: Article 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 44 - target: Article 45 external_references: [] recitals: [] - article_number: 47 article_title: Deduction of holdings of Common Equity Tier 1 instruments where an institution has a significant investment in a financial sector entity chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 47" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - financial sector entity contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" - target: Article 44 - target: Article 45 external_references: [] recitals: [] - article_number: 48 article_title: Threshold exemptions from deduction from Common Equity Tier 1 items chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 48" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - financial sector entity - deferred tax assets that rely on future profitability - own funds - own funds instruments - synthetic holding contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" - target: Article 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 external_references: [] recitals: [] - article_number: 49 article_title: "Requirement for deduction where consolidation, supplementary supervision or institutional protection schemes are applied" chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 49" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_commission topics: - prudential - banking - supervision - own_funds - capital_requirements - recovery_resolution - insurance - group_supervision - internal_control - financial_statements - consolidation keywords: - API - supervision - SEPA - POS - system - scheme - RTS - ITS - EBA - reporting - credit institution - institution - insurance undertaking - financial holding company - mixed financial holding company - financial sector entity - control - consolidated basis - sub-consolidated basis - own funds contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 113 paragraph: "7" - target: Article 99 - target: Article 92 - target: Article 6 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: directive reference: "2002/87/EC" - instrument_type: regulation reference: "1606/2002" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 50 article_title: Common Equity Tier 1 capital chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 50" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 - target: Article 48 - target: Article 49 - target: Article 79 external_references: [] recitals: [] - article_number: 51 article_title: Additional Tier 1 items chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 51" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 52 paragraph: "1" external_references: [] recitals: [] - article_number: 52 article_title: Additional Tier 1 instruments chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 52" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - consolidation keywords: - API - POS - consent - ITS - EBA - institution - financial holding company - mixed financial holding company - mixed activity holding company - participation - control - close links - competent authority - distributions - own funds - own funds instruments - distributable items contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 77 - target: Article 78 paragraph: "4" - target: Article 484 paragraph: "3" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 53 article_title: Restrictions on the cancellation of distributions on Additional Tier 1 instruments and features that could hinder the recapitalisation of the institution chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 53" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - POS - institution - distributions contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 52 paragraph: "1" external_references: [] recitals: - 6 - article_number: 54 article_title: Write down or conversion of Additional Tier 1 instruments chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 54" applies_to_entities: - competent_authorities topics: - prudential - banking - authorisation - own_funds keywords: - API - authorisation - POS - ITS - institution - applicable accounting framework - distributions contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 52 paragraph: "1" - target: Article 92 paragraph: "1" external_references: [] recitals: [] - article_number: 55 article_title: Consequences of the conditions for Additional Tier 1 instruments ceasing to be met chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 55" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: [] contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 52 paragraph: "1" external_references: [] recitals: [] - article_number: 56 article_title: Deductions from Additional Tier 1 items chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 56" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - API - POS - ITS - institution - competent authority - own funds - reciprocal cross holding - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 60 - target: Article 66 external_references: [] recitals: [] - article_number: 57 article_title: Deductions of holdings of own Additional Tier 1 instruments chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 57" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - institution - trading book - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 56 external_references: [] recitals: [] - article_number: 58 article_title: Deduction of holdings of Additional Tier 1 instruments of financial sector entities and where an institution has a reciprocal cross holding designed artificially to inflate own funds chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 58" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - tier 1 own-fund insurance items - additional tier 1 own-fund insurance items - own funds - reciprocal cross holding contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 56 external_references: [] recitals: [] - article_number: 59 article_title: Deduction of holdings of Additional Tier 1 instruments of financial sector entities chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 59" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - API - POS - institution - trading book - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 56 external_references: [] recitals: [] - article_number: 60 article_title: Deduction of holdings of Additional Tier 1 instruments where an institution does not have a significant investment in a financial sector entity chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 60" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - financial sector entity - deferred tax assets that rely on future profitability - own funds - own funds instruments - synthetic holding contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 56 - target: Article 32 - target: Article 36 paragraph: "1" - target: Article 44 - target: Article 45 external_references: [] recitals: [] - article_number: 61 article_title: Additional Tier 1 capital chunk_file: /crr/chunks/crr_t01_ch03_additional_tier_1_capital.md path: "Title I > Chapter 3 > Article 61" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 56 - target: Article 79 external_references: [] recitals: [] - article_number: 62 article_title: Tier 2 items chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 62" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk keywords: - API - POS - institution - credit risk adjustment contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 63 - target: Article 158 - target: Article 159 external_references: [] recitals: [] - article_number: 63 article_title: Tier 2 instruments chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 63" applies_to_entities: [] topics: - prudential - banking - consolidation keywords: - API - ITS - institution - financial holding company - mixed financial holding company - mixed activity holding company - participation - control - close links contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 77 - target: Article 78 paragraph: "4" external_references: [] recitals: [] - article_number: 64 article_title: Amortisation of Tier 2 instruments chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 64" applies_to_entities: [] topics: - prudential - banking keywords: [] contains: obligations: false prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 65 article_title: Consequences of the conditions for Tier 2 instruments ceasing to be met chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 65" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: [] contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 63 external_references: [] recitals: [] - article_number: 66 article_title: Deductions from Tier 2 items chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 66" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - POS - institution - competent authority - own funds - reciprocal cross holding - synthetic holding contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 70 external_references: [] recitals: [] - article_number: 67 article_title: Deductions of holdings of own Tier 2 instruments chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 67" applies_to_entities: [] topics: - prudential - banking - market_risk keywords: - POS - institution - trading book - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 66 external_references: [] recitals: [] - article_number: 68 article_title: Deduction of holdings of Tier 2 instruments of financial sector entities and where an institution has a reciprocal cross holding designed artificially to inflate own funds chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 68" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - tier 2 own-fund insurance items - tier 3 own-fund insurance items - own funds - reciprocal cross holding contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 66 external_references: [] recitals: [] - article_number: 69 article_title: Deduction of holdings of Tier 2 instruments of financial sector entities chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 69" applies_to_entities: [] topics: - prudential - banking - market_risk keywords: - API - POS - institution - trading book - synthetic holding contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 66 external_references: [] recitals: [] - article_number: 70 article_title: Deduction of Tier 2 instruments where an institution does not have a significant investment in a relevant entity chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 70" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - deferred tax assets that rely on future profitability - own funds - own funds instruments - synthetic holding contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 66 - target: Article 32 - target: Article 36 paragraph: "1" - target: Article 44 - target: Article 45 - target: Article 66 paragraph: "1" external_references: [] recitals: [] - article_number: 71 article_title: Tier 2 capital chunk_file: /crr/chunks/crr_t01_ch04_tier_2_capital.md path: "Title I > Chapter 4 > Article 71" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 66 - target: Article 79 external_references: [] recitals: [] - article_number: 72 article_title: Own funds chunk_file: /crr/chunks/crr_t01_ch05_own_funds.md path: "Title I > Chapter 5 > Article 72" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 73 article_title: Distributions on own funds instruments chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 73" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds keywords: - API - POS - ITS - EBA - institution - financial holding company - mixed financial holding company - mixed activity holding company - competent authority - distributions - own funds - own funds instruments contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 74 article_title: Holdings of capital instruments issued by regulated financial sector entities that do not qualify as regulatory capital chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 74" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - institution - financial sector entity - own funds - synthetic holding contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 75 article_title: Deduction and maturity requirements for short positions chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 75" applies_to_entities: [] topics: - prudential - banking keywords: - POS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 45 - target: Article 59 - target: Article 69 external_references: [] recitals: [] - article_number: 76 article_title: Index holdings of capital instruments chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 76" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - market_risk - internal_control - financial_statements - fair_value keywords: - API - POS - ITS - EBA - institution - control - competent authority - trading book contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 42 - target: Article 45 - target: Article 57 - target: Article 59 - target: Article 67 - target: Article 69 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 77 article_title: Conditions for reducing own funds chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 77" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - institution - competent authority - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 78 article_title: Supervisory permission for reducing own funds chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 78" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds keywords: - API - ATM - data - EBA - institution - competent authority - own funds - own funds instruments contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 77 - target: Article 92 paragraph: "1" - target: Article 27 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 79 article_title: Temporary waiver from deduction from own funds chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 79" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - EBA - institution - financial sector entity - competent authority - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 80 article_title: Continuing review of quality of own funds chunk_file: /crr/chunks/crr_t01_ch06_general_requirements.md path: "Title I > Chapter 6 > Article 80" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - fair_value keywords: - API - POS - ATM - EBA - notification - institution - own funds - own funds instruments contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 28 - target: Article 29 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 81 article_title: Minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 81" applies_to_entities: [] topics: - prudential - banking - own_funds - consolidation keywords: - API - POS - ITS - institution - other reserves - minority interest - retained earnings contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" recitals: - 30 - article_number: 82 article_title: "Qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds" chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 82" applies_to_entities: [] topics: - prudential - banking - own_funds - consolidation keywords: - API - institution - own funds - minority interest - retained earnings contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 83 article_title: Qualifying Additional Tier 1 and Tier 2 capital issued by a special purpose entity chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 83" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - consolidation keywords: - API - POS - ITS - EBA - competent authority - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 52 paragraph: "1" - target: Article 63 - target: Article 52 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 84 article_title: Minority interests included in consolidated Common Equity Tier 1 capital chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 84" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - consolidation keywords: - API - supervision - transfer - scheme - network - ITS - EBA - credit institution - institution - financial holding company - mixed financial holding company - control - competent authority - consolidated basis - sub-consolidated basis - other reserves - own funds - minority interest - retained earnings - cross-guarantee scheme contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "1" - target: Article 458 - target: Article 459 - target: Article 500 - target: Article 81 paragraph: "1" - target: Article 7 - target: Article 85 - target: Article 87 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 - target: Article 113 paragraph: "7" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 85 article_title: Qualifying Tier 1 instruments included in consolidated Tier 1 capital chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 85" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - API - institution - competent authority - consolidated basis - sub-consolidated basis - other reserves - own funds - retained earnings contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "1" - target: Article 458 - target: Article 459 - target: Article 500 - target: Article 81 paragraph: "1" - target: Article 7 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 86 article_title: Qualifying Tier 1 capital included in consolidated Additional Tier 1 capital chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 86" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - institution - minority interest contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 84 paragraph: "5" - target: Article 84 paragraph: "6" external_references: [] recitals: [] - article_number: 87 article_title: Qualifying own funds included in consolidated own funds chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 87" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - institution - competent authority - consolidated basis - sub-consolidated basis - other reserves - own funds - own funds instruments - retained earnings contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "1" - target: Article 458 - target: Article 459 - target: Article 500 - target: Article 81 paragraph: "1" - target: Article 7 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 88 article_title: Qualifying own funds instruments included in consolidated Tier 2 capital chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 88" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - institution - own funds - own funds instruments contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 84 paragraph: "5" - target: Article 84 paragraph: "6" external_references: [] recitals: [] - article_number: 89 article_title: Risk weighting and prohibition of qualifying holdings outside the financial sector chunk_file: /crr/chunks/crr_t03_qualifying_holdings_outside_the_financia.md path: "Title III > Article 89" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - competent_authorities - capital_requirements - credit_risk keywords: - API - POS - data - ITS - EBA - guidelines - institution - financial sector entity - qualifying holding - competent authority - eligible capital contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 90 article_title: Alternative to 1 250 % risk weight chunk_file: /crr/chunks/crr_t03_qualifying_holdings_outside_the_financia.md path: "Title III > Article 90" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk keywords: - ITS - institution contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 89 paragraph: "1" - target: Article 89 paragraph: "2" - target: Article 36 paragraph: "1" external_references: [] recitals: [] - article_number: 91 article_title: Exceptions chunk_file: /crr/chunks/crr_t03_qualifying_holdings_outside_the_financia.md path: "Title III > Article 91" applies_to_entities: [] topics: - prudential - banking keywords: - API - POS - ITS - institution - eligible capital contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 89 paragraph: "1" - target: Article 79 - target: Article 89 external_references: [] recitals: [] - article_number: 92 article_title: Own funds requirements chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 92" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - market_risk - derivatives_clearing keywords: - API - transaction - POS - settlement - ITS - institution - operational risk - dilution risk - repurchase transaction - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 93 - target: Article 94 - target: Article 379 - target: Article 395 - target: Article 396 - target: Article 397 - target: Article 398 - target: Article 399 - target: Article 400 - target: Article 401 external_references: [] recitals: [] - article_number: 93 article_title: Initial capital requirement on going concern chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 93" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - own_funds - authorisation - capital_requirements keywords: - API - authorisation - ITS - notification - credit institution - investment firm - institution - control - initial capital - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 94 article_title: Derogation for small trading book business chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 94" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - capital_requirements - market_risk - financial_statements keywords: - API - POS - reporting - institution - competent authority - trading book contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "3" external_references: [] recitals: [] - article_number: 95 article_title: Own funds requirements for investment firms with limited authorisation to provide investment services chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 95" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - authorisation keywords: - authorisation - POS - investment firm - operational risk - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "3" - target: Article 4 paragraph: "2" - target: Article 92 paragraph: "4" - target: Article 97 - target: Article 92 paragraph: "1" - target: Article 92 paragraph: "2" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 96 article_title: Own funds requirements for investment firms which hold initial capital as laid down in Article 28(2) of Directive 2013/36/EU chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 96" applies_to_entities: [] topics: - prudential - banking - own_funds - payment_systems keywords: - API - transaction - POS - settlement - clearing - system - investment firm - institution - initial capital - operational risk - recognised exchange - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "3" - target: Article 92 paragraph: "4" - target: Article 97 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36" recitals: [] - article_number: 97 article_title: Own Funds based on Fixed Overheads chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 97" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - RTS - ITS - EBA - investment firm - competent authority - eligible capital - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 95 - target: Article 96 - target: Article 4 paragraph: "2" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 98 article_title: Own funds for investment firms on a consolidated basis chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 98" applies_to_entities: - credit_institutions - member_states topics: - prudential - banking - own_funds keywords: - POS - credit institution - investment firm - institution - financial holding company - mixed financial holding company - control - consolidated situation - consolidated basis - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 95 paragraph: "1" - target: Article 92 - target: Article 95 paragraph: "2" - target: Article 96 paragraph: "1" - target: Article 96 paragraph: "2" external_references: [] recitals: [] - article_number: 99 article_title: Reporting on own funds requirements and financial information chunk_file: /crr/chunks/crr_t01_ch02_calculation_and_reporting_requirements.md path: "Title I > Chapter 2 > Article 99" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds keywords: - SCA - POS - system - EBA - reporting - credit institution - institution - systemic risk - competent authority - consolidated basis - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 92 - target: Article 4 - target: Article 6 paragraph: "2" - target: Article 24 paragraph: "2" external_references: - instrument_type: regulation reference: "1606/2002" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 100 article_title: Additional reporting requirements chunk_file: /crr/chunks/crr_t01_ch02_calculation_and_reporting_requirements.md path: "Title I > Chapter 2 > Article 100" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking keywords: - EBA - reporting - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 99 paragraph: "5" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 101 article_title: Specific reporting obligations chunk_file: /crr/chunks/crr_t01_ch02_calculation_and_reporting_requirements.md path: "Title I > Chapter 2 > Article 101" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities keywords: - SEPA - POS - data - branch - EBA - reporting - institution - competent authority - home member state - host member state - mortgage lending value - residential property contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 124 paragraph: "2" - target: Article 124 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 102 article_title: Requirements for the Trading Book chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 102" applies_to_entities: [] topics: - prudential - banking - market_risk keywords: - API - POS - system - institution - control - trading book - internal hedge contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 103 - target: Article 104 - target: Article 105 - target: Article 106 external_references: [] recitals: [] - article_number: 103 article_title: Management of the trading book chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 103" applies_to_entities: [] topics: - prudential - banking - market_risk - fraud_prevention keywords: - fraud - POS - ITS - institution - senior management - control - trading book contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 104 article_title: Inclusion in the Trading Book chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 104" applies_to_entities: [] topics: - prudential - banking - market_risk - own_funds - internal_control keywords: - API - transfer - POS - ITS - institution - trading book - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 102 - target: Article 4 paragraph: "1" external_references: [] recitals: [] - article_number: 105 article_title: Requirements for Prudent Valuation chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 105" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - market_risk - own_funds - securitisation - governance keywords: - API - POS - ATM - third party - system - ITS - EBA - guidelines - reporting - institution - management body - senior management - model risk - control - financial instrument - operational risk - securitisation - marking to market - marking to model - independent price verification contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 105 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 106 article_title: Internal Hedges chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 106" applies_to_entities: [] topics: - prudential - banking - market_risk - authorisation - own_funds - credit_risk keywords: - API - POS - third party - ITS - institution - funded credit protection - unfunded credit protection - trading book - internal hedge - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 299 paragraph: "2" external_references: [] recitals: [] - article_number: 107 article_title: Approaches to credit risk chunk_file: /crr/chunks/crr_t02_ch01_general_principles.md path: "Title II > Chapter 1 > Article 107" applies_to_entities: - credit_institutions - competent_authorities - european_commission topics: - prudential - banking - credit_risk - counterparty_credit_risk - derivatives_clearing - committee_procedure - implementing_acts keywords: - POS - ATM - clearing - credit institution - investment firm - institution - default fund - trade exposure contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 143 - target: Article 92 paragraph: "3" - target: Article 464 paragraph: "2" external_references: [] recitals: [] - article_number: 108 article_title: Use of credit risk mitigation technique under the Standardised Approach and the IRB Approach chunk_file: /crr/chunks/crr_t02_ch01_general_principles.md path: "Title II > Chapter 1 > Article 108" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ITS - institution - conversion factor - credit risk mitigation contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 151 - target: Article 92 paragraph: "3" - target: Article 36 paragraph: "1" - target: Article 62 external_references: [] recitals: [] - article_number: 109 article_title: Treatment of securitised exposures under the Standardised Approach and the IRB Approach chunk_file: /crr/chunks/crr_t02_ch01_general_principles.md path: "Title II > Chapter 1 > Article 109" applies_to_entities: [] topics: - prudential - banking - credit_risk - securitisation keywords: - POS - ATM - institution - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 112 - target: Article 245 - target: Article 246 - target: Article 251 - target: Article 252 - target: Article 253 - target: Article 254 - target: Article 255 - target: Article 256 - target: Article 257 - target: Article 258 - target: Article 259 paragraph: "3" - target: Article 147 - target: Article 259 - target: Article 260 - target: Article 261 - target: Article 262 - target: Article 263 - target: Article 264 - target: Article 265 - target: Article 266 external_references: [] recitals: [] - article_number: 110 article_title: Treatment of credit risk adjustment chunk_file: /crr/chunks/crr_t02_ch01_general_principles.md path: "Title II > Chapter 1 > Article 110" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - securitisation - consolidation keywords: - POS - ATM - EBA - institution - securitisation - securitisation position - applicable accounting framework - credit risk adjustment contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 159 - target: Article 36 paragraph: "1" - target: Article 148 - target: Article 150 - target: Article 111 - target: Article 166 - target: Article 167 - target: Article 168 - target: Article 246 - target: Article 266 - target: Article 178 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 111 article_title: Exposure value chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 111" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - financial_statements keywords: - transaction - POS - settlement - ITS - institution - funded credit protection - repurchase transaction - credit risk adjustment - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 34 - target: Article 110 - target: Article 223 - target: Article 224 - target: Article 225 external_references: [] recitals: [] - article_number: 112 article_title: Exposure classes chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 112" applies_to_entities: - credit_institutions topics: - prudential - banking - securitisation - investment_funds keywords: - POS - ITS - institution - central banks - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 113 article_title: Calculation of risk weighted exposure amounts chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 113" applies_to_entities: - credit_institutions - member_states - competent_authorities - financial_entities topics: - prudential - banking - authorisation - liability - own_funds - credit_risk - securitisation - financial_statements - consolidation keywords: - liability - transfer - POS - system - scheme - ITS - credit institution - institution - ancillary services undertaking - asset management company - financial holding company - mixed financial holding company - financial institution - control - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 178 paragraph: "1" external_references: [] recitals: [] - article_number: 114 article_title: Exposures to central governments or central banks chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 114" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_commission - european_central_bank topics: - prudential - banking - credit_risk - committee_procedure - implementing_acts keywords: - POS - ATM - institution - central banks - nominated ecai contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 136 - target: Article 114 paragraph: "2" - target: Article 464 paragraph: "2" external_references: [] recitals: - 7 - article_number: 115 article_title: Exposures to regional governments or local authorities chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 115" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - committee_procedure - implementing_acts keywords: - POS - ATM - data - EBA - institution contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 119 paragraph: "2" - target: Article 120 paragraph: "2" - target: Article 150 paragraph: "1" - target: Article 464 paragraph: "2" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 116 article_title: Exposures to public sector entities chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 116" applies_to_entities: - competent_authorities - european_commission topics: - prudential - banking - credit_risk - committee_procedure - implementing_acts keywords: - POS - ATM - institution - public sector entity - nominated ecai contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 120 - target: Article 119 - target: Article 464 paragraph: "2" external_references: [] recitals: [] - article_number: 117 article_title: Exposures to multilateral development banks chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 117" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk keywords: - API - POS - ATM - institution contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 119 - target: Article 120 - target: Article 121 external_references: [] recitals: [] - article_number: 118 article_title: Exposures to international organisations chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 118" applies_to_entities: - credit_institutions - member_states - financial_entities topics: - prudential - banking - credit_risk keywords: - POS - settlement - ITS - institution - financial institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 119 article_title: Exposures to institutions chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 119" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_central_bank - financial_entities topics: - prudential - banking - authorisation - credit_risk keywords: - POS - institution - financial institution - nominated ecai contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 120 - target: Article 121 - target: Article 114 paragraph: "4" external_references: [] recitals: [] - article_number: 120 article_title: Exposures to rated institutions chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 120" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ATM - institution - nominated ecai contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 136 - target: Article 131 external_references: [] recitals: [] - article_number: 121 article_title: Exposures to unrated institutions chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 121" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - institution - trade finance - nominated ecai contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 162 paragraph: "3" external_references: [] recitals: [] - article_number: 122 article_title: Exposures to corporates chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 122" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - nominated ecai contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 136 external_references: [] recitals: [] - article_number: 123 article_title: Retail exposures chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 123" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ITS - institution - group of connected clients - residential property contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 112 external_references: [] recitals: [] - article_number: 124 article_title: Exposures secured by mortgages on immovable property chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 124" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - credit_risk keywords: - POS - data - RTS - ITS - EBA - institution - competent authority - mortgage lending value - residential property contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 125 - target: Article 126 - target: Article 101 - target: Article 125 paragraph: "2" - target: Article 126 paragraph: "2" - target: Article 199 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 125 article_title: Exposures fully and completely secured by mortgages on residential property chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 125" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - credit_risk - beneficial_ownership keywords: - transaction - POS - ITS - institution - competent authority - mortgage lending value - residential property contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 124 paragraph: "2" - target: Article 208 - target: Article 229 paragraph: "1" external_references: [] recitals: [] - article_number: 126 article_title: Exposures fully and completely secured by mortgages on commercial immovable property chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 126" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - credit_risk keywords: - transaction - POS - ITS - institution - competent authority - mortgage lending value contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 124 paragraph: "2" - target: Article 208 - target: Article 229 paragraph: "1" external_references: [] recitals: [] - article_number: 127 article_title: Exposures in default chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 127" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - credit risk mitigation - residential property - credit risk adjustment contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 178 - target: Article 125 - target: Article 126 external_references: [] recitals: [] - article_number: 128 article_title: Items associated with particular high risk chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 128" applies_to_entities: - european_banking_authority topics: - prudential - banking - credit_risk keywords: - API - POS - ITS - EBA - guidelines - institution - speculative immovable property financing - leverage contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 4 paragraph: "1" external_references: - instrument_type: directive reference: "2011/61/EU" - instrument_type: directive reference: "2009/65/EC" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 129 article_title: Exposures in the form of covered bonds chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 129" applies_to_entities: - credit_institutions - member_states - competent_authorities - financial_entities topics: - prudential - banking - authorisation - refunds - credit_risk - securitisation - insurance keywords: - supervision - POS - ATM - consent - ITS - EBA - credit institution - institution - insurance undertaking - financial institution - escb central banks - central banks - securitisation - residential property - nominated ecai contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 115 paragraph: "1" - target: Article 116 paragraph: "1" - target: Article 116 paragraph: "2" - target: Article 201 - target: Article 208 - target: Article 229 paragraph: "1" - target: Article 136 external_references: - instrument_type: directive reference: "2009/65/EC" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 130 article_title: Items representing securitisation positions chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 130" applies_to_entities: [] topics: - prudential - banking - credit_risk - securitisation keywords: - POS - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 131 article_title: Exposures to institutions and corporates with a short-term credit assessment chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 131" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - institution - nominated ecai contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 136 external_references: [] recitals: [] - article_number: 132 article_title: Exposures in the form of units or shares in CIUs chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 132" applies_to_entities: - member_states - competent_authorities - european_commission - financial_entities topics: - prudential - banking - authorisation - capital_requirements - credit_risk - risk_assessment - prospectus - committee_procedure - implementing_acts keywords: - API - supervision - POS - ATM - ITS - reporting - institution - financial institution - nominated ecai contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 136 - target: Article 464 paragraph: "2" external_references: [] recitals: [] - article_number: 133 article_title: Equity exposures chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 133" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk keywords: - API - POS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 48 paragraph: "4" - target: Article 89 paragraph: "3" - target: Article 128 external_references: [] recitals: [] - article_number: 134 article_title: Other items chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 134" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transaction - POS - institution - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 201 - target: Article 213 - target: Article 214 - target: Article 215 - target: Article 112 external_references: [] recitals: [] - article_number: 135 article_title: Use of credit assessments by ECAIs chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 135" applies_to_entities: - european_banking_authority topics: - prudential - banking - credit_risk keywords: - POS - ITS - EBA contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 2 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1060/2009" recitals: [] - article_number: 136 article_title: "Mapping of ECAI's credit assessments" chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 136" applies_to_entities: - european_commission topics: - prudential - banking - credit_risk keywords: - SCA - data - system - EBA contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 137 article_title: Use of credit assessments by Export Credit Agencies chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 137" applies_to_entities: [] topics: - prudential - banking - capital_requirements - credit_risk keywords: - API - POS - ITS - guidelines - institution - officially supported export credits contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 114 external_references: [] recitals: [] - article_number: 138 article_title: General requirements chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 138" applies_to_entities: - european_banking_authority topics: - prudential - banking - capital_requirements - credit_risk - financial_statements keywords: - API - POS - ITS - EBA - institution - nominated ecai contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 139 article_title: Issuer and issue credit assessment chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 139" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 129 external_references: [] recitals: [] - article_number: 140 article_title: Long-term and short-term credit assessments chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 140" applies_to_entities: [] topics: - prudential - banking - credit_risk - financial_statements keywords: - POS - institution contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 141 article_title: Domestic and foreign currency items chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 141" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk keywords: - POS - institution - participation contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 142 article_title: Definitions chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 142" applies_to_entities: - competent_authorities - european_commission - financial_entities topics: - prudential - banking - credit_risk - financial_statements - consolidation - committee_procedure - implementing_acts keywords: - SCA - SEPA - POS - ATM - data - system - ITS - institution - financial sector entity - control - consolidated basis contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 4 paragraph: "27" - target: Article 464 paragraph: "2" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 143 article_title: Permission to use the IRB Approach chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 143" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - credit_risk keywords: - POS - system - EBA - institution - competent authority - conversion factor contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 144 article_title: "Competent authorities' assessment of an application to use an IRB Approach" chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 144" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - credit_risk keywords: - API - transaction - POS - data - system - ITS - EBA - reporting - institution - control - competent authority - conversion factor - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 143 - target: Article 99 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 145 article_title: Prior experience of using IRB approaches chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 145" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk keywords: - SEPA - POS - system - ITS - institution - conversion factor contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 146 article_title: Measures to be taken where the requirements of this Chapter cease to be met chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 146" applies_to_entities: - competent_authorities topics: - prudential - banking keywords: - institution - competent authority contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 147 article_title: Methodology to assign exposure to exposures classes chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 147" applies_to_entities: - credit_institutions - financial_entities topics: - prudential - banking - credit_risk - securitisation keywords: - SEPA - POS - ITS - institution - financial institution - control - group of connected clients - central banks - securitisation - securitisation position - residential property contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 115 - target: Article 116 - target: Article 117 paragraph: "2" - target: Article 118 - target: Article 115 paragraph: "2" - target: Article 115 paragraph: "4" - target: Article 116 paragraph: "4" - target: Article 117 - target: Article 119 paragraph: "5" - target: Article 166 paragraph: "4" external_references: [] recitals: [] - article_number: 148 article_title: Conditions for implementing the IRB Approach across different classes of exposure and business units chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 148" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - credit_risk keywords: - SCA - API - POS - system - ITS - EBA - institution - competent authority - central banks - conversion factor - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 150 - target: Article 147 - target: Article 147 paragraph: "5" - target: Article 154 - target: Article 147 paragraph: "2" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 149 article_title: Conditions to revert to the use of less sophisticated approaches chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 149" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - credit_risk keywords: - POS - ITS - institution - competent authority - conversion factor - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 151 paragraph: "9" - target: Article 151 paragraph: "8" - target: Article 148 - target: Article 150 external_references: [] recitals: [] - article_number: 150 article_title: Conditions for permanent partial use chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 150" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - competent_authorities - own_funds - credit_risk - financial_statements keywords: - POS - ATM - system - ITS - EBA - guidelines - institution - sponsor - ancillary services undertaking - asset management company - financial holding company - mixed financial holding company - financial institution - central banks - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 147 paragraph: "2" - target: Article 114 paragraph: "2" - target: Article 114 paragraph: "4" - target: Article 113 paragraph: "7" - target: Article 119 paragraph: "4" - target: Article 215 paragraph: "2" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 151 article_title: Treatment by exposure class chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 151" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities - own_funds - credit_risk - securitisation keywords: - SEPA - POS - ATM - ITS - institution - competent authority - dilution risk - conversion factor - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 157 - target: Article 152 - target: Article 158 paragraph: "1" - target: Article 147 paragraph: "2" - target: Article 155 - target: Article 155 paragraph: "3" - target: Article 155 paragraph: "4" - target: Article 153 paragraph: "5" - target: Article 143 - target: Article 161 paragraph: "1" - target: Article 166 paragraph: "8" - target: Article 1472 external_references: [] recitals: [] - article_number: 152 article_title: Treatment of exposures in the form of units or shares in CIUs chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 152" applies_to_entities: - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - credit_risk keywords: - POS - ATM - RTS - ITS - EBA - institution - financial institution contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 132 paragraph: "3" - target: Article 147 paragraph: "2" - target: Article 155 paragraph: "2" - target: Article 150 paragraph: "2" - target: Article 150 paragraph: "1" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 153 article_title: "Risk weighted exposure amounts for exposures to corporates, institutions and central governments and central banks" chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 153" applies_to_entities: - credit_institutions - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - credit_risk - securitisation keywords: - refund - transaction - POS - ATM - security - EBA - institution - sponsor - central banks - securitisation contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 161 paragraph: "1" - target: Article 181 paragraph: "1" - target: Article 202 - target: Article 217 - target: Article 184 - target: Article 154 paragraph: "5" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 154 article_title: Risk weighted exposure amounts for retail exposures chunk_file: /crr/chunks/crr_t02_ch03_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 154" applies_to_entities: - member_states - competent_authorities - consumers topics: - prudential - banking - competent_authorities - consumer_protection - credit_risk - securitisation keywords: - API - refund - consumer - SEPA - POS - ATM - third party - ITS - institution - securitisation contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 181 paragraph: "1" - target: Article 147 paragraph: "5" - target: Article 202 - target: Article 217 - target: Article 153 paragraph: "3" - target: Article 184 external_references: [] recitals: [] - article_number: 155 article_title: Risk weighted exposure amounts for equity exposures chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 155" applies_to_entities: [] topics: - prudential - banking - credit_risk - market_risk keywords: - SCA - POS - ATM - ITS - institution - ancillary services undertaking - funded credit protection - unfunded credit protection - trading book contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 48 - target: Article 162 paragraph: "5" - target: Article 153 paragraph: "1" - target: Article 178 - target: Article 165 paragraph: "1" - target: Article 165 paragraph: "2" external_references: [] recitals: [] - article_number: 156 article_title: Risk weighted exposure amounts for other non credit-obligation assets chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 156" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 157 article_title: Risk weighted exposure amounts for dilution risk of purchased receivables chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 157" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities - credit_risk keywords: - POS - institution - competent authority - dilution risk contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 153 paragraph: "1" external_references: [] recitals: [] - article_number: 158 article_title: Treatment by exposure type chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 158" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk - securitisation keywords: - POS - ATM - ITS - institution - central banks - dilution risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 151 - target: Article 147 paragraph: "2" - target: Article 152 - target: Article 181 paragraph: "1" - target: Article 153 paragraph: "3" - target: Article 153 paragraph: "5" external_references: [] recitals: [] - article_number: 159 article_title: Treatment of expected loss amounts chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 159" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - securitisation - financial_statements keywords: - POS - ATM - institution - credit risk adjustment - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 158 paragraph: "5" - target: Article 158 paragraph: "6" - target: Article 158 paragraph: "10" - target: Article 34 - target: Article 110 - target: Article 166 paragraph: "1" external_references: [] recitals: [] - article_number: 160 article_title: Probability of default (PD) chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 160" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - credit_risk keywords: - POS - ITS - EBA - institution - competent authority - dilution risk - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 143 - target: Article 201 paragraph: "1" - target: Article 161 paragraph: "3" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 161 article_title: Loss Given Default (LGD) chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 161" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - credit_risk keywords: - transaction - POS - ATM - ITS - institution - competent authority - central banks - dilution risk - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 129 paragraph: "4" - target: Article 143 - target: Article 153 paragraph: "3" external_references: [] recitals: [] - article_number: 162 article_title: Maturity chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 162" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - competent_authorities keywords: - transaction - transfer - POS - settlement - ITS - institution - competent authority - central banks - conversion factor - residential property - repurchase transaction contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 143 - target: Article 384 paragraph: "1" - target: Article 153 paragraph: "1" - target: Article 383 - target: Article 153 paragraph: "3" - target: Article 4 paragraph: "1" external_references: [] recitals: [] - article_number: 163 article_title: Probability of default (PD) chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 163" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk keywords: - POS - ITS - institution - dilution risk - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 164 paragraph: "2" - target: Article 201 paragraph: "1" - target: Article 160 paragraph: "4" external_references: [] recitals: [] - article_number: 164 article_title: Loss Given Default (LGD) chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 164" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - credit_risk keywords: - transaction - POS - data - ITS - EBA - institution - dilution risk - funded credit protection - unfunded credit protection - residential property contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 143 - target: Article 183 paragraph: "1" - target: Article 183 paragraph: "2" - target: Article 183 paragraph: "3" - target: Article 154 paragraph: "2" - target: Article 153 paragraph: "3" - target: Article 101 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 165 article_title: Equity exposures subject to the PD/LGD method chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 165" applies_to_entities: [] topics: - prudential - banking keywords: - API - POS contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 155 paragraph: "2" external_references: [] recitals: [] - article_number: 166 article_title: "Exposures to corporates, institutions, central governments and central banks and retail exposures" chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 166" applies_to_entities: - credit_institutions - competent_authorities - consumers topics: - prudential - banking - consumer_protection - own_funds - credit_risk - internal_control - financial_statements keywords: - consumer - transaction - POS - settlement - system - ITS - institution - control - central banks - dilution risk - conversion factor - credit risk mitigation - funded credit protection - unfunded credit protection - repurchase transaction - credit risk adjustment - own funds contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 201 - target: Article 213 - target: Article 24 - target: Article 223 - target: Article 220 paragraph: "2" - target: Article 151 paragraph: "8" external_references: [] recitals: [] - article_number: 167 article_title: Equity exposures chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 167" applies_to_entities: [] topics: - prudential - banking - credit_risk - financial_statements keywords: - POS - ITS - credit risk adjustment contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 168 article_title: Other non credit-obligation assets chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 168" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - credit risk adjustment contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 169 article_title: General principles chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 169" applies_to_entities: [] topics: - prudential - banking keywords: - SCA - transaction - POS - system - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 170 article_title: Structure of rating systems chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 170" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - own_funds keywords: - SCA - transaction - POS - system - ITS - institution - competent authority - central banks - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 171 article_title: Assignment to grades or pools chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 171" applies_to_entities: [] topics: - prudential - banking keywords: - POS - system - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 172 article_title: Assignment of exposures chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 172" applies_to_entities: - credit_institutions - competent_authorities - consumers topics: - prudential - banking - consumer_protection keywords: - consumer - transaction - transfer - SEPA - POS - ATM - data - institution - competent authority - central banks - conversion factor contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 155 paragraph: "3" - target: Article 143 - target: Article 153 paragraph: "5" - target: Article 170 paragraph: "2" external_references: [] recitals: [] - article_number: 173 article_title: Integrity of assignment process chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 173" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking keywords: - transaction - POS - EBA - institution - central banks - conversion factor contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 155 paragraph: "3" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 174 article_title: Use of models chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 174" applies_to_entities: [] topics: - prudential - banking keywords: - API - POS - data - ITS - institution contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 175 article_title: Documentation of rating systems chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 175" applies_to_entities: - competent_authorities topics: - prudential - banking - internal_control keywords: - POS - data - access - system - ITS - institution - control - competent authority contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 176 article_title: Data maintenance chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 176" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk keywords: - SCA - POS - data - institution - central banks - conversion factor contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 155 paragraph: "3" - target: Article 161 paragraph: "1" - target: Article 166 paragraph: "8" external_references: [] recitals: [] - article_number: 177 article_title: Stress tests used in assessment of capital adequacy chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 177" applies_to_entities: [] topics: - prudential - banking - supervision - capital_requirements - credit_risk keywords: - API - POS - ATM - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 153 paragraph: "3" external_references: [] recitals: [] - article_number: 178 article_title: Default of an obligor chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 178" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - authorisation - competent_authorities keywords: - authorisation - card - POS - security - data - consent - ITS - EBA - guidelines - institution - competent authority contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 127 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 179 article_title: Overall requirements for estimation chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 179" applies_to_entities: - competent_authorities topics: - prudential - banking keywords: - POS - data - system - ITS - institution - conversion factor contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 180 paragraph: "1" - target: Article 181 paragraph: "1" - target: Article 182 paragraph: "2" - target: Article 182 paragraph: "3" - target: Article 178 external_references: [] recitals: [] - article_number: 180 article_title: Requirements specific to PD estimation chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 180" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - credit_risk keywords: - SCA - transaction - POS - data - system - ITS - EBA - institution - competent authority - central banks - conversion factor - one-year default rate - leverage contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 155 paragraph: "3" - target: Article 181 paragraph: "1" - target: Article 178 - target: Article 174 - target: Article 143 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 181 article_title: Requirements specific to own-LGD estimates chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 181" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - API - POS - data - system - ITS - EBA - institution - control - competent authority - central banks - conversion factor contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 182 article_title: Requirements specific to own-conversion factor estimates chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 182" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - API - POS - data - system - EBA - institution - competent authority - central banks - conversion factor contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 183 article_title: "Requirements for assessing the effect of guarantees and credit derivatives for exposures to corporates, institutions and central governments and central banks where own estimates of LGD are used and retail exposures" chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 183" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - POS - EBA - institution - central banks - reference obligation contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 171 - target: Article 172 - target: Article 173 - target: Article 216 paragraph: "2" - target: Article 201 paragraph: "1" - target: Article 148 - target: Article 150 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 184 article_title: Requirements for purchased receivables chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 184" applies_to_entities: [] topics: - prudential - banking - fraud_prevention keywords: - fraud - SEPA - agent - system - RTS - ITS - institution - control contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 185 article_title: Validation of internal estimates chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 185" applies_to_entities: [] topics: - prudential - banking keywords: - POS - data - system - institution - conversion factor contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 186 article_title: Own funds requirement and risk quantification chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 186" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - data - institution - distributions - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 187 article_title: Risk management process and controls chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 187" applies_to_entities: [] topics: - prudential - banking - own_funds - capital_requirements - market_risk keywords: - API - POS - third party - system - ITS - institution - control - trading book - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 188 article_title: Validation and documentation chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 188" applies_to_entities: [] topics: - prudential - banking keywords: - POS - data - system - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 189 article_title: Corporate Governance chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 189" applies_to_entities: [] topics: - prudential - banking - credit_risk - governance keywords: - POS - system - RTS - ITS - reporting - institution - management body - senior management - control - conversion factor contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 190 article_title: Credit risk control chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 190" applies_to_entities: - competent_authorities topics: - prudential - banking - outsourcing - credit_risk keywords: - supervision - POS - data - access - third party - system - RTS - ITS - institution - senior management - participation - control contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 179 paragraph: "2" external_references: [] recitals: [] - article_number: 191 article_title: Internal Audit chunk_file: /crr/chunks/crr_t02_ch03_p4_internal_ratings_based_approach_part_4.md path: "Title II > Chapter 3 > Article 191" applies_to_entities: [] topics: - prudential - banking - internal_control keywords: - system - ITS - institution - conversion factor contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 192 article_title: Definitions chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 192" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - API - transaction - POS - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 193 article_title: Principles for recognising the effect of credit risk mitigation techniques chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 193" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transaction - SEPA - POS - RTS - institution - credit risk mitigation - repurchase transaction contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 194 article_title: Principles governing the eligibility of credit risk mitigation techniques chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 194" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - risk_assessment keywords: - transaction - POS - ITS - EBA - institution - control - competent authority - credit risk mitigation - funded credit protection - unfunded credit protection - repurchase transaction contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 197 - target: Article 198 - target: Article 199 - target: Article 200 - target: Article 201 - target: Article 203 - target: Article 204 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 195 article_title: On-balance sheet netting chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 195" applies_to_entities: [] topics: - prudential - banking - credit_risk - financial_statements keywords: - POS - ITS - institution - credit risk mitigation contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 196 external_references: [] recitals: [] - article_number: 196 article_title: Master netting agreements covering repurchase transactions or securities or commodities lending or borrowing transactions or other capital market-driven transactions chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 196" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - API - transaction - institution - repurchase transaction contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 223 - target: Article 299 - target: Article 197 - target: Article 198 external_references: [] recitals: [] - article_number: 197 article_title: Eligibility of collateral under all approaches and methods chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 197" applies_to_entities: - credit_institutions - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - securitisation keywords: - POS - security - ITS - EBA - institution - central banks - cash assimilated instrument - securitisation - securitisation position - re-securitisation - re-securitisation position - recognised exchange contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 115 paragraph: "2" - target: Article 116 paragraph: "4" - target: Article 117 paragraph: "2" - target: Article 118 - target: Article 116 paragraph: "1" - target: Article 116 paragraph: "2" - target: Article 132 paragraph: "3" - target: Article 198 paragraph: "1" - target: Article 224 paragraph: "1" - target: Article 224 paragraph: "4" - target: Article 299 paragraph: "2" - target: Article 400 paragraph: "2" - target: Article 416 paragraph: "3" - target: Article 428 paragraph: "1" - target: Article 4 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 198 article_title: Additional eligibility of collateral under the Financial Collateral Comprehensive Method chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 198" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - ITS - institution - recognised exchange contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 197 - target: Article 223 - target: Article 197 paragraph: "1" - target: Article 197 paragraph: "4" external_references: [] recitals: [] - article_number: 199 article_title: Additional eligibility for collateral under the IRB Approach chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 199" applies_to_entities: - member_states - competent_authorities - european_banking_authority topics: - prudential - banking - credit_risk - competent_authorities - beneficial_ownership keywords: - transaction - POS - ATM - access - third party - ITS - EBA - institution - participation - competent authority - securitisation - residential property contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 197 - target: Article 198 - target: Article 124 paragraph: "2" - target: Article 210 - target: Article 230 paragraph: "2" - target: Article 211 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 200 article_title: Other funded credit protection chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 200" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - third party - institution - funded credit protection - cash assimilated instrument contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 201 article_title: Eligibility of protection providers under all approaches chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 201" applies_to_entities: - credit_institutions - competent_authorities - financial_entities topics: - prudential - banking - credit_risk - competent_authorities keywords: - POS - institution - financial institution - central banks - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 117 - target: Article 116 - target: Article 119 paragraph: "5" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 202 article_title: Eligibility of protection providers under the IRB Approach which qualify for the treatment set out in Article 153(3) chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 202" applies_to_entities: - european_banking_authority topics: - prudential - banking - credit_risk - insurance - reinsurance keywords: - POS - ATM - EBA - institution - insurance undertaking - reinsurance undertaking - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 153 paragraph: "3" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 203 article_title: Eligibility of guarantees as unfunded credit protection chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 203" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - institution - funded credit protection - unfunded credit protection contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 204 article_title: Eligible types of credit derivatives chunk_file: /crr/chunks/crr_t02_ch04_p1_credit_risk_mitigation_part_1.md path: "Title II > Chapter 4 > Article 204" applies_to_entities: [] topics: - prudential - banking - credit_risk - market_risk - fair_value keywords: - transfer - POS - third party - institution - funded credit protection - unfunded credit protection - trading book - internal hedge contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 205 article_title: Requirements for on-balance sheet netting agreements other than master netting agreements referred to in Article 206 chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 205" applies_to_entities: [] topics: - prudential - banking - credit_risk - financial_statements keywords: - POS - institution - control - credit risk mitigation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 206 external_references: [] recitals: [] - article_number: 206 article_title: Requirements for master netting agreements covering repurchase transactions or securities or commodities lending or borrowing transactions or other capital market driven transactions chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 206" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - API - transaction - credit risk mitigation - repurchase transaction contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 207 paragraph: "2" external_references: [] recitals: [] - article_number: 207 article_title: Requirements for financial collateral chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 207" applies_to_entities: [] topics: - prudential - banking - credit_risk - large_exposures keywords: - transaction - POS - third party - ITS - institution - control - repurchase transaction contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 129 external_references: [] recitals: [] - article_number: 208 article_title: Requirements for immovable property collateral chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 208" applies_to_entities: [] topics: - prudential - banking - credit_risk - liability - own_funds keywords: - POS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 209 article_title: Requirements for receivables chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 209" applies_to_entities: [] topics: - prudential - banking - credit_risk - large_exposures keywords: - POS - security - consent - ITS - institution - control contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 210 article_title: Requirements for other physical collateral chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 210" applies_to_entities: [] topics: - prudential - banking - credit_risk - liability keywords: - transaction - POS - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 209 paragraph: "2" external_references: [] recitals: [] - article_number: 211 article_title: Requirements for treating lease exposures as collateralised chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 211" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transaction - POS - security - ITS - institution - credit risk mitigation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 208 external_references: [] recitals: [] - article_number: 212 article_title: Requirements for other funded credit protection chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 212" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - insurance keywords: - supervision - POS - ATM - security - consent - third party - notification - institution - competent authority - funded credit protection - cash assimilated instrument contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 232 paragraph: "1" external_references: - instrument_type: directive reference: "2009/138/EC" recitals: [] - article_number: 213 article_title: Requirements common to guarantees and credit derivatives chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 213" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk keywords: - POS - system - ITS - institution - control - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 214 paragraph: "1" - target: Article 134 - target: Article 166 external_references: [] recitals: [] - article_number: 214 article_title: Sovereign and other public sector counter-guarantees chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 214" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk keywords: - POS - ATM - institution - public sector entity contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 213 - target: Article 215 - target: Article 116 paragraph: "4" - target: Article 117 - target: Article 118 - target: Article 116 paragraph: "1" - target: Article 116 paragraph: "2" external_references: [] recitals: [] - article_number: 215 article_title: Additional requirements for guarantees chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 215" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk keywords: - ATM - scheme - institution - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 213 - target: Article 213 paragraph: "1" - target: Article 214 paragraph: "2" external_references: [] recitals: [] - article_number: 216 article_title: Additional requirements for credit derivatives chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 216" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transfer - POS - consent - settlement - ITS - institution - funded credit protection - unfunded credit protection - reference obligation contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 213 - target: Article 233 paragraph: "2" external_references: [] recitals: [] - article_number: 217 article_title: Requirements to qualify for the treatment set out in Article 153(3) chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 217" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk - liability - insurance - reinsurance keywords: - liability - POS - ATM - settlement - system - ITS - institution - insurance undertaking - reinsurance undertaking - public sector entity - dilution risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 153 paragraph: "3" - target: Article 147 - target: Article 147 paragraph: "5" - target: Article 213 - target: Article 215 - target: Article 216 external_references: [] recitals: [] - article_number: 218 article_title: Credit linked notes chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 218" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - institution - funded credit protection - unfunded credit protection contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 194 paragraph: "6" external_references: [] recitals: [] - article_number: 219 article_title: On-balance sheet netting chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 219" applies_to_entities: [] topics: - prudential - banking - credit_risk - financial_statements keywords: - POS - ITS - institution - funded credit protection contains: obligations: false prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 220 article_title: Using the Supervisory Volatility Adjustments Approach or the Own Estimates Volatility Adjustments Approach for master netting agreements chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 220" applies_to_entities: [] topics: - prudential - banking - credit_risk - market_risk keywords: - API - transaction - transfer - SEPA - POS - settlement - institution - repurchase transaction contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 223 - target: Article 224 - target: Article 225 - target: Article 226 - target: Article 113 external_references: [] recitals: [] - article_number: 221 article_title: Using the Internal Models Approach for Master netting agreements chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 221" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - competent_authorities keywords: - API - transaction - SEPA - POS - security - data - system - RTS - ITS - EBA - reporting - institution - senior management - control - repurchase transaction contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 220 - target: Article 292 paragraph: "8" - target: Article 292 paragraph: "9" - target: Article 294 - target: Article 285 paragraph: "2" - target: Article 285 paragraph: "3" - target: Article 285 paragraph: "4" - target: Article 285 paragraph: "5" - target: Article 113 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 222 article_title: Financial Collateral Simple Method chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 222" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk - own_funds - financial_statements keywords: - transaction - POS - ITS - institution - central banks - cash assimilated instrument - repurchase transaction - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 148 - target: Article 150 - target: Article 207 paragraph: "4" - target: Article 111 paragraph: "1" - target: Article 227 - target: Article 114 - target: Article 115 - target: Article 117 paragraph: "2" - target: Article 118 - target: Article 116 paragraph: "4" external_references: [] recitals: [] - article_number: 223 article_title: Financial Collateral Comprehensive Method chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 223" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - derivatives_clearing - financial_statements keywords: - transaction - POS - settlement - institution - conversion factor contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 224 - target: Article 225 - target: Article 226 - target: Article 227 - target: Article 220 - target: Article 221 - target: Article 111 paragraph: "1" - target: Article 166 paragraph: "8" external_references: [] recitals: [] - article_number: 224 article_title: Supervisory volatility adjustment under the Financial Collateral Comprehensive Method chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 224" applies_to_entities: - european_banking_authority topics: - prudential - banking - credit_risk - securitisation keywords: - API - transaction - transfer - POS - security - ITS - EBA - institution - securitisation - securitisation position - recognised exchange - repurchase transaction contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 197 paragraph: "1" - target: Article 285 paragraph: "2" - target: Article 285 paragraph: "3" - target: Article 285 paragraph: "4" - target: Article 197 paragraph: "7" - target: Article 197 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 225 article_title: Own estimates of volatility adjustments under the Financial Collateral Comprehensive Method chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 225" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - competent_authorities keywords: - SCA - API - liability - transaction - transfer - POS - security - data - system - scheme - ITS - institution - control - repurchase transaction contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 226 article_title: Scaling up of volatility adjustment under the Financial Collateral Comprehensive method chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 226" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - SCA - transaction - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 224 - target: Article 225 external_references: [] recitals: [] - article_number: 227 article_title: Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive method chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 227" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - credit_risk keywords: - API - transaction - POS - ATM - settlement - clearing - system - institution - central banks - repurchase transaction - leverage contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 224 - target: Article 225 - target: Article 226 - target: Article 221 - target: Article 197 paragraph: "1" external_references: - instrument_type: directive reference: "2009/138/EC" recitals: [] - article_number: 228 article_title: Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral Comprehensive method chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 228" applies_to_entities: [] topics: - prudential - banking - credit_risk - financial_statements keywords: - POS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 223 paragraph: "5" - target: Article 113 - target: Article 111 paragraph: "1" - target: Article 223 paragraph: "3" external_references: [] recitals: [] - article_number: 229 article_title: Valuation principles for other eligible collateral under the IRB Approach chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 229" applies_to_entities: - member_states topics: - prudential - banking - credit_risk keywords: - transaction - POS - ITS - institution - mortgage lending value contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 208 paragraph: "3" external_references: [] recitals: [] - article_number: 230 article_title: Calculating risk-weighted exposure amounts and expected loss amounts for other eligible collateral under the IRB Approach chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 230" applies_to_entities: - member_states topics: - prudential - banking - credit_risk keywords: - POS - ATM - RTS - ITS - institution - conversion factor - residential property contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 166 paragraph: "8" - target: Article 124 paragraph: "2" - target: Article 125 paragraph: "2" - target: Article 126 paragraph: "2" - target: Article 199 paragraph: "4" external_references: [] recitals: [] - article_number: 231 article_title: Calculating risk-weighted exposure amounts and expected loss amounts in the case of mixed pools of collateral chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 231" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - SEPA - POS - RTS - institution - residential property contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 223 paragraph: "5" external_references: [] recitals: [] - article_number: 232 article_title: Other funded credit protection chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 232" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ATM - third party - ITS - institution - funded credit protection contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 212 paragraph: "1" - target: Article 212 paragraph: "2" - target: Article 233 paragraph: "3" - target: Article 197 paragraph: "4" external_references: [] recitals: [] - article_number: 233 article_title: Valuation chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 233" applies_to_entities: [] topics: - prudential - banking - credit_risk - market_risk keywords: - SCA - POS - institution - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 224 - target: Article 225 - target: Article 226 external_references: [] recitals: [] - article_number: 234 article_title: Calculating risk-weighted exposure amounts and expected loss amounts in the event of partial protection and tranching chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 234" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transfer - POS - institution - tranche contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 235 article_title: Calculating risk-weighted exposure amounts under the Standardised Approach chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 235" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk - financial_statements keywords: - POS - ATM - RTS - ITS - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 113 paragraph: "3" - target: Article 111 - target: Article 111 paragraph: "1" - target: Article 233 paragraph: "3" - target: Article 114 paragraph: "4" - target: Article 114 paragraph: "7" external_references: [] recitals: [] - article_number: 236 article_title: Calculating risk-weighted exposure amounts and expected loss amounts under the IRB Approach chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 236" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - institution - conversion factor contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 233 paragraph: "3" - target: Article 166 paragraph: "8" external_references: [] recitals: [] - article_number: 237 article_title: Maturity mismatch chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 237" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk keywords: - POS contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 162 paragraph: "3" external_references: [] recitals: [] - article_number: 238 article_title: Maturity of credit protection chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 238" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transaction - POS - ITS - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 239 article_title: Valuation of protection chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 239" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transaction - POS - institution - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 223 paragraph: "2" - target: Article 238 - target: Article 223 paragraph: "5" - target: Article 233 - target: Article 234 - target: Article 235 - target: Article 236 external_references: [] recitals: [] - article_number: 240 article_title: First-to-default credit derivatives chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 240" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ATM - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 241 article_title: Nth-to-default credit derivatives chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 241" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ATM - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 240 - target: Article 204 paragraph: "2" - target: Article 216 paragraph: "1" external_references: [] recitals: [] - article_number: 242 article_title: Definitions chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 242" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - transfer - POS - ITS - institution - originator - participation - securitisation - securitisation position - tranche contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 261 - target: Article 262 external_references: [] recitals: [] - article_number: 243 article_title: Traditional securitisation chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 243" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - securitisation - competent_authorities - own_funds - credit_risk keywords: - API - transaction - transfer - POS - ITS - EBA - guidelines - institution - originator - sponsor - control - securitisation - securitisation position - credit enhancement - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 244 article_title: Synthetic securitisation chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 244" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - securitisation - competent_authorities - own_funds - credit_risk keywords: - API - transaction - transfer - POS - ITS - EBA - guidelines - institution - originator - sponsor - competent authority - funded credit protection - unfunded credit protection - securitisation - securitisation position - credit enhancement - own funds contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 249 - target: Article 36 paragraph: "1" - target: Article 247 paragraph: "2" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 245 article_title: Calculation of risk-weighted exposure amounts chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 245" applies_to_entities: [] topics: - prudential - banking - securitisation - own_funds - credit_risk keywords: - transfer - SEPA - POS - ITS - institution - originator - securitisation - securitisation position - tranche contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 249 - target: Article 250 - target: Article 36 paragraph: "1" - target: Article 92 paragraph: "3" - target: Article 246 - target: Article 407 external_references: [] recitals: [] - article_number: 246 article_title: Exposure value chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 246" applies_to_entities: - competent_authorities topics: - prudential - banking - securitisation - own_funds - credit_risk - market_risk - counterparty_credit_risk - financial_statements keywords: - POS - ATM - ITS - institution - conversion factor - securitisation - securitisation position - trading book - credit risk adjustment - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 110 external_references: [] recitals: [] - article_number: 247 article_title: Recognition of credit risk mitigation for securitisation positions chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 247" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - credit risk mitigation - funded credit protection - unfunded credit protection - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 201 paragraph: "1" - target: Article 136 external_references: [] recitals: [] - article_number: 248 article_title: Implicit support chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 248" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - securitisation - own_funds - credit_risk - market_risk keywords: - API - transaction - transfer - POS - ITS - EBA - guidelines - institution - originator - sponsor - securitisation - securitisation position - trading book - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 245 paragraph: "1" - target: Article 245 paragraph: "2" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 249 article_title: General treatment chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 249" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ATM - institution - originator - credit risk mitigation - securitisation - tranche contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 244 - target: Article 250 - target: Article 247 external_references: [] recitals: [] - article_number: 250 article_title: Treatment of maturity mismatches in synthetic securitisations chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 250" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - transfer - POS - ATM - institution - originator - securitisation - tranche contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 249 - target: Article 92 paragraph: "3" external_references: [] recitals: [] - article_number: 251 article_title: Risk-weights chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 251" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - securitisation - securitisation position - re-securitisation - re-securitisation position contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 252 - target: Article 253 - target: Article 254 - target: Article 255 external_references: [] recitals: [] - article_number: 252 article_title: Originator and sponsor institutions chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 252" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ITS - institution - originator - sponsor - securitisation - securitisation position contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 128 external_references: [] recitals: [] - article_number: 253 article_title: Treatment of unrated positions chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 253" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ATM - ITS - institution - securitisation - securitisation position - tranche contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 254 article_title: Treatment of securitisation positions in a second loss tranche or better in an ABCP programme chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 254" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ATM - institution - securitisation - securitisation position - credit enhancement - tranche contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 255 external_references: [] recitals: [] - article_number: 255 article_title: Treatment of unrated liquidity facilities chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 255" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk - fair_value keywords: - POS - ATM - ITS - institution - conversion factor - securitisation - credit enhancement contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 256 article_title: Additional own funds requirements for securitisations of revolving exposures with early amortisation provisions chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 256" applies_to_entities: - competent_authorities topics: - prudential - banking - securitisation - competent_authorities - own_funds - credit_risk keywords: - API - transaction - POS - ATM - ITS - institution - originator - control - competent authority - conversion factor - securitisation - securitisation position - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 32 paragraph: "1" external_references: [] recitals: [] - article_number: 257 article_title: Credit risk mitigation for securitisation positions subject to the Standardised Approach chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 257" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - credit risk mitigation - securitisation - securitisation position contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 258 article_title: Reduction in risk-weighted exposure amounts chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 258" applies_to_entities: [] topics: - prudential - banking - securitisation - own_funds - credit_risk keywords: - API - POS - institution - originator - funded credit protection - securitisation - securitisation position contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" - target: Article 257 - target: Article 252 external_references: [] recitals: - 74 - article_number: 259 article_title: Hierarchy of methods chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 259" applies_to_entities: - competent_authorities topics: - prudential - banking - securitisation - competent_authorities - credit_risk - risk_management - internal_control keywords: - API - transfer - SEPA - POS - ITS - guidelines - institution - originator - competent authority - dilution risk - securitisation - securitisation position - credit enhancement - leverage contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 261 - target: Article 262 - target: Article 253 external_references: [] recitals: [] - article_number: 260 article_title: Maximum risk-weighted exposure amounts chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 260" applies_to_entities: [] topics: - prudential - banking - securitisation - own_funds - credit_risk - financial_statements keywords: - POS - ITS - institution - originator - sponsor - securitisation - own funds contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "3" external_references: [] recitals: [] - article_number: 261 article_title: Ratings Based Method chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 261" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - credit risk mitigation - securitisation - securitisation position - re-securitisation - re-securitisation position - tranche contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 264 paragraph: "1" - target: Article 264 paragraph: "4" - target: Article 247 external_references: [] recitals: [] - article_number: 262 article_title: Supervisory Formula Method chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 262" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - securitisation - competent_authorities - own_funds - credit_risk keywords: - API - POS - EBA - guidelines - institution - competent authority - dilution risk - credit risk mitigation - securitisation - securitisation position - re-securitisation - re-securitisation position - credit enhancement - tranche - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 261 - target: Article 264 paragraph: "2" - target: Article 247 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 263 article_title: Liquidity Facilities chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 263" applies_to_entities: - competent_authorities topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ITS - institution - conversion factor - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 255 paragraph: "2" - target: Article 255 paragraph: "1" external_references: [] recitals: [] - article_number: 264 article_title: Credit risk mitigation for securitisation positions subject to the IRB Approach chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 264" applies_to_entities: - competent_authorities topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - credit risk mitigation - funded credit protection - unfunded credit protection - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 262 - target: Article 235 external_references: [] recitals: [] - article_number: 265 article_title: Additional own funds requirements for securitisations of revolving exposures with early amortisation provisions chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 265" applies_to_entities: [] topics: - prudential - banking - securitisation - own_funds - credit_risk keywords: - POS - ITS - institution - originator - securitisation - securitisation position - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 256 external_references: [] recitals: [] - article_number: 266 article_title: Reduction in risk-weighted exposure amounts chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 266" applies_to_entities: [] topics: - prudential - banking - securitisation - own_funds - credit_risk keywords: - POS - ITS - institution - securitisation - securitisation position - credit risk adjustment - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 110 - target: Article 159 - target: Article 36 paragraph: "1" - target: Article 247 - target: Article 264 - target: Article 260 external_references: [] recitals: [] - article_number: 267 article_title: Use of Credit Assessments by ECAIs chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 267" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - securitisation - securitisation position contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1060/2009" recitals: [] - article_number: 268 article_title: Requirements to be met by the credit assessments of ECAIs chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 268" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ITS - institution - securitisation - securitisation position contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1060/2009" recitals: [] - article_number: 269 article_title: Use of credit assessments chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 269" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ITS - institution - securitisation - securitisation position - tranche - nominated ecai contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 270 article_title: Mapping chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 270" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - securitisation - credit_risk keywords: - transaction - POS - ITS - EBA - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 271 article_title: Determination of the exposure value chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 271" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - settlement - institution - repurchase transaction contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 272 article_title: Definitions chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 272" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds - market_risk - derivatives_clearing keywords: - transaction - POS - security - settlement - ITS - institution - financial instrument - repurchase transaction - distributions - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 273 article_title: Methods for calculating the exposure value chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 273" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds - market_risk - derivatives_clearing keywords: - transaction - POS - ATM - settlement - ITS - institution - repurchase transaction - trading book - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 94 - target: Article 282 paragraph: "6" - target: Article 283 paragraph: "1" - target: Article 283 paragraph: "2" - target: Article 233 - target: Article 234 - target: Article 235 - target: Article 236 - target: Article 153 paragraph: "3" - target: Article 183 - target: Article 143 - target: Article 299 paragraph: "2" - target: Article 33 paragraph: "1" - target: Article 291 paragraph: "2" - target: Article 291 paragraph: "4" - target: Article 291 paragraph: "5" - target: Article 291 paragraph: "6" external_references: [] recitals: [] - article_number: 274 article_title: Mark-to-market Method chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 274" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 361 external_references: [] recitals: [] - article_number: 275 article_title: Original Exposure Method chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 275" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS - institution contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 276 article_title: Standardised Method chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 276" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - SEPA - POS - ATM - settlement - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 197 - target: Article 198 - target: Article 299 paragraph: "2" external_references: [] recitals: [] - article_number: 277 article_title: Transactions with a linear risk profile chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 277" applies_to_entities: - member_states topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - institution - home member state - financial instrument contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 278 article_title: Transactions with a non-linear risk profile chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 278" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - derivatives_clearing keywords: - transaction - POS - institution - financial instrument contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 280 paragraph: "1" external_references: [] recitals: [] - article_number: 279 article_title: Treatment of Collateral chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 279" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS - ATM - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 280 article_title: Calculation of risk positions chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 280" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - institution - financial instrument contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 276 paragraph: "2" external_references: [] recitals: [] - article_number: 281 article_title: Interest rate risk positions chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 281" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - API - transaction - POS - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 336 external_references: [] recitals: [] - article_number: 282 article_title: Hedging sets chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 282" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - own_funds - market_risk keywords: - API - transaction - SEPA - POS - ITS - institution - competent authority - financial instrument - own funds contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 336 external_references: [] recitals: [] - article_number: 283 article_title: Permission to use the Internal Model Method chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 283" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - derivatives_clearing keywords: - transaction - POS - settlement - system - institution - competent authority contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 273 paragraph: "2" - target: Article 273 paragraph: "1" - target: Article 282 paragraph: "6" external_references: [] recitals: [] - article_number: 284 article_title: Exposure value chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 284" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - own_funds - market_risk keywords: - API - transaction - POS - data - ITS - institution - model risk - distributions - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 283 paragraph: "1" - target: Article 197 - target: Article 198 - target: Article 299 paragraph: "2" - target: Article 291 paragraph: "4" - target: Article 291 paragraph: "5" external_references: [] recitals: [] - article_number: 285 article_title: Exposure value for netting sets subject to a margin agreement chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 285" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - derivatives_clearing keywords: - transaction - transfer - POS - ITS - institution - competent authority - repurchase transaction - trade exposure contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 284 paragraph: "5" external_references: [] recitals: [] - article_number: 286 article_title: "Management of CCR – Policies, processes and systems" chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 286" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - governance keywords: - liability - POS - settlement - system - RTS - ITS - reporting - institution - management body - senior management - competent authority - operational risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 287 paragraph: "2" external_references: [] recitals: [] - article_number: 287 article_title: Organisation structures for CCR management chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 287" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS - data - system - RTS - ITS - reporting - institution - senior management - control contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 288 article_title: Review of CCR management system chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 288" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - liability - POS - data - system - ITS - institution - control contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 287 - target: Article 286 - target: Article 287 paragraph: "1" - target: Article 293 paragraph: "1" external_references: [] recitals: [] - article_number: 289 article_title: Use test chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 289" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - API - POS - system - ITS - institution - control contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 283 - target: Article 286 external_references: [] recitals: [] - article_number: 290 article_title: Stress testing chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 290" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds - market_risk - risk_management keywords: - POS - RTS - ITS - guidelines - institution - senior management - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" recitals: - 124 - 125 - 126 - 128 - article_number: 291 article_title: Wrong-Way Risk chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 291" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds - market_risk - derivatives_clearing - governance - fair_value keywords: - transaction - SEPA - POS - RTS - institution - management body - senior management - control - own funds contains: obligations: true prohibitions: true permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 273 paragraph: "2" external_references: [] recitals: - 16 - 130 - article_number: 292 article_title: Integrity of the modelling process chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 292" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - internal_control keywords: - transaction - POS - data - system - ITS - EBA - guidelines - institution - competent authority contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 284 - target: Article 291 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 293 article_title: Requirements for the risk management system chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 293" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - governance keywords: - POS - data - third party - system - RTS - ITS - institution - management body - senior management - control - distributions contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 287 paragraph: "1" - target: Article 288 - target: Article 284 paragraph: "4" external_references: [] recitals: [] - article_number: 294 article_title: Validation requirements chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 294" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - market_risk keywords: - transaction - transfer - POS - data - ITS - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 283 paragraph: "1" - target: Article 285 paragraph: "1" - target: Article 283 external_references: [] recitals: [] - article_number: 295 article_title: Recognition of contractual netting as risk-reducing chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 295" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities - own_funds keywords: - transaction - POS - ITS - EBA - institution - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 298 - target: Article 296 - target: Article 297 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 296 article_title: Recognition of contractual netting agreements chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 296" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - competent_authorities keywords: - API - transaction - POS - branch - ITS - institution contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: - 17 - article_number: 297 article_title: Obligations of institutions chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 297" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - ITS - institution - credit risk mitigation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 296 paragraph: "2" - target: Article 295 external_references: [] recitals: [] - article_number: 298 article_title: Effects of recognition of netting as risk-reducing chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 298" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS - ATM - consent - institution contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 274 paragraph: "1" - target: Article 274 paragraph: "2" - target: Article 275 paragraph: "1" external_references: [] recitals: [] - article_number: 299 article_title: Items in the trading book chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 299" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds - market_risk - derivatives_clearing keywords: - API - transaction - transfer - POS - institution - financial instrument - recognised exchange - repurchase transaction - trading book - internal hedge - reference obligation - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 222 - target: Article 204 external_references: [] recitals: [] - article_number: 300 article_title: Definitions chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 300" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - clearing contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 301 paragraph: "1" - target: Article 4 paragraph: "3" external_references: - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 301 article_title: Material scope chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 301" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - ATM - settlement - institution - repurchase transaction - default fund - trade exposure contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 306 - target: Article 307 - target: Article 310 - target: Article 309 external_references: [] recitals: [] - article_number: 302 article_title: Monitoring of exposures to CCPs chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 302" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds - governance keywords: - POS - clearing - reporting - institution - management body - senior management - default fund - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 304 external_references: [] recitals: [] - article_number: 303 article_title: "Treatment of clearing members' exposures to CCPs" chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 303" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - transaction - transfer - POS - ATM - clearing - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 301 paragraph: "2" - target: Article 301 paragraph: "3" - target: Article 305 paragraph: "2" external_references: - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 304 article_title: "Treatment of clearing members' exposures to clients" chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 304" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - SCA - transaction - transfer - POS - ATM - clearing - ITS - EBA - institution - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 48 paragraph: "5" - target: Article 48 paragraph: "6" - target: Article 305 paragraph: "2" - target: Article 301 paragraph: "1" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 305 article_title: "Treatment of clients' exposures" chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 305" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - transaction - transfer - POS - ATM - access - clearing - RTS - ITS - institution - trade exposure - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 306 external_references: - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 306 article_title: Own funds requirements for trade exposures chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 306" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - refunds - own_funds keywords: - transaction - POS - ATM - clearing - ITS - institution - trade exposure - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 107 paragraph: "2" - target: Article 92 paragraph: "3" external_references: [] recitals: [] - article_number: 307 article_title: Own funds requirements for pre-funded contributions to the default fund of a CCP chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 307" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - POS - ATM - clearing - ITS - institution - default fund - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 308 - target: Article 309 external_references: [] recitals: [] - article_number: 308 article_title: Own funds requirements for pre-funded contributions to the default fund of a QCCP chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 308" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - API - POS - clearing - ITS - institution - default fund - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "3" external_references: [] recitals: [] - article_number: 309 article_title: Own funds requirements for pre-funded contributions to the default fund of a non-qualifying CCP and for unfunded contributions to a non-qualifying CCP chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 309" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - POS - clearing - ITS - institution - default fund - own funds contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 308 paragraph: "3" - target: Article 92 paragraph: "3" external_references: [] recitals: [] - article_number: 310 article_title: Alternative calculation of own funds requirement for exposures to a QCCP chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 310" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - POS - ITS - institution - default fund - trade exposure - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 311 article_title: Own funds requirements for exposures to CCPs that cease to meet certain conditions chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 311" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - authorisation - own_funds keywords: - authorisation - POS - ATM - ITS - notification - institution - competent authority - default fund - trade exposure - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 310 - target: Article 301 paragraph: "2" - target: Article 306 paragraph: "1" - target: Article 309 external_references: - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 312 article_title: Permission and notification chunk_file: /crr/chunks/crr_t03_ch01_general_principles_governing_the_use_of_.md path: "Title III > Chapter 1 > Article 312" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities keywords: - system - EBA - notification - institution - operational risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 320 - target: Article 74 - target: Article 85 - target: Article 319 - target: Article 321 - target: Article 322 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 313 article_title: Reverting to the use of less sophisticated approaches chunk_file: /crr/chunks/crr_t03_ch01_general_principles_governing_the_use_of_.md path: "Title III > Chapter 1 > Article 313" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - POS - ITS - institution - competent authority - operational risk - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 314 article_title: Combined use of different approaches chunk_file: /crr/chunks/crr_t03_ch01_general_principles_governing_the_use_of_.md path: "Title III > Chapter 1 > Article 314" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities keywords: - POS - ITS - EBA - institution - competent authority - operational risk contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 320 - target: Article 321 - target: Article 322 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 315 article_title: Own funds requirement chunk_file: /crr/chunks/crr_t03_ch02_basic_indicator_approach.md path: "Title III > Chapter 2 > Article 315" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds keywords: - POS - data - RTS - ITS - EBA - institution - competent authority - operational risk - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 316 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 316 article_title: Relevant indicator chunk_file: /crr/chunks/crr_t03_ch02_basic_indicator_approach.md path: "Title III > Chapter 2 > Article 316" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - outsourcing - market_risk - financial_statements keywords: - POS - data - outsourcing - ITS - EBA - institution - trading book contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 27 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 317 article_title: Own funds requirement chunk_file: /crr/chunks/crr_t03_ch03_standardised_approach.md path: "Title III > Chapter 3 > Article 317" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds - investment_funds keywords: - API - transaction - POS - data - settlement - RTS - ITS - EBA - institution - competent authority - financial instrument - operational risk - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 318 - target: Article 123 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2009/65/EC" recitals: [] - article_number: 318 article_title: Principles for business line mapping chunk_file: /crr/chunks/crr_t03_ch03_standardised_approach.md path: "Title III > Chapter 3 > Article 318" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - governance keywords: - API - POS - RTS - EBA - institution - management body - senior management - control - operational risk contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 317 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 319 article_title: Alternative Standardised Approach chunk_file: /crr/chunks/crr_t03_ch03_standardised_approach.md path: "Title III > Chapter 3 > Article 319" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - ITS - institution - operational risk - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 320 article_title: Criteria for the Standardised Approach chunk_file: /crr/chunks/crr_t03_ch03_standardised_approach.md path: "Title III > Chapter 3 > Article 320" applies_to_entities: [] topics: - prudential - banking - risk_assessment keywords: - POS - data - system - RTS - ITS - reporting - institution - senior management - control - operational risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 312 paragraph: "1" external_references: [] recitals: [] - article_number: 321 article_title: Qualitative standards chunk_file: /crr/chunks/crr_t03_ch04_advanced_measurement_approaches.md path: "Title III > Chapter 4 > Article 321" applies_to_entities: [] topics: - prudential - banking - risk_management keywords: - POS - ATM - data - access - system - ITS - reporting - institution - operational risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 312 paragraph: "2" external_references: [] recitals: [] - article_number: 322 article_title: Quantitative Standards chunk_file: /crr/chunks/crr_t03_ch04_advanced_measurement_approaches.md path: "Title III > Chapter 4 > Article 322" applies_to_entities: - competent_authorities topics: - prudential - banking - authorisation - own_funds - credit_risk - risk_assessment - internal_control keywords: - SCA - SEPA - POS - data - system - ITS - institution - control - operational risk - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 312 paragraph: "2" - target: Article 317 - target: Article 324 external_references: [] recitals: [] - article_number: 323 article_title: Impact of insurance and other risk transfer mechanisms chunk_file: /crr/chunks/crr_t03_ch04_advanced_measurement_approaches.md path: "Title III > Chapter 4 > Article 323" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - authorisation - liability - competent_authorities - own_funds - winding_up keywords: - API - penalty - transfer - POS - third party - ITS - EBA - institution - operational risk - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: true delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 324 article_title: Loss event type classification chunk_file: /crr/chunks/crr_t03_ch04_advanced_measurement_approaches.md path: "Title III > Chapter 4 > Article 324" applies_to_entities: [] topics: - prudential - banking - fraud_prevention - liability keywords: - fraud - transaction - third party - system contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 322 paragraph: "3" external_references: [] recitals: [] - article_number: 325 article_title: Allowances for consolidated requirements chunk_file: /crr/chunks/crr_t04_ch01_general_provisions.md path: "Title IV > Chapter 1 > Article 325" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - authorisation - own_funds - funds_transfer keywords: - transfer - POS - credit institution - investment firm - institution - recognised third-country investment firm - consolidated basis - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 326 article_title: Own funds requirements for position risk chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 326" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk - securitisation keywords: - POS - ITS - institution - securitisation - securitisation position - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 327 article_title: Netting chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 327" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds keywords: - API - POS - ITS - EBA - guidelines - reporting - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 328 - target: Article 329 - target: Article 330 - target: Article 336 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 328 article_title: Interest rate futures and forwards chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 328" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - settlement - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 336 external_references: [] recitals: [] - article_number: 329 article_title: Options and warrants chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 329" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - SCA - POS - ATM - ITS - EBA - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 330 article_title: Swaps chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 330" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 331 article_title: Interest rate risk on derivative instruments chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 331" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - POS - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 328 - target: Article 329 - target: Article 330 - target: Article 339 external_references: [] recitals: [] - article_number: 332 article_title: Credit Derivatives chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 332" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - securitisation keywords: - transfer - POS - ITS - institution - securitisation - reference obligation - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 338 paragraph: "1" - target: Article 338 paragraph: "4" external_references: [] recitals: [] - article_number: 333 article_title: Securities sold under a repurchase agreement or lent chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 333" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - transfer - POS - ITS - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 334 article_title: Net positions in debt instruments chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 334" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - SEPA - POS - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 335 article_title: Cap on the own funds requirement for a net position chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 335" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - own funds contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 336 article_title: Own funds requirement for non-securitisation debt instruments chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 336" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - own_funds - credit_risk - market_risk - securitisation - trading_venues keywords: - POS - ATM - ITS - institution - securitisation - securitisation position - trading book - regulated market - nominated ecai - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 327 - target: Article 129 paragraph: "4" - target: Article 129 paragraph: "5" - target: Article 129 paragraph: "6" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 337 article_title: Own funds requirement for securitisation instruments chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 337" applies_to_entities: - member_states - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds - credit_risk - market_risk - securitisation keywords: - transfer - SEPA - POS - ITS - EBA - guidelines - institution - originator - competent authority - home member state - securitisation - securitisation position - trading book - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 327 paragraph: "1" - target: Article 262 - target: Article 407 - target: Article 338 paragraph: "4" - target: Article 243 - target: Article 244 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 338 article_title: Own funds requirement for the correlation trading portfolio chunk_file: /crr/chunks/crr_t04_ch02_p1_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 338" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - market_risk - securitisation keywords: - POS - ITS - institution - securitisation - securitisation position - re-securitisation - re-securitisation position - tranche - trading book - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 339 article_title: Maturity-based calculation of general risk chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 339" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - SEPA - POS - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 340 article_title: Duration-based calculation of general risk chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 340" applies_to_entities: - european_banking_authority topics: - prudential - banking - own_funds keywords: - POS - ITS - EBA - guidelines - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 339 - target: Article 339 paragraph: "5" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 341 article_title: Net positions in equity instruments chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 341" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - SEPA - POS - ITS - EBA - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 327 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 342 article_title: Specific risk of equity instruments chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 342" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 343 article_title: General risk of equity instruments chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 343" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 344 article_title: Stock indices chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 344" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - POS - ATM - ITS - EBA - institution - competent authority contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: true internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 345 article_title: Reduction of net positions chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 345" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - POS - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: - 134 - article_number: 346 article_title: Allowance for hedges by credit derivatives chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 346" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - transaction - transfer - SEPA - POS - ITS - institution - reference obligation - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 347 article_title: Allowance for hedges by first and nth-to default credit derivatives chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 347" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - ATM - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 346 - target: Article 336 external_references: [] recitals: [] - article_number: 348 article_title: Own funds requirements for CIUs chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 348" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - ATM - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 353 - target: Article 352 paragraph: "4" - target: Article 367 paragraph: "2" - target: Article 350 external_references: [] recitals: [] - article_number: 349 article_title: General criteria for CIUs chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 349" applies_to_entities: [] topics: - prudential - banking - own_funds - authorisation - risk_assessment - prospectus keywords: - transaction - RTS - ITS - reporting - institution - repurchase transaction - leverage contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 350 external_references: - instrument_type: directive reference: "2009/65/EC" recitals: [] - article_number: 350 article_title: Specific methods for CIUs chunk_file: /crr/chunks/crr_t04_ch02_p2_own_funds_requirements_for_position_risk.md path: "Title IV > Chapter 2 > Article 350" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - SEPA - POS - ITS - institution - leverage - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 348 paragraph: "1" - target: Article 132 paragraph: "3" external_references: [] recitals: [] - article_number: 351 article_title: De minimis and weighting for foreign exchange risk chunk_file: /crr/chunks/crr_t04_ch03_own_funds_requirements_for_foreign_excha.md path: "Title IV > Chapter 3 > Article 351" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - ITS - reporting - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 352 external_references: [] recitals: [] - article_number: 352 article_title: Calculation of the overall net foreign exchange position chunk_file: /crr/chunks/crr_t04_ch03_own_funds_requirements_for_foreign_excha.md path: "Title IV > Chapter 3 > Article 352" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - liability keywords: - SCA - liability - transaction - SEPA - POS - ATM - ITS - EBA - reporting - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 92 paragraph: "1" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 353 article_title: Foreign exchange risk of CIUs chunk_file: /crr/chunks/crr_t04_ch03_own_funds_requirements_for_foreign_excha.md path: "Title IV > Chapter 3 > Article 353" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - SEPA - POS - ATM - ITS - reporting - institution - trading book - leverage - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 352 - target: Article 132 paragraph: "3" external_references: [] recitals: [] - article_number: 354 article_title: Closely correlated currencies chunk_file: /crr/chunks/crr_t04_ch03_own_funds_requirements_for_foreign_excha.md path: "Title IV > Chapter 3 > Article 354" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - POS - ATM - data - ITS - EBA - reporting - institution - competent authority - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 352 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 355 article_title: Choice of method for commodities risk chunk_file: /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md path: "Title IV > Chapter 4 > Article 355" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 356 - target: Article 357 - target: Article 358 - target: Article 359 external_references: [] recitals: [] - article_number: 356 article_title: Ancillary commodities business chunk_file: /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md path: "Title IV > Chapter 4 > Article 356" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 357 article_title: Positions in commodities chunk_file: /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md path: "Title IV > Chapter 4 > Article 357" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - ITS - reporting - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 360 paragraph: "1" - target: Article 358 external_references: [] recitals: [] - article_number: 358 article_title: Particular instruments chunk_file: /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md path: "Title IV > Chapter 4 > Article 358" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - market_risk keywords: - SCA - transaction - transfer - POS - ATM - system - ITS - EBA - reporting - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 359 paragraph: "1" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 359 article_title: Maturity ladder approach chunk_file: /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md path: "Title IV > Chapter 4 > Article 359" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - SEPA - POS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 360 article_title: Simplified approach chunk_file: /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md path: "Title IV > Chapter 4 > Article 360" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 361 article_title: Extended maturity ladder approach chunk_file: /crr/chunks/crr_t04_ch04_own_funds_requirements_for_commodities_r.md path: "Title IV > Chapter 4 > Article 361" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk keywords: - POS - RTS - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 359 external_references: [] recitals: [] - article_number: 362 article_title: Specific and general risks chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 362" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - ITS contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 363 article_title: Permission to use internal models chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 363" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - competent_authorities - market_risk keywords: - SEPA - POS - ITS - EBA - institution - competent authority - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 365 paragraph: "2" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 364 article_title: Own funds requirements when using internal models chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 364" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk - securitisation keywords: - POS - ITS - institution - securitisation - securitisation position - trading book - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 365 paragraph: "1" - target: Article 366 - target: Article 365 paragraph: "2" - target: Article 337 - target: Article 350 paragraph: "1" - target: Article 350 paragraph: "2" - target: Article 338 paragraph: "1" - target: Article 377 - target: Article 338 paragraph: "4" external_references: [] recitals: [] - article_number: 365 article_title: VaR and stressed VaR Calculation chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 365" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds keywords: - SCA - data - EBA - guidelines - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 364 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 366 article_title: Regulatory back testing and multiplication factors chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 366" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - SCA - POS - ITS - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 365 - target: Article 365 paragraph: "1" external_references: [] recitals: [] - article_number: 367 article_title: Requirements on risk measurement chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 367" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk - financial_statements keywords: - API - SEPA - POS - data - third party - reporting - institution - competent authority contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 353 paragraph: "3" external_references: [] recitals: [] - article_number: 368 article_title: Qualitative requirements chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 368" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk - large_exposures - governance keywords: - API - liability - e-money - POS - data - system - RTS - ITS - reporting - institution - management body - senior management - control contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 369 article_title: Internal Validation chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 369" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures keywords: - POS - institution contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 370 article_title: Requirements for modelling specific risk chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 370" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 371 article_title: Exclusions from specific risk models chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 371" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - ITS - institution - own funds contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 332 paragraph: "1" - target: Article 337 - target: Article 377 external_references: [] recitals: [] - article_number: 372 article_title: Requirement to have an internal IRC model chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 372" applies_to_entities: - european_banking_authority topics: - prudential - banking - own_funds - market_risk keywords: - POS - data - ITS - EBA - guidelines - institution - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 365 paragraph: "1" - target: Article 367 paragraph: "3" - target: Article 368 - target: Article 369 paragraph: "1" - target: Article 370 - target: Article 373 - target: Article 374 - target: Article 375 - target: Article 376 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 373 article_title: Scope of the internal IRC model chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 373" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - securitisation keywords: - API - POS - institution - securitisation - securitisation position - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 336 external_references: [] recitals: [] - article_number: 374 article_title: Parameters of the internal IRC model chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 374" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk - securitisation keywords: - POS - data - system - ITS - institution - securitisation - trading book contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 375 article_title: Recognition of hedges in the internal IRC model chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 375" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - API - POS - EBA - institution - financial instrument - trading book - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 376 article_title: Particular requirements for the internal IRC model chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 376" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - POS - ATM - data - system - ITS - institution - model risk contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 377 article_title: Requirements for an internal model for correlation trading chunk_file: /crr/chunks/crr_t04_ch05_use_of_internal_models_to_calculate_own_.md path: "Title IV > Chapter 5 > Article 377" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds - competent_authorities keywords: - SEPA - POS - data - ITS - EBA - guidelines - institution - competent authority - tranche - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 338 - target: Article 367 paragraph: "1" - target: Article 367 paragraph: "3" - target: Article 368 - target: Article 369 paragraph: "1" - target: Article 370 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 378 article_title: Settlement/delivery risk chunk_file: /crr/chunks/crr_t05_own_funds_requirements_for_settlement_ri.md path: "Title V > Article 378" applies_to_entities: - credit_institutions topics: - prudential - banking - settlement - payment_systems - own_funds keywords: - transaction - POS - settlement - ITS - credit institution - institution - repurchase transaction - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 379 article_title: Free deliveries chunk_file: /crr/chunks/crr_t05_own_funds_requirements_for_settlement_ri.md path: "Title V > Article 379" applies_to_entities: [] topics: - prudential - banking - settlement - payment_systems - own_funds - credit_risk - market_risk keywords: - API - transaction - transfer - POS - ATM - cross-border - institution - trading book - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 161 paragraph: "1" - target: Article 36 paragraph: "1" external_references: [] recitals: [] - article_number: 380 article_title: Waiver chunk_file: /crr/chunks/crr_t05_own_funds_requirements_for_settlement_ri.md path: "Title V > Article 380" applies_to_entities: - competent_authorities topics: - prudential - banking - settlement - payment_systems - own_funds - credit_risk keywords: - POS - settlement - clearing - system - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 378 - target: Article 379 external_references: [] recitals: [] - article_number: 381 article_title: Meaning of Credit Valuation Adjustment chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 381" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - transaction - POS - institution contains: obligations: false prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 382 article_title: Scope chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 382" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - valuation - credit_risk - counterparty_credit_risk - derivatives_clearing keywords: - transaction - SEPA - POS - clearing - ITS - EBA - institution - competent authority - qualifying central counterparty - trade exposure - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 10 paragraph: "3" - target: Article 10 paragraph: "4" - target: Article 89 paragraph: "1" - target: Article 1 paragraph: "4" - target: Article 1 paragraph: "5" - target: Article 115 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 383 article_title: Advanced method chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - valuation - competent_authorities - credit_risk - market_risk - counterparty_credit_risk keywords: - transaction - POS - ATM - ITS - EBA - institution - competent authority - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 363 paragraph: "1" - target: Article 283 - target: Article 386 - target: Article 285 paragraph: "1" - target: Article 364 paragraph: "1" - target: Article 365 - target: Article 367 - target: Article 292 paragraph: "2" - target: Article 384 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 384 article_title: Standardised method chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 384" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - credit_risk - counterparty_credit_risk keywords: - transaction - POS - ITS - institution - nominated ecai - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 383 - target: Article 386 - target: Article 128 - target: Article 223 paragraph: "5" - target: Article 162 paragraph: "2" external_references: [] recitals: [] - article_number: 385 article_title: Alternative to using CVA methods to calculating own funds requirements chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 385" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation - credit_risk - counterparty_credit_risk keywords: - POS - consent - institution - competent authority - own funds contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 384 - target: Article 382 - target: Article 275 external_references: [] recitals: [] - article_number: 386 article_title: Eligible hedges chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 386" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation - credit_risk - counterparty_credit_risk keywords: - transaction - POS - institution - competent authority - credit risk mitigation - tranche - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 383 - target: Article 384 external_references: [] recitals: [] - article_number: 387 article_title: Subject matter chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 387" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - POS - institution - control contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 388 article_title: Negative Scope chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 388" applies_to_entities: - credit_institutions topics: - prudential - banking - own_funds - valuation keywords: - ITS - credit institution - investment firm - institution - consolidated situation contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 95 paragraph: "1" - target: Article 96 paragraph: "1" external_references: [] recitals: [] - article_number: 389 article_title: Definition chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 389" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - financial_statements keywords: - POS contains: obligations: false prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 390 article_title: Calculation of the exposure value chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 390" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - valuation - payment_systems - market_risk keywords: - transaction - POS - settlement - clearing - system - ITS - EBA - institution - control - group of connected clients - financial instrument - repurchase transaction - trading book - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 283 - target: Article 299 - target: Article 378 - target: Article 379 - target: Article 380 - target: Article 345 - target: Article 36 - target: Article 56 - target: Article 66 - target: Article 112 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 391 article_title: Definition of an institution for large exposures purposes chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 391" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - authorisation keywords: - POS - branch - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 392 article_title: Definition of a large exposure chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 392" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - large_exposures keywords: - API - POS - ITS - institution - group of connected clients - eligible capital contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 393 article_title: Capacity to identify and manage large exposures chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 393" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - internal_control keywords: - POS - reporting - institution - control contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 394 article_title: Reporting requirements chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 394" applies_to_entities: - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - own_funds - valuation - credit_risk - large_exposures keywords: - SCA - POS - ITS - EBA - reporting - institution - group of connected clients - consolidated basis - credit risk mitigation - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 395 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 395 article_title: Limits to large exposures chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 395" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - valuation - authorisation - competent_authorities - credit_risk - market_risk - large_exposures - implementing_acts - deposit_guarantee keywords: - API - supervision - POS - ATM - system - scheme - RTS - ITS - EBA - guidelines - notification - credit institution - investment firm - institution - recognised third-country investment firm - control - group of connected clients - consolidated basis - sub-consolidated basis - credit risk mitigation contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 399 - target: Article 400 - target: Article 401 - target: Article 402 - target: Article 403 - target: Article 396 - target: Article 397 - target: Article 398 - target: Article 400 paragraph: "1" - target: Article 11 paragraph: "5" - target: Article 464 paragraph: "2" - target: Article 458 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 396 article_title: Compliance with large exposures requirements chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 396" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - own_funds - valuation keywords: - API - POS - institution - consolidated basis - sub-consolidated basis - eligible capital contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 395 paragraph: "1" - target: Article 7 paragraph: "1" - target: Article 9 external_references: [] recitals: [] - article_number: 397 article_title: Calculating additional own funds requirements for large exposures in the trading book chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 397" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - capital_requirements - market_risk keywords: - API - POS - ITS - group of connected clients - eligible capital - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 395 paragraph: "5" - target: Article 299 external_references: [] recitals: [] - article_number: 398 article_title: Procedures to prevent institutions from avoiding the additional own funds requirement chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 398" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation keywords: - transaction - transfer - POS - system - institution - own funds contains: obligations: true prohibitions: true permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 397 - target: Article 395 paragraph: "1" external_references: [] recitals: [] - article_number: 399 article_title: Eligible credit mitigation techniques chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 399" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation keywords: - POS - institution - competent authority - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: true permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 400 - target: Article 401 - target: Article 402 - target: Article 403 - target: Article 401 paragraph: "2" - target: Article 199 paragraph: "5" - target: Article 390 paragraph: "7" external_references: [] recitals: [] - article_number: 400 article_title: Exemptions chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 400" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds - valuation - competent_authorities - credit_risk - large_exposures - financial_statements - deposit_guarantee keywords: - supervision - POS - third party - clearing - scheme - network - ITS - EBA - credit institution - institution - participation - group of connected clients - competent authority - central banks - consolidated basis - recognised exchange - default fund - trade exposure - nominated ecai - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 395 paragraph: "1" - target: Article 113 paragraph: "6" - target: Article 129 paragraph: "1" - target: Article 129 paragraph: "3" - target: Article 129 paragraph: "6" external_references: - instrument_type: directive reference: "2002/87/EC" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 401 article_title: Calculating the effect of the use of credit risk mitigation techniques chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 401" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation - competent_authorities - credit_risk - large_exposures keywords: - SEPA - POS - ITS - institution - conversion factor - credit risk mitigation - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 395 paragraph: "1" - target: Article 395 - target: Article 403 paragraph: "1" external_references: [] recitals: [] - article_number: 402 article_title: Exposures arising from mortgage lending chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 402" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - transaction - POS - access - third party - RTS - institution - mortgage lending value - residential property contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 395 - target: Article 125 paragraph: "1" - target: Article 124 paragraph: "2" - target: Article 208 - target: Article 229 paragraph: "1" - target: Article 126 paragraph: "1" - target: Article 126 paragraph: "2" - target: Article 394 external_references: [] recitals: [] - article_number: 403 article_title: Substitution approach chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 403" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - POS - ATM - third party - institution - funded credit protection - unfunded credit protection contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 external_references: [] recitals: [] - article_number: 404 article_title: Scope of application chunk_file: /crr/chunks/crr_t01_general_provisions_for_this_part.md path: "Title I > Article 404" applies_to_entities: [] topics: - prudential - banking keywords: - POS - securitisation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 405 article_title: Retained interest of the issuer chunk_file: /crr/chunks/crr_t02_requirements_for_investor_institutions.md path: "Title II > Article 405" applies_to_entities: - credit_institutions - member_states - financial_entities topics: - prudential - banking - credit_risk - market_risk - securitisation - financial_statements keywords: - supervision - transaction - transfer - POS - access - ITS - credit institution - investment firm - institution - originator - sponsor - financial holding company - mixed financial holding company - financial institution - central banks - consolidated situation - consolidated basis - credit risk mitigation - securitisation - securitisation position contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 408 - target: Article 409 external_references: [] recitals: [] - article_number: 406 article_title: Due diligence chunk_file: /crr/chunks/crr_t02_requirements_for_investor_institutions.md path: "Title II > Article 406" applies_to_entities: - competent_authorities topics: - prudential - banking - market_risk - securitisation keywords: - POS - agent - institution - originator - sponsor - participation - securitisation - securitisation position - credit enhancement - tranche - trading book contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 405 paragraph: "1" external_references: [] recitals: [] - article_number: 407 article_title: Additional risk weight chunk_file: /crr/chunks/crr_t02_requirements_for_investor_institutions.md path: "Title II > Article 407" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities - enforcement - credit_risk - securitisation keywords: - POS - institution - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: false definitions: false penalties: true delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 405 - target: Article 245 paragraph: "6" - target: Article 337 paragraph: "3" - target: Article 405 paragraph: "3" external_references: [] recitals: [] - article_number: 408 article_title: Criteria for credit granting chunk_file: /crr/chunks/crr_t03_requirements_for_sponsor_and_originator_.md path: "Title III > Article 408" applies_to_entities: [] topics: - prudential - banking - market_risk - securitisation keywords: - API - POS - ITS - institution - originator - sponsor - trading book contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 245 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 409 article_title: Disclosure to investors chunk_file: /crr/chunks/crr_t03_requirements_for_sponsor_and_originator_.md path: "Title III > Article 409" applies_to_entities: [] topics: - prudential - banking - securitisation keywords: - POS - data - access - institution - originator - sponsor - securitisation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 405 external_references: [] recitals: [] - article_number: 410 article_title: Uniform condition of application chunk_file: /crr/chunks/crr_t03_requirements_for_sponsor_and_originator_.md path: "Title III > Article 410" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - securitisation keywords: - POS - EBA - institution - originator - sponsor - securitisation - securitisation position contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: true transitional: false internal_references: - target: Article 405 - target: Article 406 - target: Article 408 - target: Article 409 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 - target: Article 407 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 411 article_title: Definitions chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_coverage_requi.md path: "Title I > Article 411" applies_to_entities: - credit_institutions topics: - prudential - banking - definitions - liquidity_risk - liability - credit_risk - insurance keywords: - liability - POS - ATM - scheme - ITS - credit institution - investment firm - institution - insurance undertaking - financial holding company contains: obligations: false prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 153 paragraph: "4" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 412 article_title: Liquidity coverage requirement chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_coverage_requi.md path: "Title I > Article 412" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - definitions - liquidity_risk - authorisation keywords: - POS - reporting - institution contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 414 - target: Article 415 - target: Article 460 external_references: [] recitals: [] - article_number: 413 article_title: Stable Funding chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_coverage_requi.md path: "Title I > Article 413" applies_to_entities: - member_states topics: - prudential - banking - definitions - liquidity_risk keywords: - POS - reporting - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 415 - target: Article 510 external_references: [] recitals: [] - article_number: 414 article_title: Compliance with liquidity requirements chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_coverage_requi.md path: "Title I > Article 414" applies_to_entities: - competent_authorities topics: - prudential - banking - definitions - liquidity_risk - competent_authorities keywords: - SCA - authorisation - reporting - institution - competent authority contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 412 - target: Article 413 paragraph: "1" external_references: [] recitals: [] - article_number: 415 article_title: Reporting obligation and reporting format chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 415" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk - authorisation keywords: - SCA - supervision - transaction - SEPA - POS - branch - EBA - reporting - institution - financial holding company - control - home member state - host member state - consolidated basis contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 416 - target: Article 460 - target: Article 416 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 416 article_title: Reporting on liquid assets chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 416" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk - credit_risk - insurance keywords: - SCA - transaction - transfer - SEPA - POS - ATM - settlement - network - ITS - EBA - reporting - credit institution - investment firm - institution - insurance undertaking - public sector entity - financial holding company - mixed financial holding company - competent authority - central banks contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: true internal_references: - target: Article 113 paragraph: "7" - target: Article 10 - target: Article 460 - target: Article 509 paragraph: "3" - target: Article 509 paragraph: "4" - target: Article 509 paragraph: "5" - target: Article 129 paragraph: "4" - target: Article 132 paragraph: "3" - target: Article 418 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2009/65/EC" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" recitals: - 100 - article_number: 417 article_title: Operational requirements for holdings of liquid assets chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 417" applies_to_entities: - competent_authorities topics: - prudential - banking - liquidity_risk keywords: - transaction - transfer - POS - access - ITS - institution - control - credit enhancement - simple repurchase agreement contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 416 paragraph: "1" external_references: [] recitals: [] - article_number: 418 article_title: Valuation of liquid assets chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 418" applies_to_entities: - competent_authorities topics: - prudential - banking - liquidity_risk keywords: - POS - ITS - institution - competent authority contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 416 paragraph: "1" - target: Article 416 paragraph: "6" - target: Article 132 paragraph: "3" external_references: [] recitals: [] - article_number: 419 article_title: Currencies with constraints on the availability of liquid assets chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 419" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk keywords: - EBA - reporting - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: true transitional: false internal_references: - target: Article 416 paragraph: "1" - target: Article 412 - target: Article 417 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 420 article_title: Liquidity outflows chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 420" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - liquidity_risk - liability - competent_authorities - financial_statements keywords: - liability - card - POS - RTS - ITS - EBA - institution - sponsor - trade finance contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 460 - target: Article 421 - target: Article 422 - target: Article 423 - target: Article 424 - target: Article 429 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 421 article_title: Outflows on retail deposits chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 421" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - liquidity_risk - deposit_guarantee keywords: - penalty - transaction - SEPA - POS - scheme - ITS - EBA - guidelines - reporting - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: true delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 422 article_title: Outflows on other liabilities chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 422" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk - authorisation - competent_authorities - credit_risk - deposit_guarantee keywords: - API - transaction - SEPA - POS - ATM - branch - clearing - scheme - network - ITS - EBA - credit institution - institution - public sector entity contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 192 - target: Article 418 - target: Article 416 - target: Article 113 paragraph: "7" - target: Article 416 paragraph: "1" - target: Article 400 paragraph: "2" - target: Article 425 - target: Article 20 paragraph: "1" - target: Article 460 - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 423 article_title: Additional Outflows chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 423" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk keywords: - transaction - POS - consent - ITS - EBA - institution contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 416 paragraph: "1" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 - target: Article 416 - target: Article 422 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 424 article_title: Outflows from credit and liquidity facilities chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 424" applies_to_entities: - credit_institutions - member_states - financial_entities topics: - prudential - banking - liquidity_risk - credit_risk - financial_statements keywords: - POS - ATM - ITS - reporting - credit institution - investment firm - institution - sponsor - financial institution - trade finance contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 420 paragraph: "2" - target: Article 418 - target: Article 416 - target: Article 425 paragraph: "2" external_references: [] recitals: [] - article_number: 425 article_title: Inflows chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 425" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk - competent_authorities keywords: - API - supervision - transaction - transfer - SEPA - POS - ATM - scheme - network - ITS - EBA - institution - competent authority contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 113 paragraph: "6" - target: Article 129 paragraph: "4" - target: Article 129 paragraph: "5" - target: Article 192 - target: Article 416 - target: Article 424 paragraph: "6" - target: Article 162 paragraph: "3" - target: Article 416 paragraph: "1" - target: Article 422 paragraph: "3" - target: Article 422 paragraph: "4" - target: Article 113 paragraph: "7" - target: Article 10 - target: Article 422 - target: Article 423 - target: Article 424 - target: Article 20 paragraph: "1" - target: Article 460 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: directive reference: "2009/65/EC" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 426 article_title: Updating Future liquidity requirements chunk_file: /crr/chunks/crr_t02_liquidity_reporting.md path: "Title II > Article 426" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk keywords: - EBA contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 460 - target: Article 421 paragraph: "1" - target: Article 422 - target: Article 424 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 427 article_title: Items providing stable funding chunk_file: /crr/chunks/crr_t03_reporting_on_stable_funding.md path: "Title III > Article 427" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - deposit_guarantee keywords: - API - transaction - SEPA - POS - ATM - scheme - ITS - reporting - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 415 paragraph: "1" - target: Article 415 paragraph: "3" - target: Article 421 paragraph: "1" - target: Article 421 paragraph: "2" - target: Article 422 paragraph: "3" - target: Article 422 paragraph: "4" - target: Article 192 - target: Article 416 - target: Article 129 paragraph: "4" external_references: - instrument_type: directive reference: "2009/65/EC" recitals: [] - article_number: 428 article_title: Items requiring stable funding chunk_file: /crr/chunks/crr_t03_reporting_on_stable_funding.md path: "Title III > Article 428" applies_to_entities: - credit_institutions - competent_authorities - financial_entities topics: - prudential - banking - own_funds - credit_risk keywords: - SEPA - POS - ATM - credit institution - institution - group of connected clients - central banks - recognised exchange - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 416 - target: Article 122 - target: Article 153 paragraph: "4" - target: Article 129 paragraph: "4" - target: Article 427 paragraph: "2" external_references: - instrument_type: directive reference: "2009/65/EC" recitals: [] - article_number: 429 article_title: Calculation of the leverage ratio chunk_file: /crr/chunks/crr_t03_reporting_on_stable_funding.md path: "Title III > Article 429" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - market_risk - leverage_ratio - financial_statements - consolidation keywords: - API - transaction - POS - settlement - ITS - reporting - institution - financial sector entity - conversion factor - credit risk mitigation - applicable accounting framework - trade finance - officially supported export credits - repurchase transaction - trading book - leverage - own funds - synthetic holding contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 43 - target: Article 47 - target: Article 48 paragraph: "1" - target: Article 111 paragraph: "1" - target: Article 274 - target: Article 295 - target: Article 275 - target: Article 92 - target: Article 299 paragraph: "2" - target: Article 220 paragraph: "1" - target: Article 222 - target: Article 206 external_references: - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 430 article_title: Reporting requirement chunk_file: /crr/chunks/crr_t03_reporting_on_stable_funding.md path: "Title III > Article 430" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - supervision - competent_authorities - leverage_ratio keywords: - POS - RTS - ITS - EBA - reporting - institution - leverage contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 429 - target: Article 511 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 431 article_title: Scope of disclosure requirements chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 431" applies_to_entities: - competent_authorities topics: - prudential - banking keywords: - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 432 external_references: [] recitals: [] - article_number: 432 article_title: "Non-material, proprietary or confidential information" chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 432" applies_to_entities: - european_banking_authority topics: - prudential - banking - liability keywords: - liability - POS - system - ITS - EBA - guidelines - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 435 paragraph: "2" - target: Article 437 - target: Article 450 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 433 article_title: Frequency of disclosure chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 433" applies_to_entities: - european_banking_authority topics: - prudential - banking - financial_statements keywords: - SCA - API - POS - settlement - clearing - system - EBA - guidelines - institution - participation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 437 - target: Article 438 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 434 article_title: Means of disclosures chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 434" applies_to_entities: [] topics: - prudential - banking - financial_statements keywords: - institution contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 435 article_title: Risk management objectives and policies chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 435" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - governance - risk_management keywords: - SEPA - system - ITS - reporting - institution - management body contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 436 article_title: Scope of application chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 436" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds - consolidation keywords: - transfer - POS - ITS - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 7 - target: Article 9 external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 437 article_title: Own funds chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 437" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - transparency - information_requirements - own_funds - financial_statements keywords: - API - SEPA - EBA - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 - target: Article 56 - target: Article 66 - target: Article 47 - target: Article 48 - target: Article 79 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 438 article_title: Capital requirements chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 438" applies_to_entities: - competent_authorities topics: - prudential - banking - transparency - information_requirements - supervision - own_funds - capital_requirements - credit_risk keywords: - API - SEPA - POS - ITS - institution - competent authority - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 - target: Article 104 paragraph: "1" - target: Article 112 - target: Article 147 - target: Article 154 paragraph: "1" - target: Article 155 - target: Article 92 paragraph: "3" - target: Article 153 paragraph: "5" - target: Article 155 paragraph: "2" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 439 article_title: Exposure to counterparty credit risk chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 439" applies_to_entities: - competent_authorities topics: - prudential - banking - transparency - information_requirements - credit_risk - counterparty_credit_risk - fair_value keywords: - API - transaction - POS - ITS - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 440 article_title: Capital buffers chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 440" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - transparency - information_requirements - capital_buffers keywords: - API - POS - ITS - EBA - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 441 article_title: Indicators of global systemic importance chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 441" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - transparency - information_requirements keywords: - POS - system - EBA - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 442 article_title: Credit risk adjustments chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 442" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - credit_risk keywords: - transfer - SEPA - POS - reporting - institution - dilution risk - credit risk mitigation - credit risk adjustment contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 443 article_title: Unencumbered assets chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 443" applies_to_entities: - credit_institutions - european_banking_authority - european_commission topics: - prudential - banking - transparency - information_requirements - financial_statements keywords: - POS - system - ITS - EBA - guidelines - credit institution - institution - systemic risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 444 article_title: Use of ECAIs chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 444" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds - credit_risk - market_risk keywords: - transfer - POS - EBA - institution - credit risk mitigation - trading book - nominated ecai - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 112 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 445 article_title: Exposure to market risk chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 445" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds - market_risk - securitisation keywords: - SEPA - POS - institution - securitisation - securitisation position - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "3" external_references: [] recitals: [] - article_number: 446 article_title: Operational risk chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 446" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds keywords: - institution - operational risk - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 312 paragraph: "2" external_references: [] recitals: [] - article_number: 447 article_title: Exposures in equities not included in the trading book chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 447" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds - market_risk - financial_statements - fair_value keywords: - API - POS - institution - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 448 article_title: Exposure to interest rate risk on positions not included in the trading book chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 448" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - market_risk keywords: - POS - ITS - institution - trading book contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 449 article_title: Exposure to securitisation positions chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 449" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds - capital_requirements - credit_risk - market_risk - liquidity_risk - securitisation - financial_statements keywords: - API - transaction - SEPA - POS - ATM - ITS - reporting - institution - originator - sponsor - control - securitisation - securitisation position - re-securitisation - credit enhancement - trading book - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 337 - target: Article 248 paragraph: "1" external_references: [] recitals: [] - article_number: 450 article_title: Remuneration policy chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 450" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - transparency - information_requirements - governance - remuneration keywords: - POS - system - scheme - ITS - institution - management body - senior management - competent authority contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 94 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "95/46/EC" recitals: [] - article_number: 451 article_title: Leverage chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 451" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - transparency - information_requirements - leverage_ratio - financial_statements keywords: - POS - EBA - institution - leverage - risk of excessive leverage contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 429 - target: Article 499 paragraph: "2" - target: Article 499 paragraph: "3" - target: Article 429 paragraph: "11" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 452 article_title: Use of the IRB Approach to credit risk chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 452" applies_to_entities: - credit_institutions - member_states - competent_authorities topics: - prudential - banking - authorisation - credit_risk - risk_assessment keywords: - SEPA - POS - data - branch - system - institution - control - competent authority - central banks - conversion factor - credit risk mitigation - credit risk adjustment contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 154 paragraph: "1" - target: Article 147 - target: Article 178 external_references: [] recitals: [] - article_number: 453 article_title: Use of credit risk mitigation techniques chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 453" applies_to_entities: [] topics: - prudential - banking - credit_risk - financial_statements keywords: - SEPA - POS - institution - conversion factor - credit risk mitigation contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 155 external_references: [] recitals: [] - article_number: 454 article_title: Use of the Advanced Measurement Approaches to operational risk chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 454" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - transfer - POS - institution - operational risk - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 321 - target: Article 322 - target: Article 323 - target: Article 324 external_references: [] recitals: [] - article_number: 455 article_title: Use of Internal Market Risk Models chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 455" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk keywords: - API - reporting - institution - competent authority - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 363 - target: Article 104 - target: Article 105 - target: Article 364 external_references: [] recitals: [] - article_number: 456 article_title: Delegated acts chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 456" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - market_risk - leverage_ratio - counterparty_credit_risk - derivatives_clearing - financial_statements keywords: - API - POS - ATM - EBA - reporting - investment firm - institution - leverage - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 462 - target: Article 4 - target: Article 5 - target: Article 142 - target: Article 153 - target: Article 192 - target: Article 242 - target: Article 272 - target: Article 300 - target: Article 381 - target: Article 411 - target: Article 112 - target: Article 147 - target: Article 123 - target: Article 147 paragraph: "5" - target: Article 153 paragraph: "4" - target: Article 162 paragraph: "4" - target: Article 95 paragraph: "1" - target: Article 96 paragraph: "1" - target: Article 97 - target: Article 301 - target: Article 302 - target: Article 303 - target: Article 304 - target: Article 305 - target: Article 306 - target: Article 307 - target: Article 308 - target: Article 309 - target: Article 310 - target: Article 311 - target: Article 50a - target: Article 50d - target: Article 400 - target: Article 429 paragraph: "2" - target: Article 430 paragraph: "1" - target: Article 451 paragraph: "1" - target: Article 482 - target: Article 382 paragraph: "1" - target: Article 383 - target: Article 384 - target: Article 385 - target: Article 386 external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 457 article_title: Technical adjustments and corrections chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 457" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - market_risk - securitisation keywords: - settlement - operational risk - credit risk mitigation - securitisation - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 462 - target: Article 111 - target: Article 112 - target: Article 113 - target: Article 114 - target: Article 115 - target: Article 116 - target: Article 117 - target: Article 118 - target: Article 119 - target: Article 120 - target: Article 121 - target: Article 122 - target: Article 123 - target: Article 124 - target: Article 125 - target: Article 126 - target: Article 127 - target: Article 128 - target: Article 129 - target: Article 130 - target: Article 131 - target: Article 132 - target: Article 133 - target: Article 134 - target: Article 143 - target: Article 144 - target: Article 145 - target: Article 146 - target: Article 147 - target: Article 148 - target: Article 149 - target: Article 150 - target: Article 151 - target: Article 152 - target: Article 153 - target: Article 154 - target: Article 155 - target: Article 156 - target: Article 157 - target: Article 158 - target: Article 159 - target: Article 160 - target: Article 161 - target: Article 162 - target: Article 163 - target: Article 164 - target: Article 165 - target: Article 166 - target: Article 167 - target: Article 168 - target: Article 169 - target: Article 170 - target: Article 171 - target: Article 172 - target: Article 173 - target: Article 174 - target: Article 175 - target: Article 176 - target: Article 177 - target: Article 178 - target: Article 179 - target: Article 180 - target: Article 181 - target: Article 182 - target: Article 183 - target: Article 184 - target: Article 185 - target: Article 186 - target: Article 187 - target: Article 188 - target: Article 189 - target: Article 190 - target: Article 191 - target: Article 193 - target: Article 194 - target: Article 195 - target: Article 196 - target: Article 197 - target: Article 198 - target: Article 199 - target: Article 200 - target: Article 201 - target: Article 202 - target: Article 203 - target: Article 204 - target: Article 205 - target: Article 206 - target: Article 207 - target: Article 208 - target: Article 209 - target: Article 210 - target: Article 211 - target: Article 212 - target: Article 213 - target: Article 214 - target: Article 215 - target: Article 216 - target: Article 217 - target: Article 218 - target: Article 219 - target: Article 220 - target: Article 221 - target: Article 222 - target: Article 223 - target: Article 224 - target: Article 225 - target: Article 226 - target: Article 227 - target: Article 228 - target: Article 229 - target: Article 230 - target: Article 231 - target: Article 232 - target: Article 233 - target: Article 234 - target: Article 235 - target: Article 236 - target: Article 237 - target: Article 238 - target: Article 239 - target: Article 240 - target: Article 241 - target: Article 243 - target: Article 244 - target: Article 245 - target: Article 246 - target: Article 247 - target: Article 248 - target: Article 249 - target: Article 250 - target: Article 251 - target: Article 252 - target: Article 253 - target: Article 254 - target: Article 255 - target: Article 256 - target: Article 257 - target: Article 258 - target: Article 259 - target: Article 260 - target: Article 261 - target: Article 262 - target: Article 263 - target: Article 264 - target: Article 265 - target: Article 266 - target: Article 272 - target: Article 273 - target: Article 274 - target: Article 275 - target: Article 276 - target: Article 277 - target: Article 278 - target: Article 279 - target: Article 280 - target: Article 281 - target: Article 282 - target: Article 283 - target: Article 284 - target: Article 285 - target: Article 286 - target: Article 287 - target: Article 288 - target: Article 289 - target: Article 290 - target: Article 291 - target: Article 292 - target: Article 293 - target: Article 294 - target: Article 295 - target: Article 296 - target: Article 297 - target: Article 298 - target: Article 299 - target: Article 300 - target: Article 301 - target: Article 302 - target: Article 303 - target: Article 304 - target: Article 305 - target: Article 306 - target: Article 307 - target: Article 308 - target: Article 309 - target: Article 310 - target: Article 311 - target: Article 315 - target: Article 316 - target: Article 317 - target: Article 318 - target: Article 319 - target: Article 320 - target: Article 321 - target: Article 322 - target: Article 323 - target: Article 324 - target: Article 325 - target: Article 326 - target: Article 327 - target: Article 328 - target: Article 329 - target: Article 330 - target: Article 331 - target: Article 332 - target: Article 333 - target: Article 334 - target: Article 335 - target: Article 336 - target: Article 337 - target: Article 338 - target: Article 339 - target: Article 340 - target: Article 341 - target: Article 342 - target: Article 343 - target: Article 344 - target: Article 345 - target: Article 346 - target: Article 347 - target: Article 348 - target: Article 349 - target: Article 350 - target: Article 351 - target: Article 352 - target: Article 353 - target: Article 354 - target: Article 355 - target: Article 356 - target: Article 357 - target: Article 358 - target: Article 359 - target: Article 360 - target: Article 361 - target: Article 362 - target: Article 363 - target: Article 364 - target: Article 365 - target: Article 366 - target: Article 367 - target: Article 368 - target: Article 369 - target: Article 370 - target: Article 371 - target: Article 372 - target: Article 373 - target: Article 374 - target: Article 375 - target: Article 376 - target: Article 377 - target: Article 378 - target: Article 379 - target: Article 383 - target: Article 384 - target: Article 386 - target: Article 99 external_references: - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 458 article_title: Macroprudential or systemic risk identified at the level of a Member State chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 458" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - authorisation - own_funds - capital_buffers - large_exposures - implementing_acts keywords: - API - authorisation - POS - branch - system - RTS - ITS - EBA - notification - institution - systemic risk - competent authority - own funds contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 124 - target: Article 164 - target: Article 101 - target: Article 103 - target: Article 104 - target: Article 105 - target: Article 133 - target: Article 92 - target: Article 392 - target: Article 395 - target: Article 431 - target: Article 432 - target: Article 433 - target: Article 434 - target: Article 435 - target: Article 436 - target: Article 437 - target: Article 438 - target: Article 439 - target: Article 440 - target: Article 441 - target: Article 442 - target: Article 443 - target: Article 444 - target: Article 445 - target: Article 446 - target: Article 447 - target: Article 448 - target: Article 449 - target: Article 450 - target: Article 451 - target: Article 452 - target: Article 453 - target: Article 454 - target: Article 455 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 459 article_title: Prudential requirements chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 459" applies_to_entities: - member_states topics: - prudential - banking - own_funds keywords: - POS - EBA - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 462 - target: Article 92 - target: Article 392 - target: Article 395 - target: Article 396 - target: Article 397 - target: Article 398 - target: Article 399 - target: Article 400 - target: Article 401 - target: Article 402 - target: Article 403 - target: Article 431 - target: Article 432 - target: Article 433 - target: Article 434 - target: Article 435 - target: Article 436 - target: Article 437 - target: Article 438 - target: Article 439 - target: Article 440 - target: Article 441 - target: Article 442 - target: Article 443 - target: Article 444 - target: Article 445 - target: Article 446 - target: Article 447 - target: Article 448 - target: Article 449 - target: Article 450 - target: Article 451 - target: Article 452 - target: Article 453 - target: Article 454 - target: Article 455 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 460 article_title: Liquidity chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 460" applies_to_entities: - credit_institutions - competent_authorities - european_commission topics: - prudential - banking - liquidity_risk keywords: - POS - RTS - credit institution - institution contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 462 - target: Article 412 paragraph: "1" - target: Article 412 - target: Article 509 paragraph: "1" - target: Article 509 paragraph: "2" - target: Article 509 paragraph: "3" external_references: [] recitals: [] - article_number: 461 article_title: Review of the phasing-in of the liquidity coverage requirement chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 461" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk keywords: - POS - data - RTS - ITS - EBA contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 460 paragraph: "2" - target: Article 509 paragraph: "1" - target: Article 462 - target: Article 460 - target: Article 412 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 462 article_title: Exercise of the delegation chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 462" applies_to_entities: - european_commission topics: - prudential - banking keywords: - notification contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 456 - target: Article 457 - target: Article 458 - target: Article 459 - target: Article 460 external_references: [] recitals: [] - article_number: 463 article_title: Objections to regulatory technical standards chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 463" applies_to_entities: - european_commission topics: - prudential - banking keywords: - EBA - notification contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 464 article_title: European Banking Committee chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 464" applies_to_entities: [] topics: - prudential - banking keywords: [] contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 465 article_title: Own funds requirements chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 465" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities keywords: - API - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 92 paragraph: "1" external_references: [] recitals: [] - article_number: 466 article_title: First time application of International Financial Reporting Standards chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 466" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities - valuation - financial_statements keywords: - reporting - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 24 paragraph: "2" external_references: - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 467 article_title: Unrealised losses measured at fair value chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 467" applies_to_entities: - competent_authorities - european_commission topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities - financial_statements keywords: - POS - ATM - reporting - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 35 - target: Article 33 external_references: - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 468 article_title: Unrealised gains measured at fair value chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 468" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities - credit_risk - financial_statements keywords: - API - POS - institution - competent authority - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 35 - target: Article 33 - target: Article 467 - target: Article 33 paragraph: "1" - target: Article 478 external_references: [] recitals: [] - article_number: 469 article_title: Deductions from Common Equity Tier 1 items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 469" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting keywords: - institution - deferred tax assets that rely on future profitability - indirect holding contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" - target: Article 478 - target: Article 472 - target: Article 470 - target: Article 472 paragraph: "5" - target: Article 470 paragraph: "2" - target: Article 472 paragraph: "11" external_references: [] recitals: [] - article_number: 470 article_title: Exemption from deduction from Common Equity Tier 1 items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 470" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting keywords: - POS - institution - financial sector entity - deferred tax assets that rely on future profitability - synthetic holding contains: obligations: true prohibitions: true permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 paragraph: "1" - target: Article 48 paragraph: "1" - target: Article 48 paragraph: "4" external_references: [] recitals: [] - article_number: 471 article_title: Exemption from Deduction of Equity Holdings in Insurance Companies from Common Equity Tier 1 Items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 471" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - insurance - reinsurance - group_supervision keywords: - POS - institution - insurance undertaking - reinsurance undertaking - control contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 49 paragraph: "1" external_references: [] recitals: [] - article_number: 472 article_title: Items not deducted from Common Equity Tier 1 chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 472" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting - credit_risk keywords: - POS - ITS - institution - financial sector entity - own funds - reciprocal cross holding - synthetic holding contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 33 paragraph: "1" - target: Article 36 paragraph: "1" - target: Article 468 paragraph: "4" - target: Article 469 paragraph: "1" external_references: [] recitals: [] - article_number: 473 article_title: Introduction of amendments to IAS 19 chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 473" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - financial_statements keywords: - API - POS - ATM - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 481 external_references: - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 474 article_title: Deductions from Additional Tier 1 items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 474" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting keywords: - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 56 - target: Article 478 - target: Article 475 external_references: [] recitals: [] - article_number: 475 article_title: Items not deducted from Additional Tier 1 items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 475" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting - credit_risk keywords: - ITS - institution - financial sector entity - reciprocal cross holding - synthetic holding contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 56 - target: Article 474 external_references: [] recitals: [] - article_number: 476 article_title: Deductions from Tier 2 items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 476" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting keywords: - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 66 - target: Article 478 - target: Article 477 external_references: [] recitals: [] - article_number: 477 article_title: Deductions from Tier 2 items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 477" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting - credit_risk keywords: - ITS - institution - financial sector entity - reciprocal cross holding - synthetic holding contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 66 - target: Article 476 external_references: [] recitals: [] - article_number: 478 article_title: "Applicable percentages for deduction from Common Equity Tier 1, Additional Tier 1 and Tier 2 items" chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 478" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities keywords: - POS - deferred tax assets that rely on future profitability contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 468 paragraph: "4" - target: Article 469 paragraph: "1" - target: Article 474 - target: Article 476 - target: Article 36 paragraph: "1" - target: Article 48 - target: Article 56 - target: Article 66 external_references: [] recitals: [] - article_number: 479 article_title: Recognition in consolidated Common Equity Tier 1 capital of instruments and items that do not qualify as minority interests chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 479" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities - consolidation keywords: - API - POS - institution - own funds - minority interest - retained earnings contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 81 paragraph: "2" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 480 article_title: Recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 480" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities keywords: - API - POS - own funds - minority interest contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 84 paragraph: "1" - target: Article 85 paragraph: "1" - target: Article 87 paragraph: "1" external_references: [] recitals: [] - article_number: 481 article_title: Additional filters and deductions chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 481" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities keywords: - POS - EBA - institution - financial sector entity - own funds - own funds instruments contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 - target: Article 57 - target: Article 61 - target: Article 63 - target: Article 63a - target: Article 64 - target: Article 66 - target: Article 13 - target: Article 16 - target: Article 36 paragraph: "1" - target: Article 49 paragraph: "1" - target: Article 49 paragraph: "3" - target: Article 49 paragraph: "4" - target: Article 10 - target: Article 11 - target: Article 12 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 482 article_title: Scope of application for derivatives transactions with pension funds chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 482" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting - pensions keywords: - transaction - scheme - institution - own funds contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 2 - target: Article 382 paragraph: "4" external_references: - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 483 article_title: Grandfathering of State aid instruments chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 483" applies_to_entities: - member_states - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - RTS - institution - own funds - own funds instruments contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 26 - target: Article 27 - target: Article 28 - target: Article 29 - target: Article 107 - target: Article 484 - target: Article 57 - target: Article 52 paragraph: "1" - target: Article 62 - target: Article 63 external_references: [] recitals: [] - article_number: 484 article_title: Eligibility for grandfathering of items that qualified as own funds under national transposition measures for Directive 2006/48/EC chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 484" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - POS - ITS - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 483 paragraph: "1" - target: Article 26 - target: Article 27 - target: Article 28 - target: Article 29 - target: Article 485 - target: Article 486 paragraph: "2" - target: Article 486 paragraph: "3" - target: Article 57 - target: Article 154 paragraph: "8" - target: Article 154 paragraph: "9" - target: Article 52 - target: Article 486 paragraph: "4" - target: Article 62 - target: Article 63 external_references: [] recitals: [] - article_number: 485 article_title: Eligibility for inclusion in the Common Equity Tier 1 of share premium accounts related to items that qualified as own funds under national transposition measures for Directive 2006/48/EC chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 485" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - POS - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 483 paragraph: "1" - target: Article 28 external_references: [] recitals: [] - article_number: 486 article_title: "Limits for grandfathering of items within Common Equity Tier 1, Additional Tier 1 and Tier 2 items" chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 486" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities - own_funds keywords: - API - POS - ITS - own funds contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 484 - target: Article 484 paragraph: "3" - target: Article 484 paragraph: "4" - target: Article 66 paragraph: "1" - target: Article 489 paragraph: "4" - target: Article 484 paragraph: "5" - target: Article 64 paragraph: "3" - target: Article 490 paragraph: "4" external_references: [] recitals: [] - article_number: 487 article_title: Items excluded from grandfathering in Common Equity Tier 1 or Additional Tier 1 items in other elements of own funds chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 487" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - EBA - institution - own funds - own funds instruments contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 51 - target: Article 52 - target: Article 62 - target: Article 63 - target: Article 484 paragraph: "4" - target: Article 484 paragraph: "3" - target: Article 486 paragraph: "2" - target: Article 486 paragraph: "3" - target: Article 484 paragraph: "5" - target: Article 486 paragraph: "4" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 488 article_title: Amortisation of items grandfathered as Tier 2 items chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 488" applies_to_entities: [] topics: - prudential - banking keywords: [] contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 484 paragraph: "5" - target: Article 486 paragraph: "4" - target: Article 64 external_references: [] recitals: [] - article_number: 489 article_title: Hybrid instruments with a call and incentive to redeem chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 489" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - institution contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 51 - target: Article 52 - target: Article 484 paragraph: "4" external_references: [] recitals: [] - article_number: 490 article_title: Tier 2 items with an incentive to redeem chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 490" applies_to_entities: [] topics: - prudential - banking keywords: - POS - institution contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 62 - target: Article 63 - target: Article 484 paragraph: "5" external_references: [] recitals: [] - article_number: 491 article_title: Effective maturity chunk_file: /crr/chunks/crr_t01_ch02_grandfathering_of_capital_instruments.md path: "Title I > Chapter 2 > Article 491" applies_to_entities: [] topics: - prudential - banking keywords: - POS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 489 - target: Article 490 external_references: [] recitals: [] - article_number: 492 article_title: Disclosure of own funds chunk_file: /crr/chunks/crr_t01_ch03_transitional_provisions_for_disclosure_o.md path: "Title I > Chapter 3 > Article 492" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - transitional_provisions - own_funds keywords: - API - EBA - institution - own funds - minority interest - retained earnings contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 465 - target: Article 467 - target: Article 468 - target: Article 469 - target: Article 470 - target: Article 481 - target: Article 484 - target: Article 437 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 493 article_title: Transitional provisions for large exposures chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 493" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_commission topics: - prudential - banking - own_funds - large_exposures - credit_risk - financial_statements keywords: - supervision - POS - third party - clearing - scheme - network - ITS - credit institution - investment firm - institution - participation - competent authority - central banks - consolidated basis - financial instrument - recognised exchange - nominated ecai - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 387 - target: Article 388 - target: Article 389 - target: Article 390 - target: Article 391 - target: Article 392 - target: Article 393 - target: Article 394 - target: Article 395 - target: Article 396 - target: Article 397 - target: Article 398 - target: Article 399 - target: Article 400 - target: Article 401 - target: Article 402 - target: Article 403 - target: Article 400 paragraph: "2" - target: Article 400 paragraph: "3" - target: Article 507 - target: Article 395 paragraph: "1" - target: Article 129 paragraph: "1" - target: Article 129 paragraph: "3" - target: Article 129 paragraph: "6" external_references: - instrument_type: directive reference: "2002/87/EC" recitals: [] - article_number: 494 article_title: Transitional provisions for eligible capital chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 494" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures keywords: - API - eligible capital contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 4 paragraph: "71" external_references: [] recitals: [] - article_number: 495 article_title: Treatment of equity exposures under the IRB Approach chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - large_exposures - competent_authorities - credit_risk keywords: - API - POS - ATM - EBA - institution - competent authority - central banks contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 114 paragraph: "4" - target: Article 10 - target: Article 11 - target: Article 12 - target: Article 13 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 496 article_title: Own funds requirements for covered bonds chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 496" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures - credit_risk - securitisation keywords: - POS - ITS - institution - securitisation - tranche - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 129 paragraph: "1" - target: Article 129 paragraph: "5" external_references: [] recitals: [] - article_number: 497 article_title: Own funds requirements for exposures to CCPs chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 497" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - authorisation - counterparty_credit_risk - implementing_acts keywords: - authorisation - POS - clearing - ITS - institution - default fund - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 14 - target: Article 25 - target: Article 308 paragraph: "2" external_references: - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 498 article_title: Exemption for Commodities dealers chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 498" applies_to_entities: - competent_authorities - european_commission topics: - prudential - banking - own_funds - large_exposures keywords: - supervision - POS - investment firm - financial instrument - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: [] external_references: [] recitals: [] - article_number: 499 article_title: Leverage chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 499" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures - leverage_ratio keywords: - API - data - institution - leverage contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 429 - target: Article 430 - target: Article 451 paragraph: "1" - target: Article 429 paragraph: "2" external_references: [] recitals: [] - article_number: 500 article_title: Transitional provisions – Basel I floor chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 500" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - own_funds - large_exposures - credit_risk keywords: - API - SEPA - POS - ATM - ITS - EBA - credit institution - institution - operational risk - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 92 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 501 article_title: Capital requirements deduction for credit risk on exposures to SMEs chunk_file: /crr/chunks/crr_t01_ch04_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 501" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - large_exposures - credit_risk keywords: - API - POS - ITS - EBA - institution - group of connected clients - residential property - own funds contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 2 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 502 article_title: Cyclicality of capital requirements chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 502" applies_to_entities: - member_states - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - API - POS - ITS - EBA - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 33 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 503 article_title: Own funds requirements for exposures in the form of covered bonds chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 503" applies_to_entities: - credit_institutions - member_states - european_commission topics: - prudential - banking - own_funds - credit_risk keywords: - API - POS - ATM - ITS - EBA - credit institution - institution - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 129 - target: Article 336 paragraph: "3" - target: Article 496 - target: Article 462 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2009/65/EC" recitals: [] - article_number: 504 article_title: Capital instruments subscribed by public authorities in emergency situations chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 504" applies_to_entities: [] topics: - prudential - banking keywords: - API - POS - ATM - EBA contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 31 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 505 article_title: Review of long-term financing chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 505" applies_to_entities: - european_commission topics: - prudential - banking keywords: - POS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 506 article_title: Credit risk – definition of default chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 506" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - POS - EBA contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 178 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 507 article_title: Large exposures chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 507" applies_to_entities: - member_states - european_commission topics: - prudential - banking keywords: - POS - ITS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 400 paragraph: "1" - target: Article 400 paragraph: "2" external_references: [] recitals: [] - article_number: 508 article_title: Level of application chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 508" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk keywords: - supervision - POS - EBA - investment firm contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 113 paragraph: "6" - target: Article 113 paragraph: "7" - target: Article 4 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 509 article_title: Liquidity requirements chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 509" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk - leverage_ratio keywords: - API - transfer - POS - scheme - RTS - ITS - EBA - credit institution - institution - asset management company - escb central banks - central banks - recognised exchange - leverage contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 415 paragraph: "1" - target: Article 92 - target: Article 422 paragraph: "7" - target: Article 425 paragraph: "2" - target: Article 416 paragraph: "1" - target: Article 424 paragraph: "3" - target: Article 424 paragraph: "5" - target: Article 411 - target: Article 416 - target: Article 422 paragraph: "3" - target: Article 422 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 510 article_title: Net Stable Funding Requirements chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 510" applies_to_entities: - credit_institutions - european_banking_authority - european_commission topics: - prudential - banking - liquidity_risk keywords: - POS - scheme - RTS - EBA - reporting - institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 415 paragraph: "3" - target: Article 427 paragraph: "1" - target: Article 428 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 511 article_title: Leverage chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 511" applies_to_entities: - credit_institutions - european_banking_authority - european_commission topics: - prudential - banking - own_funds - leverage_ratio - counterparty_credit_risk - derivatives_clearing keywords: - API - supervision - transaction - POS - settlement - clearing - scheme - EBA - institution - conversion factor - residential property - applicable accounting framework - repurchase transaction - leverage - risk of excessive leverage - own funds contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 429 - target: Article 458 - target: Article 87 - target: Article 98 - target: Article 76 - target: Article 73 - target: Article 97 - target: Article 429 paragraph: "10" - target: Article 451 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 512 article_title: Exposures to transferred credit risk chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 512" applies_to_entities: - european_commission topics: - prudential - banking - credit_risk keywords: - transfer - POS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 513 article_title: Macroprudential rules chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 513" applies_to_entities: - member_states - european_commission topics: - prudential - banking keywords: - POS - system - EBA - institution - systemic risk contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 514 article_title: Counterparty Credit Risk and the Original Exposure Method chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 514" applies_to_entities: - european_commission topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 275 external_references: [] recitals: [] - article_number: 515 article_title: Monitoring and evaluation chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 515" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - counterparty_credit_risk - derivatives_clearing keywords: - transaction - POS - EBA - institution - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 516 article_title: Long-term financing chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 516" applies_to_entities: - european_commission topics: - prudential - banking keywords: [] contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 517 article_title: Definition of eligible capital chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 517" applies_to_entities: - european_commission topics: - prudential - banking keywords: - API - POS - eligible capital contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 518 article_title: Review of capital instruments which may be written down or converted at the point of non-viability chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 518" applies_to_entities: - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - institution contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 519 article_title: Deduction of defined benefit pension fund assets from Common Equity Tier 1 items chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 519" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - POS - ATM - EBA - institution - defined benefit pension fund assets - own funds contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 36 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 520 article_title: Amendment of Regulation (EU) No 648/2012 chunk_file: /crr/chunks/crr_t03_amendments.md path: "Title III > Article 520" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - amendments - authorisation - credit_risk - implementing_acts keywords: - API - refund - authorisation - transaction - SEPA - POS - ATM - settlement - clearing - ITS - EBA - reporting - notification - credit institution - investment firm - institution - competent authority - default fund contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: true rts_mandate: true its_mandate: true transitional: true internal_references: - target: Article 50a - target: Article 301 paragraph: "2" - target: Article 50b - target: Article 50a paragraph: "2" - target: Article 301 paragraph: "1" - target: Article 223 - target: Article 224 - target: Article 285 paragraph: "3" - target: Article 298 paragraph: "1" - target: Article 274 paragraph: "1" - target: Article 280 paragraph: "1" - target: Article 50c - target: Article 50d - target: Article 11 paragraph: "15" - target: Article 89 - target: Article 14 - target: Article 25 - target: Article 50c paragraph: "1" external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" recitals: [] - article_number: 50a article_title: Calculation of KCCP chunk_file: /crr/chunks/crr_t03_amendments.md path: "Title III > Article 50a" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - amendments - credit_risk keywords: - API - transaction - POS - clearing - ITS - EBA - reporting - notification - credit institution - investment firm - institution - competent authority - default fund contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 301 paragraph: "2" external_references: - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 50b article_title: General rules for the calculation of KCCP chunk_file: /crr/chunks/crr_t03_amendments.md path: "Title III > Article 50b" applies_to_entities: - competent_authorities topics: - prudential - banking - amendments keywords: - refund - transaction - SEPA - POS - settlement - clearing - ITS - institution - default fund contains: obligations: true prohibitions: true permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 50a paragraph: "2" - target: Article 301 paragraph: "1" - target: Article 223 - target: Article 224 - target: Article 285 paragraph: "3" - target: Article 298 paragraph: "1" - target: Article 274 paragraph: "1" - target: Article 280 paragraph: "1" external_references: - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "575/2013" recitals: [] - article_number: 50c article_title: Reporting of information chunk_file: /crr/chunks/crr_t03_amendments.md path: "Title III > Article 50c" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - amendments keywords: - API - SEPA - POS - clearing - ITS - EBA - reporting - institution - competent authority - default fund contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 50d external_references: - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 50d article_title: Calculation of specific items to be reported by the CCP chunk_file: /crr/chunks/crr_t03_amendments.md path: "Title III > Article 50d" applies_to_entities: [] topics: - prudential - banking - amendments keywords: - transaction - POS - clearing - ITS - default fund contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 50c external_references: [] recitals: [] - article_number: 521 article_title: Entry into force and date of application chunk_file: /crr/chunks/crr_t03_amendments.md path: "Title III > Article 521" applies_to_entities: - european_commission topics: - prudential - banking - amendments - implementing_acts keywords: - ITS contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: true rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 8 paragraph: "3" - target: Article 21 - target: Article 451 paragraph: "1" - target: Article 413 paragraph: "1" external_references: [] recitals: []