# 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 legal_status: in_force structure_levels: - title - chapter - article total_articles: 737 total_recitals: 0 total_annexes: 4 definitions_article: 4 chunk_strategy: by_chapter chunks: - /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_ch05_eligible_liabilities.md - /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.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_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_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_ch05_p3_securitisation_part_3.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_t02_ch06_p4_counterparty_credit_risk_part_4.md - /crr/chunks/crr_t03_ch01_calculation_of_the_own_funds_requirement.md - /crr/chunks/crr_t03_ch02_data_collection_and_governance.md - /crr/chunks/crr_t04_ch01_general_provisions.md - /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md - /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md - /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md - /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md - /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.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_t05_own_funds_requirements_for_settlement_ri.md - /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md - /crr/chunks/crr_t01_definitions_and_liquidity_requirements.md - /crr/chunks/crr_t02_liquidity_reporting.md - /crr/chunks/crr_t03_reporting_on_stable_funding.md - /crr/chunks/crr_t04_ch01_the_net_stable_funding_ratio.md - /crr/chunks/crr_t04_ch02_general_rules_for_the_calculation_of_the.md - /crr/chunks/crr_t04_ch03_available_stable_funding.md - /crr/chunks/crr_t04_ch04_required_stable_funding.md - /crr/chunks/crr_t04_ch05_derogation_for_small_and_non_complex_ins.md - /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md - /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md - /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.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_p1_large_exposures_own_funds_requirements_l.md - /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md - /crr/chunks/crr_t02_reports_and_reviews.md - /crr/chunks/crr_t02_implementation_of_rules.md - /crr/chunks/crr_t03_amendments.md - /crr/chunks/annexes.md key_dates: - date: "1989-12-22" type: application article: "93" context: "…of those institutions may not fall below the highest level reached with effect from 22 December 1989. 4. Where control of an institution…" - date: "1994-05-30" type: citation article: "395" context: "…in accordance with Directive 94/19/EC of the European Parliament and of the Council of 30 May 1994 on deposit-guarantee schemes (34) or…" - date: "2003-09-12" type: citation article: "119" context: "…held in accordance with Regulation (EC) No 1745/2003 of the European Central Bank of 12 September 2003 on the application of minimum…" - date: "2007-12-31" type: deadline article: "129" context: "…covered bond shall be assigned a risk weight of 100 %. 6. Covered bonds issued before 31 December 2007 shall not be subject to the…" - date: "2009-09-16" type: citation article: "4" context: "…with Regulation (EC) No 1060/2009 of the European Parliament and of the Council of 16 September 2009 on credit rating agencies (15) or a…" - date: "2009-11-25" type: citation article: "4" context: "…of Article 13 of Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the…" - date: "2010-11-24" type: citation article: "36" context: "…by Regulation (EU) No 1094/2010 of the European Parliament and of the Council of 24 November 2010 (27), of third country insurance and…" - date: "2010-11-24" type: citation article: "49" context: "…by Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 (28) shall, through the Joint…" - date: "2013-06-26" type: citation article: "520" context: "…308 of Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit…" - date: "2013-06-26" type: lifecycle context: "Adopted" - date: "2013-06-28" type: application article: "521" context: "…the Commission to adopt delegated acts or implementing acts, which shall apply from 28 June 2013." - date: "2013-07-28" type: deadline article: "105" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "110" context: "…178. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "26" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "27" context: "…Part. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "28" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "29" context: "…law. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "32" context: "…1. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "36" context: "…66. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "41" context: "…1. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "415" context: "…those draft implementing technical standards for the items specified in point (a) by 28 July 2013 and for the items specified in point…" - date: "2013-07-28" type: deadline article: "481" context: "…funds. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "487" context: "…2021. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "49" context: "…and ESMA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "492" context: "…EBA shall submit those draft implementing technical standards to the Commission by 28 July 2013. Power is conferred on the Commission…" - date: "2013-07-28" type: deadline article: "52" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "73" context: "…4. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "76" context: "…3. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "78" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "79" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "83" context: "…1. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-07-28" type: deadline article: "84" context: "…87. EBA shall submit those draft regulatory technical standards to the Commission by 28 July 2013. Power is delegated to the Commission…" - date: "2013-09-30" type: deadline article: "33" context: "…3. EBA shall submit those draft regulatory technical standards to the Commission by 30 September 2013. Power is delegated to the Commission…" - date: "2013-12-31" type: deadline article: "329" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2013. Power is delegated to the Commission…" - date: "2013-12-31" type: deadline article: "352" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2013. Power is delegated to the Commission…" - date: "2013-12-31" type: deadline article: "358" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2013. Power is delegated to the Commission…" - date: "2013-12-31" type: review article: "502" context: "…of that examination, shall consider whether any remedial measures are justified. By 31 December 2013, EBA shall report to the Commission…" - date: "2013-12-31" type: review article: "509" context: "…competent authorities and the ESCB central banks, annually and for the first time by 31 December 2013 report to the Commission on whether a…" - date: "2014-01-01" type: application article: "484" context: "…of derogation from Articles 26 to 29, 51, 52, 62 and 63, this Article shall apply from 1 January 2014 to 31 December 2021. 3. Subject to…" - date: "2014-01-01" type: application article: "521" context: "…in the Official Journal of the European Union. 2. This Regulation shall apply from 1 January 2014, with the exception of: (a) Article…" - date: "2014-01-01" type: deadline article: "107" context: "…authorities have approved the third country as eligible for that treatment before 1 January 2014." - date: "2014-01-01" type: deadline article: "114" context: "…authorities had approved the third country as eligible for that treatment before 1 January 2014." - date: "2014-01-01" type: deadline article: "115" context: "…authorities had approved the third country as eligible for that treatment before 1 January 2014. 5. By way of derogation from…" - date: "2014-01-01" type: deadline article: "116" context: "…authorities had approved the third country as eligible for that treatment before 1 January 2014." - date: "2014-01-01" type: deadline article: "142" context: "…authorities had approved the third country as eligible for this treatment before 1 January 2014." - date: "2014-01-01" type: deadline article: "270a" context: "…The EBA shall submit those draft implementing technical standards to the Commission by 1 January 2014. Power is conferred on the Commission…" - date: "2014-01-01" type: deadline article: "344" context: "…EBA shall submit those draft implementing technical standards to the Commission by 1 January 2014. Power is conferred on the Commission…" - date: "2014-01-01" type: deadline article: "354" context: "…EBA shall submit those draft implementing technical standards to the Commission by 1 January 2014. Power is conferred on the Commission…" - date: "2014-01-01" type: deadline article: "390" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 1 January 2014. Power is delegated to the Commission…" - date: "2014-01-01" type: deadline article: "415" context: "…specified in point (a) by 28 July 2013 and for the items specified in point (b) by 1 January 2014. Power is conferred on the Commission…" - date: "2014-01-01" type: deadline article: "421" context: "…of local depositors as advised by competent authorities, EBA shall issue guidelines by 1 January 2014 on the criteria to determine the…" - date: "2014-01-01" type: deadline article: "520" context: "…(a). EBA shall submit those draft implementing technical standards to the Commission by 1 January 2014. Power is conferred on the Commission…" - date: "2014-01-01" type: lifecycle context: "Entered into force" - date: "2014-01-01" type: review article: "8" context: "…practical or legal impediment to the fulfilment of the contracts referred to in (c). By 1 January 2014, the Commission shall report to the…" - date: "2014-01-01" type: review article: "80" context: "…solvency of institutions. 4. EBA shall provide technical advice to the Commission by 1 January 2014 on possible treatments of unrealised…" - date: "2014-01-31" type: deadline article: "341" context: "…2. EBA shall submit those draft regulatory technical standards to the Commission by 31 January 2014. Power is delegated to the Commission…" - date: "2014-01-31" type: review article: "509" context: "…bid/ask spread; (h) remaining time to maturity; (i) minimum turnover ratio. 5. By 31 January 2014, EBA shall also report on the…" - date: "2014-03-31" type: deadline article: "419" context: "…EBA shall submit those draft implementing technical standards to the Commission by 31 March 2014. Power is conferred on the Commission…" - date: "2014-03-31" type: deadline article: "423" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 31 March 2014. Power is delegated to the Commission…" - date: "2014-06-28" type: review article: "515" context: "1. By 28 June 2014, EBA, together with ESMA, shall…" - date: "2014-06-30" type: deadline article: "460" context: "…The Commission shall adopt the delegated act referred to in paragraph 1 by 30 June 2014. It shall enter into force by 31…" - date: "2014-06-30" type: review article: "519" context: "By 30 June 2014, EBA shall prepare a report on…" - date: "2014-07-01" type: deadline article: "136" context: "…and ESMA shall submit those draft implementing technical standards to the Commission by 1 July 2014 and shall submit revised draft…" - date: "2014-07-01" type: deadline article: "270e" context: "…The EBA shall submit those draft implementing technical standards to the Commission by 1 July 2014. Power is conferred on the Commission…" - date: "2014-12-31" type: deadline article: "178" context: "…2(d). EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2014. Power is delegated to the Commission…" - date: "2014-12-31" type: deadline article: "181" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2014. Power is delegated to the Commission…" - date: "2014-12-31" type: deadline article: "182" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2014. Power is delegated to the Commission…" - date: "2014-12-31" type: deadline article: "197" context: "…ESMA shall submit those draft implementing technical standards to the Commission by 31 December 2014. Power is conferred on the Commission…" - date: "2014-12-31" type: deadline article: "395" context: "…banking and large exposures at the Union and international levels, issue guidelines by 31 December 2014 to set appropriate aggregate limits…" - date: "2014-12-31" type: deadline article: "460" context: "…delegated act referred to in paragraph 1 by 30 June 2014. It shall enter into force by 31 December 2014, but shall not apply before 1 January…" - date: "2014-12-31" type: review article: "502" context: "…credit lending parties shall be adequately acknowledged when the report is drawn up. By 31 December 2014, the Commission shall review, and…" - date: "2014-12-31" type: review article: "503" context: "1. The Commission shall, by 31 December 2014, after consulting EBA, report to the…" - date: "2014-12-31" type: review article: "508" context: "1. By 31 December 2014, the Commission shall review, and…" - date: "2014-12-31" type: review article: "512" context: "By 31 December 2014, the Commission shall report to the…" - date: "2014-12-31" type: review article: "517" context: "By 31 December 2014, the Commission shall review, and…" - date: "2015-01-01" type: application article: "521" context: "…exception of: (a) Article 8(3), Article 21 and Article 451(1), which shall apply from 1 January 2015; (b) Article 413(1), which shall…" - date: "2015-01-01" type: deadline article: "107" context: "…equivalent to those applied in the Union. In the absence of such a decision, until 1 January 2015, institutions may continue to treat…" - date: "2015-01-01" type: deadline article: "114" context: "…equivalent to those applied in the Union. In the absence of such a decision, until 1 January 2015, institutions may continue to apply…" - date: "2015-01-01" type: deadline article: "115" context: "…equivalent to those applied in the Union. In the absence of such a decision, until 1 January 2015, institutions may continue to apply…" - date: "2015-01-01" type: deadline article: "116" context: "…equivalent to those applied in the Union. In the absence of such a decision, until 1 January 2015, institutions may continue to apply…" - date: "2015-01-01" type: deadline article: "142" context: "…equivalent to those applied in the Union. In the absence of such a decision, until 1 January 2015, institutions may continue to apply…" - date: "2015-01-01" type: deadline article: "422" context: "…9. EBA shall submit those draft regulatory technical standards to the Commission by 1 January 2015. Power is delegated to the Commission…" - date: "2015-01-01" type: deadline article: "425" context: "…5. EBA shall submit those draft regulatory technical standards to the Commission by 1 January 2015. Power is delegated to the Commission…" - date: "2015-01-01" type: deadline article: "460" context: "…30 June 2014. It shall enter into force by 31 December 2014, but shall not apply before 1 January 2015. 3. The Commission is empowered to…" - date: "2015-01-01" type: review article: "382" context: "…at least equivalent to those applied in the Union. 5. EBA shall conduct a review by 1 January 2015 and every two years thereafter, in…" - date: "2015-01-01" type: review article: "456" context: "…shall monitor the own funds requirements for credit valuation adjustment risk and by 1 January 2015 submit a report to the Commission. In…" - date: "2015-01-01" type: review article: "515" context: "…central counterparty as set out in Section 9 of Chapter 6 of Title II of Part Three. By 1 January 2015 EBA shall report to the Commission on…" - date: "2015-12-31" type: deadline article: "221" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2015. Power is delegated to the Commission…" - date: "2015-12-31" type: deadline article: "395" context: "…the real economy or on the stability and orderly functioning of financial markets. By 31 December 2015 the Commission shall assess the…" - date: "2015-12-31" type: deadline article: "8" context: "…first subparagraph and is invited to make a legislative proposal, if appropriate, by 31 December 2015, on which of those obstacles should…" - date: "2015-12-31" type: review article: "510" context: "1. By 31 December 2015, EBA shall report to the Commission,…" - date: "2015-12-31" type: review article: "516" context: "By 31 December 2015, the Commission shall report on the…" - date: "2015-12-31" type: review article: "518" context: "By 31 December 2015, the Commission shall review, and…" - date: "2016-01-01" type: application article: "460" context: "…phasing-in: (a) 60 % of the liquidity coverage requirement in 2015; (b) 70 % as from 1 January 2016; (c) 80 % as from 1 January 2017; (d)…" - date: "2016-01-01" type: application article: "521" context: "…which shall apply from 1 January 2015; (b) Article 413(1), which shall apply from 1 January 2016; (c) the provisions of this…" - date: "2016-04-13" type: citation article: "462" context: "…in accordance with the principles laid down in the Interinstitutional Agreement of 13 April 2016 on Better Law-Making. 5. As soon as…" - date: "2016-06-30" type: review article: "461" context: "1. EBA shall, after consulting the ESRB, by 30 June 2016 report to the Commission on whether…" - date: "2016-11-23" type: deadline article: "39" context: "…future profitability shall be limited to deferred tax assets which were created before 23 November 2016 and which arise from temporary…" - date: "2016-12-31" type: deadline article: "510" context: "…the need to develop different methodologies for different types of institutions. 3. By 31 December 2016, the Commission shall, if…" - date: "2016-12-31" type: review article: "503" context: "…an eligible asset in accordance with Article 129. 4. The Commission shall, by 31 December 2016, review the appropriateness of the…" - date: "2016-12-31" type: review article: "504" context: "The Commission shall, by 31 December 2016, after consulting EBA, report to the…" - date: "2016-12-31" type: review article: "515" context: "…report to the Commission on the impact and effectiveness of such provisions. 3. By 31 December 2016, the Commission shall review, and…" - date: "2017-01-01" type: application article: "460" context: "…coverage requirement in 2015; (b) 70 % as from 1 January 2016; (c) 80 % as from 1 January 2017; (d) 100 % as from 1 January 2018.…" - date: "2017-06-30" type: review article: "461" context: "…with this Article shall not apply before 1 January 2018 and shall enter into force by 30 June 2017." - date: "2017-12-12" type: deadline article: "493" context: "…2017. 7. An exposure as referred to in paragraph 5 of this Article incurred before 12 December 2017 to which a risk weight of 0 % was…" - date: "2017-12-31" type: citation article: "473a" context: "…67, 68 and 70 of IAS 39 as set out in the Annex to Regulation (EC) No 1126/2008 as of 31 December 2017 or the day before the date of initial…" - date: "2018-01-01" type: application article: "460" context: "…(b) 70 % as from 1 January 2016; (c) 80 % as from 1 January 2017; (d) 100 % as from 1 January 2018. For this purpose the Commission…" - date: "2018-01-01" type: review article: "461" context: "…1. A delegated act adopted in accordance with this Article shall not apply before 1 January 2018 and shall enter into force by 30 June…" - date: "2018-02-01" type: deadline article: "473a" context: "…the transitional period and shall inform the competent authority of its decision by 1 February 2018. Where an institution has received…" - date: "2018-06-30" type: deadline article: "473a" context: "…with Article 16 of Regulation (EU) No 1093/2010, the EBA shall issue guidelines by 30 June 2018 on the disclosure requirements laid…" - date: "2018-11-17" type: deadline article: "254" context: "…an institution shall notify its decision to the competent authority no later than 17 November 2018. Any subsequent decision to further…" - date: "2018-12-31" type: deadline article: "473" context: "1. By way of derogation from Article 481 during the period from 1 January 2014 until 31 December 2018, competent authorities may permit…" - date: "2018-12-31" type: deadline article: "493" context: "…up to the following limits: (a) 100 % of the institution’s Tier 1 capital until 31 December 2018; (b) 75 % of the institution’s Tier 1…" - date: "2019-01-01" type: review article: "461" context: "…in particular a deferred introduction of the 100 % minimum binding standard, until 1 January 2019. The report shall take into account…" - date: "2019-01-18" type: deadline article: "248" context: "…The EBA shall submit those draft regulatory technical standards to the Commission by 18 January 2019. Power is delegated to the Commission…" - date: "2019-01-18" type: deadline article: "255" context: "…The EBA shall submit those draft regulatory technical standards to the Commission by 18 January 2019. Power is delegated to the Commission…" - date: "2019-06-27" type: application article: "494" context: "1. By way of derogation from Article 92a, as from 27 June 2019 until 31 December 2021, institutions…" - date: "2019-06-27" type: deadline article: "497" context: "…of the application; (iii) for those CCPs that submitted the application before 27 June 2019, 28 June 2021. 2. Until the…" - date: "2019-09-30" type: review article: "519b" context: "1. By 30 September 2019, EBA shall report on the impact, on…" - date: "2019-12-28" type: deadline article: "277" context: "…3. EBA shall submit those draft regulatory technical standards to the Commission by 28 December 2019. Power is delegated to the Commission…" - date: "2019-12-28" type: deadline article: "419" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 December 2019. Power is delegated to the Commission…" - date: "2019-12-28" type: deadline article: "72b" context: "…52(2). EBA shall submit those draft regulatory technical standards to the Commission by 28 December 2019. Power is delegated to the Commission…" - date: "2019-12-28" type: deadline article: "78a" context: "…78. EBA shall submit those draft regulatory technical standards to the Commission by 28 December 2019. Power is delegated to the Commission…" - date: "2019-12-31" type: deadline article: "257" context: "…in accordance with Article 16 of Regulation (EU) No 1093/2010, issue guidelines by 31 December 2019." - date: "2019-12-31" type: deadline article: "403" context: "…referred to in point (b) of that paragraph. EBA shall publish those guidelines by 31 December 2019." - date: "2019-12-31" type: deadline article: "493" context: "…1 capital until 31 December 2018; (b) 75 % of the institution’s Tier 1 capital until 31 December 2019; (c) 50 % of the institution’s Tier 1…" - date: "2019-12-31" type: review article: "164" context: "…6. EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2019. Power is delegated to the Commission…" - date: "2020-03-28" type: deadline article: "132a" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 March 2020. Power is delegated to the Commission…" - date: "2020-03-28" type: deadline article: "325bd" context: "…2. EBA shall submit those draft regulatory technical standards to the Commission by 28 March 2020. Power is delegated to the Commission…" - date: "2020-03-28" type: deadline article: "325bf" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 March 2020. Power is delegated to the Commission…" - date: "2020-03-28" type: deadline article: "390" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 March 2020. Power is delegated to the Commission…" - date: "2020-06-28" type: deadline article: "36" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 June 2020. Power is delegated to the Commission…" - date: "2020-06-28" type: deadline article: "394" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 June 2020. Power is delegated to the Commission…" - date: "2020-06-28" type: deadline article: "4" context: "…met. EBA shall submit those draft regulatory technical standards to the Commission by 28 June 2020. Power is delegated to the Commission…" - date: "2020-06-28" type: deadline article: "415" context: "…EBA shall submit those draft implementing technical standards to the Commission by 28 June 2020. Power is conferred on the Commission…" - date: "2020-06-28" type: deadline article: "430" context: "…in relation to the following: (a) the leverage ratio, which shall be submitted by 28 June 2020; (b) the obligations laid down in…" - date: "2020-06-28" type: review article: "430" context: "…(36) in accordance with this paragraph and report its findings to the Commission by 28 June 2020. That assessment shall be carried out…" - date: "2020-06-28" type: review article: "430c" context: "…data, resolution data and prudential data and report its findings to the Commission by 28 June 2020. 2. When drafting the feasibility…" - date: "2020-06-30" type: review article: "519b" context: "…international standards to calculate the own funds requirements for market risk. 2. By 30 June 2020, the Commission shall, taking into…" - date: "2020-09-28" type: deadline article: "325bk" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 September 2020. Power is delegated to the Commission…" - date: "2020-09-28" type: deadline article: "325bp" context: "…6. EBA shall submit those draft regulatory technical standards to the Commission by 28 September 2020. Power is delegated to the Commission…" - date: "2020-12-31" type: deadline article: "18" context: "…8. EBA shall submit those draft regulatory technical standards to the Commission by 31 December 2020. Power is delegated to the Commission…" - date: "2020-12-31" type: deadline article: "493" context: "…1 capital until 31 December 2019; (c) 50 % of the institution’s Tier 1 capital until 31 December 2020. The limits referred to in points…" - date: "2020-12-31" type: review article: "511" context: "1. The Commission shall by 31 December 2020 submit a report to the European…" - date: "2021-01-01" type: review article: "473a" context: "…2024. Institutions whose financial year commences after 1 January 2020 but before 1 January 2021 shall adjust the dates in points (a)…" - date: "2021-01-02" type: review article: "244" context: "…with paragraph 2 or 3. The EBA shall report its findings to the Commission by 2 January 2021. The Commission may, having taken…" - date: "2021-01-02" type: review article: "245" context: "…with paragraph 2 or 3. The EBA shall report its findings to the Commission by 2 January 2021. The Commission may, having taken…" - date: "2021-04-09" type: deadline article: "494c" context: "…where both the following conditions are met: (a) the securitisation was issued before 9 April 2021; (b) the securitisation met, on 8…" - date: "2021-06-26" type: deadline article: "493" context: "1. Until 26 June 2021, the provisions on large exposures as…" - date: "2021-06-26" type: deadline article: "498" context: "Until 26 June 2021, the provisions on own funds…" - date: "2021-06-27" type: deadline article: "500b" context: "1. By way of derogation from Article 429(4), until 27 June 2021, an institution may exclude from its…" - date: "2021-06-27" type: deadline article: "500d" context: "1. By way of derogation from Article 429(4), until 27 June 2021, institutions may calculate the…" - date: "2021-06-28" type: application article: "448" context: "1. As from 28 June 2021, institutions shall disclose the…" - date: "2021-06-28" type: deadline article: "325ap" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 June 2021. Power is delegated to the Commission…" - date: "2021-06-28" type: deadline article: "325u" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 June 2021. Power is delegated to the Commission…" - date: "2021-06-28" type: deadline article: "325w" context: "…4. EBA shall submit those draft regulatory technical standards to the Commission by 28 June 2021. Power is delegated to the Commission…" - date: "2021-06-28" type: deadline article: "430" context: "…Commission the draft implementing technical standards referred to in this paragraph by 28 June 2021, except in relation to the following:…" - date: "2021-06-28" type: review article: "507" context: "…400(1), point (a) and points (c) to (g), (i), (j) and (k) of Article 400(2) and by 28 June 2021 submit a report to the Commission…" - date: "2021-06-28" type: review article: "510" context: "…of a term of 180 days or less. EBA shall submit its report to the Commission by 28 June 2021." - date: "2021-10-10" type: deadline article: "248" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 October 2021. Power is delegated to the Commission…" - date: "2021-12-31" type: deadline article: "494" context: "1. By way of derogation from Article 92a, as from 27 June 2019 until 31 December 2021, institutions identified as…" - date: "2021-12-31" type: deadline article: "494a" context: "…issued directly by an institution shall qualify as Additional Tier 1 instruments until 31 December 2021 only where all the following…" - date: "2021-12-31" type: deadline article: "83" context: "…by a special purpose entity, and the related share premium accounts, are included until 31 December 2021 in qualifying Additional Tier 1, Tier…" - date: "2021-12-31" type: review article: "506a" context: "In close cooperation with the ESRB and EBA, the Commission shall publish a report by 31 December 2021 in which it shall assess whether…" - date: "2021-12-31" type: review article: "518b" context: "By 31 December 2021, the Commission shall report to the…" - date: "2022-01-01" type: review article: "519a" context: "By 1 January 2022, the Commission shall report to the…" - date: "2022-06-28" type: review article: "501a" context: "…calculated in accordance with paragraph 1 of this Article. 4. The Commission shall, by 28 June 2022 report on the impact of the own funds…" - date: "2022-06-28" type: review article: "504a" context: "By 28 June 2022, EBA shall report to the Commission…" - date: "2022-06-28" type: review article: "518a" context: "By 28 June 2022, the Commission shall review and…" - date: "2022-06-30" type: review article: "513" context: "1. By 30 June 2022, and every five years thereafter, the…" - date: "2022-07-08" type: deadline article: "129" context: "…treatment under paragraphs 4 and 5 until their maturity. 7. Covered bonds issued before 8 July 2022 that comply with the requirements…" - date: "2022-10-10" type: review article: "506b" context: "…market in particular, and submit a report on its findings to the Commission by 10 October 2022. 2. By 10 April 2023, the Commission…" - date: "2022-12-31" type: review article: "513" context: "…transactions markets, the asset management sector and the insurance sector. 2. By 31 December 2022, and every five years thereafter, the…" - date: "2023-04-10" type: review article: "270" context: "…institutions. 3. EBA shall submit a report on its findings to the Commission by 10 April 2023. 4. By 10 October 2023, the…" - date: "2023-04-10" type: review article: "506b" context: "…and submit a report on its findings to the Commission by 10 October 2022. 2. By 10 April 2023, the Commission shall, on the basis…" - date: "2023-06-28" type: deadline article: "510" context: "…that are held to hedge derivatives which are not funded by initial margin. 10. By 28 June 2023 or a year after an agreement on…" - date: "2023-06-28" type: review article: "504a" context: "…in relation to those holdings. Based on the report by EBA the Commission shall, by 28 June 2023, report to the European Parliament…" - date: "2023-06-28" type: review article: "510" context: "…hedge derivative contracts. EBA shall report on the appropriateness of the treatment by 28 June 2023. That report shall at least assess:…" - date: "2023-06-28" type: review article: "514" context: "1. EBA shall, by 28 June 2023, report to the Commission on the…" - date: "2023-10-10" type: review article: "270" context: "…3. EBA shall submit a report on its findings to the Commission by 10 April 2023. 4. By 10 October 2023, the Commission shall, on the basis…" - date: "2023-12-31" type: review article: "507" context: "…State; (c) the aggregate amount of exposures exempted in each Member State. 2. By 31 December 2023, the Commission shall submit a report…" - date: "2024-06-28" type: deadline article: "325az" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 28 June 2024. Power is delegated to the Commission…" - date: "2024-06-28" type: deadline article: "460" context: "…The Commission shall adopt the delegated act referred to in the first subparagraph by 28 June 2024." - date: "2024-06-28" type: review article: "510" context: "…to adopt a higher required stable funding factor or a more risk-sensitive measure by 28 June 2024. That report shall at least assess:…" - date: "2024-06-30" type: deadline article: "325az" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 30 June 2024. Power is delegated to the Commission…" - date: "2024-06-30" type: deadline article: "325u" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 30 June 2024. Power is delegated to the Commission…" - date: "2024-06-30" type: review article: "506" context: "By 30 June 2024, EBA shall, in close cooperation with…" - date: "2024-12-31" type: deadline article: "477a" context: "1. By way of derogation from Article 72e(4) and until 31 December 2024, the resolution authority of a parent…" - date: "2024-12-31" type: deadline article: "495g" context: "…was provided by an entity referred to in Article 214(2), point (a), no later than 31 December 2024." - date: "2024-12-31" type: deadline article: "500" context: "…(b). The adjustment referred to in the first subparagraph may only be carried out until 31 December 2024 and its effects may last for as long…" - date: "2024-12-31" type: deadline article: "500a" context: "…funded in the domestic currency of another Member State, the following apply: (a) until 31 December 2024, the risk weight applied to the…" - date: "2024-12-31" type: deadline article: "506" context: "…the treatment applicable to credit insurance referred to in Part Three, Title II, by 31 December 2024." - date: "2025-01-01" type: deadline article: "208" context: "…92(3), second subparagraph, for exposures secured by immovable property granted before 1 January 2025, institutions that apply the IRB…" - date: "2025-01-01" type: deadline article: "495f" context: "…secured by residential property or commercial immovable property granted before 1 January 2025, institutions may continue to value…" - date: "2025-06-28" type: deadline article: "494b" context: "…to 27 June 2019 shall qualify as Additional Tier 1 instruments at the latest until 28 June 2025, where they meet the conditions set…" - date: "2025-06-30" type: deadline article: "501d" context: "1. By 30 June 2025, the Commission shall, where…" - date: "2025-07-10" type: deadline article: "111" context: "…I. EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-07-10" type: deadline article: "123" context: "…(c) of the first subparagraph shall not be eligible for the retail exposures class. By 10 July 2025, EBA shall issue guidelines, in…" - date: "2025-07-10" type: deadline article: "124" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-07-10" type: deadline article: "126a" context: "…of obligor-contributed equity to the residential property value upon completion. 3. By 10 July 2025, EBA shall issue guidelines, in…" - date: "2025-07-10" type: deadline article: "178" context: "…shall be adopted in accordance with Article 16 of Regulation (EU) No 1093/2010. By 10 July 2025, EBA shall issue guidelines, in…" - date: "2025-07-10" type: deadline article: "20" context: "…EBA shall submit those draft implementing technical standards to the Commission by 10 July 2025. Power is conferred on the Commission…" - date: "2025-07-10" type: deadline article: "279a" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-07-10" type: deadline article: "325" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-07-10" type: deadline article: "325bg" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-07-10" type: deadline article: "430" context: "…be submitted by 28 June 2020; (c) exposures to ESG risks, which shall be submitted by 10 July 2025. Power is conferred on the Commission…" - date: "2025-07-10" type: deadline article: "434a" context: "…EBA shall submit those draft implementing technical standards to the Commission by 10 July 2025. Power is conferred on the Commission…" - date: "2025-07-10" type: deadline article: "501d" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-07-10" type: deadline article: "94" context: "…(b). EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-07-10" type: review article: "135" context: "…Article 2(4) and Article 18(3) of Regulation (EC) No 1060/2009 on its website. 3. By 10 July 2025, ESMA shall prepare a report on…" - date: "2025-07-10" type: review article: "18" context: "…14 of Regulation (EU) No 1093/2010. 10. EBA shall submit a report to the Commission by 10 July 2025 on the completeness and…" - date: "2025-07-10" type: review article: "325be" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025. Power is delegated to the Commission…" - date: "2025-12-31" type: deadline article: "181" context: "…of the LGD parameters. 5. For the purpose of calculating loss, EBA shall, by 31 December 2025, issue updated guidelines, in…" - date: "2025-12-31" type: deadline article: "468" context: "1. By way of derogation from Article 35, until 31 December 2025 (the ‘period of temporary…" - date: "2025-12-31" type: deadline article: "500a" context: "…up to the following limits: (a) 100 % of the institution’s Tier 1 capital until 31 December 2025; (b) 75 % of the institution’s Tier 1…" - date: "2026-01-01" type: deadline article: "495h" context: "By way of derogation from Article 325az(2), point (d), institutions may use, until 1 January 2026, the alternative internal model…" - date: "2026-01-10" type: deadline article: "124" context: "…9. EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2026. Power is delegated to the Commission…" - date: "2026-01-10" type: deadline article: "143" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2026. Power is delegated to the Commission…" - date: "2026-01-10" type: deadline article: "314" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2026. Power is delegated to the Commission…" - date: "2026-01-10" type: deadline article: "315" context: "…2. EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2026. Power is delegated to the Commission…" - date: "2026-01-10" type: deadline article: "316" context: "…1. EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2026. Power is delegated to the Commission…" - date: "2026-01-10" type: deadline article: "317" context: "…risk. EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2026. Power is delegated to the Commission…" - date: "2026-01-10" type: deadline article: "325bc" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2026. Power is delegated to the Commission…" - date: "2026-01-10" type: deadline article: "4" context: "…in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010. 5. By 10 January 2026, EBA shall issue guidelines, in…" - date: "2026-01-10" type: review article: "135" context: "…submit a legislative proposal to the European Parliament and to the Council by 10 January 2026." - date: "2026-07-10" type: deadline article: "104c" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: deadline article: "122a" context: "…met. EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: deadline article: "144" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: deadline article: "147" context: "…IPRE. EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: deadline article: "153" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: deadline article: "180" context: "…143. EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: deadline article: "325bf" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: deadline article: "34" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: review article: "173" context: "…risks. EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: review article: "382" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2026. Power is delegated to the Commission…" - date: "2026-07-10" type: review article: "461a" context: "…in terms of own funds requirements and the impact of those requirements. 3. By 10 July 2026, EBA shall submit a report to the…" - date: "2026-07-10" type: review article: "495b" context: "…submit that report to the European Parliament to the Council and to the Commission by 10 July 2026. On the basis of that report and…" - date: "2026-07-10" type: review article: "506e" context: "1. By 10 July 2026, EBA shall submit a report to the…" - date: "2026-07-10" type: review article: "506f" context: "By 10 July 2026, EBA shall report to the Commission…" - date: "2026-12-31" type: deadline article: "182" context: "…in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010. 5. By 31 December 2026, EBA shall issue guidelines, in…" - date: "2026-12-31" type: deadline article: "500" context: "…condition set out in point (c) of paragraph 1 has been met. 3. The Commission shall, by 31 December 2026, and every two years thereafter,…" - date: "2026-12-31" type: deadline article: "500a" context: "1. By way of derogation from Article 114(2), until 31 December 2026, for exposures to the central…" - date: "2026-12-31" type: deadline article: "501c" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2026." - date: "2026-12-31" type: review article: "506c" context: "By 31 December 2026, EBA shall report to the Commission…" - date: "2026-12-31" type: review article: "506d" context: "1. By 31 December 2026, EBA, in close collaboration with…" - date: "2027-01-01" type: deadline article: "520a" context: "Until 1 January 2027, institutions shall continue to apply…" - date: "2027-01-10" type: deadline article: "321" context: "…1. EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2027. Power is delegated to the Commission…" - date: "2027-01-10" type: deadline article: "323" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2027. Power is delegated to the Commission…" - date: "2027-01-10" type: deadline article: "325j" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2027. Power is delegated to the Commission…" - date: "2027-01-10" type: deadline article: "395" context: "…entities which carry out banking activities outside a regulated framework. 2a. By 10 January 2027, EBA, after consulting ESMA, shall…" - date: "2027-01-10" type: review article: "320" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 January 2027. Power is delegated to the Commission…" - date: "2027-01-10" type: review article: "519d" context: "1. EBA, in close cooperation with ESMA, shall, by 10 January 2027, report to the Commission on the…" - date: "2027-07-01" type: deadline article: "129" context: "…Without prejudice to the first subparagraph, point (c), of this paragraph, until 1 July 2027, indirect exposures to credit…" - date: "2027-07-10" type: deadline article: "104" context: "…(b). EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2027. Power is delegated to the Commission…" - date: "2027-07-10" type: deadline article: "147" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2027. Power is delegated to the Commission…" - date: "2027-07-10" type: deadline article: "157" context: "…5. EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2027. Power is delegated to the Commission…" - date: "2027-07-10" type: deadline article: "229" context: "…(e). EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2027. Power is delegated to the Commission…" - date: "2027-07-10" type: deadline article: "383a" context: "…EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2027. Power is delegated to the Commission…" - date: "2027-07-10" type: deadline article: "494d" context: "By way of derogation from Article 149, an institution may from 9 July 2024 until 10 July 2027, revert to less sophisticated…" - date: "2027-07-10" type: review article: "104a" context: "…least annually. EBA shall monitor the range of supervisory practices and shall issue by 10 July 2027 guidelines, in accordance with…" - date: "2027-07-10" type: review article: "434c" context: "…submit that report to the European Parliament, to the Council, and to the Commission by 10 July 2027. On the basis of that report, the…" - date: "2027-07-10" type: review article: "495c" context: "…submit that report to the European Parliament, to the Council and to the Commission by 10 July 2027. On the basis of that report, and…" - date: "2027-12-31" type: deadline article: "314" context: "…years. 3. By way of derogation from paragraph 2, an EU parent institution may, until 31 December 2027, request permission from its…" - date: "2027-12-31" type: deadline article: "495b" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2027. 3. By way of derogation from Article…" - date: "2027-12-31" type: deadline article: "506d" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2027." - date: "2027-12-31" type: review article: "126" context: "…sector in the Union. EBA shall submit a report on its findings to the Commission by 31 December 2027. On the basis of the report referred…" - date: "2027-12-31" type: review article: "395" context: "…and on the stability and the orderly functioning of financial markets. In addition, by 31 December 2027, EBA, after consulting ESMA, shall…" - date: "2027-12-31" type: review article: "505" context: "…on the impact of the requirements of this Regulation on agricultural financing by 31 December 2027." - date: "2027-12-31" type: review article: "506e" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2027." - date: "2027-12-31" type: review article: "506f" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2027." - date: "2027-12-31" type: review article: "519f" context: "…are to be more conservative. EBA shall submit that report to the Commission by 31 December 2027." - date: "2028-01-10" type: deadline article: "519d" context: "…submit to the European Parliament and to the Council a legislative proposal by 10 January 2028." - date: "2028-01-10" type: review article: "519e" context: "By 10 January 2028, EBA shall report to the Commission…" - date: "2028-07-10" type: deadline article: "150" context: "…and religious communities which meet the requirements set out in Article 115(3). 2a. By 10 July 2028, EBA shall issue guidelines, in…" - date: "2028-07-10" type: deadline article: "325c" context: "…7; EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2028. Power is delegated to the Commission…" - date: "2028-07-10" type: deadline article: "383a" context: "…383a. EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2028. Power is delegated to the Commission…" - date: "2028-12-31" type: deadline article: "126" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2028." - date: "2028-12-31" type: deadline article: "495c" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2028." - date: "2028-12-31" type: review article: "36" context: "…EBA shall monitor the activity of specialised debt restructurers and shall report by 31 December 2028 to the Commission on the results of…" - date: "2028-12-31" type: review article: "395" context: "…taking due account of the regulatory framework and business models of such entities. By 31 December 2028, the Commission shall, where…" - date: "2028-12-31" type: review article: "465" context: "…its findings on the appropriateness of the associated risk weights to the Commission by 31 December 2028. On the basis of that report and…" - date: "2028-12-31" type: review article: "495d" context: "…submit that report to the European Parliament, to the Council and to the Commission by 31 December 2028. On the basis of that report and…" - date: "2028-12-31" type: review article: "518c" context: "By 31 December 2028, the Commission shall assess the…" - date: "2029-01-10" type: review article: "519e" context: "…submit to the European Parliament and to the Council a legislative proposal by 10 January 2029." - date: "2029-01-31" type: review article: "510" context: "…have a residual maturity of less than six months. EBA shall report to the Commission by 31 January 2029, and every five years thereafter, on…" - date: "2029-07-10" type: review article: "465" context: "…cooperation with EIOPA, shall submit a report with their findings to the Commission by 10 July 2029. On the basis of that report and…" - date: "2029-12-31" type: deadline article: "465" context: "…the derogation set out in Article 92(3), second subparagraph, institutions may, until 31 December 2029, apply the following formula where…" - date: "2029-12-31" type: deadline article: "495" context: "…to calculate the risk-weighted exposure amount for equity exposures shall, until 31 December 2029 and without prejudice to Article…" - date: "2029-12-31" type: review article: "325u" context: "…paragraph in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010. 7. By 31 December 2029, EBA shall submit a report to the…" - date: "2029-12-31" type: review article: "495e" context: "…to an institution which incorporates assumptions of implicit government support until 31 December 2029." - date: "2030-12-31" type: review article: "495b" context: "…submit that report to the European Parliament, to the Council and to the Commission by 31 December 2030. On the basis of that report and…" - date: "2030-12-31" type: review article: "505" context: "1. By 31 December 2030, EBA shall prepare a report on the…" - date: "2031-12-31" type: deadline article: "465" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2031. 4. By way of derogation from Article…" - date: "2031-12-31" type: deadline article: "495b" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2031." - date: "2031-12-31" type: deadline article: "495d" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2031." - date: "2031-12-31" type: review article: "314" context: "…shall notify EBA as soon as such permission is granted, confirmed or withdrawn. By 31 December 2031, EBA shall report to the Commission…" - date: "2031-12-31" type: review article: "434c" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2031." - date: "2032-12-31" type: deadline article: "314" context: "…submit to the European Parliament and to the Council a legislative proposal by 31 December 2032. 4. Until 31 December 2027 or until…" - date: "2032-12-31" type: deadline article: "325u" context: "…funds requirement for residual risks. 4a. By way of derogation from paragraph 1, until 31 December 2032, an institution shall not apply the…" - date: "2032-12-31" type: deadline article: "465" context: "…the derogation set out in Article 92(3), second subparagraph, institutions may, until 31 December 2032, assign a risk weight of 65 % to…" - date: "2032-12-31" type: review article: "495b" context: "…a directly applicable credit assessment by a nominated ECAI is not available may, until 31 December 2032, be assigned a risk weight of 80 %,…" generated_at: "2026-09-14T05:42:00.745Z" 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 - system - reporting - institution - operational risk - leverage - own funds - global systemically important institution - g-sii - non-eu g-sii - im - market 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: 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: - credit_institutions - competent_authorities - european_central_bank topics: - prudential - banking - scope - general_provisions - definitions - competent_authorities - own_funds keywords: - POS - investment firm - 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: directive reference: "2013/36/EU" - instrument_type: directive reference: "2014/59" - instrument_type: regulation reference: "806/2014" - instrument_type: regulation reference: "1024/2013" - instrument_type: regulation reference: "2019/2033" - instrument_type: regulation reference: "2019/2033" - instrument_type: regulation reference: "2019/2033" - instrument_type: directive reference: "2019/2034" 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_service_providers - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission - european_central_bank - financial_entities topics: - prudential - banking - scope - general_provisions - definitions - authorisation - liability - operational_resilience - supervision - competent_authorities - own_funds - capital_buffers - credit_risk - market_risk - counterparty_credit_risk - securitisation - recovery_resolution - insurance - reinsurance - group_supervision - pensions - investment_funds - trading_venues - derivatives_clearing - credit_rating - governance - remuneration - financial_statements - consolidation keywords: - API - liability - refund - authorisation - supervision - transaction - transfer - SEPA - POS - security - data - access - third party - branch - settlement - clearing - system - scheme - network - RTS contains: obligations: true prohibitions: true permissions: true definitions: true penalties: true delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 115 paragraph: "2" - target: Article 25 - target: Article 36 paragraph: "1" - target: Article 71 - target: Article 97 - target: Article 229 paragraph: "1" - target: Article 108 paragraph: "4" - target: Article 178 paragraph: "1" - target: Article 104 - target: Article 301 paragraph: "1" - target: Article 113 paragraph: "7" - target: Article 429 paragraph: "4" - target: Article 104b paragraph: "1" - target: Article 94 paragraph: "1" - target: Article 273a paragraph: "3" - target: Article 433a external_references: - instrument_type: directive reference: "2014/65" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2014/65/EU" - instrument_type: directive reference: "2013/36/EU" - 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: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "2017/2402" - instrument_type: directive reference: "2002/87/EC" - instrument_type: directive reference: "2011/61/EU" - instrument_type: directive reference: "2011/61" - instrument_type: regulation reference: "2019/2033" - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2009/138/EC" - instrument_type: directive reference: "2015/2366" - instrument_type: directive reference: "2009/138/EC" - instrument_type: directive reference: "2009/138" - instrument_type: regulation reference: "648/2012" - instrument_type: directive reference: "2013/34/EU" - instrument_type: directive reference: "2013/34/EU" - instrument_type: regulation reference: "1606/2002" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2014/65/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" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2014/65/EU" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" 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: - consumers topics: - prudential - banking - scope - general_provisions - definitions - consumer_protection - credit_risk - financial_statements keywords: - API - consumer - POS - data - ITS - institution - im 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: 5a article_title: Definitions specific to crypto-assets chunk_file: /crr/chunks/crr_t01_subject_matter_scope_and_definitions.md path: "Title I > Article 5a" applies_to_entities: - credit_institutions topics: - prudential - banking - scope - general_provisions - definitions - credit_risk - market_risk - liquidity_risk - counterparty_credit_risk - securitisation - reinsurance - crypto_assets keywords: - e-money - electronic money - POS - token - security - scheme - ITS - financial instrument - operational risk - securitisation - securitisation position - im - market risk 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 4 paragraph: "1" external_references: - instrument_type: regulation reference: "2023/1114" - instrument_type: regulation reference: "2023/1114" - instrument_type: directive reference: "2015/2366" - instrument_type: directive reference: "2014/49/EU" - instrument_type: regulation reference: "2017/2402" - instrument_type: directive reference: "2009/138/EC" - instrument_type: directive reference: "2016/2341" - instrument_type: regulation reference: "2023/1114" - instrument_type: regulation reference: "2023/1114" 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: - member_states - competent_authorities topics: - prudential - banking - authorisation - capital_buffers - leverage_ratio - consolidation keywords: - POS - RTS - reporting - institution - parent undertaking - subsidiary - eu parent institution - leverage - g-sii - non-eu g-sii - im 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 430 paragraph: "1" - target: Article 92a - target: Article 92b - target: Article 18 - target: Article 89 - target: Article 90 - target: Article 91 - target: Article 437a - target: Article 447 - target: Article 413 paragraph: "1" - target: Article 16 - target: Article 7 paragraph: "1" external_references: - instrument_type: regulation reference: "2017/2402" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "909/2014" recitals: [] - article_number: 7 article_title: Derogation from 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 - parent undertaking - subsidiary - financial holding company - mixed financial holding company - parent institution in a member state - control - competent authority - consolidated basis - own funds - im 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 from 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 - reporting - institution - subsidiary - competent authority - consolidated situation - consolidated basis - sub-consolidated basis - group - im 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 21 - target: Article 460 paragraph: "1" - target: Article 113 paragraph: "7" - target: Article 113 paragraph: "6" - target: Article 430 paragraph: "1" 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 - parent undertaking - subsidiary - competent authority - own funds - im 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: regulation reference: "2017/2402" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 10a article_title: Application of prudential requirements on a consolidated basis where investment firms are parent undertakings chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 10a" applies_to_entities: - member_states topics: - prudential - banking - consolidation - financial_reporting keywords: - POS - investment firm - institution - parent undertaking - consolidated basis 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: - instrument_type: regulation reference: "2019/2033" - instrument_type: regulation reference: "2019/2033" - instrument_type: regulation reference: "2019/2033" 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 topics: - prudential - banking - consolidation - financial_reporting - authorisation - capital_buffers - internal_control keywords: - API - supervision - SEPA - POS - ATM - data - system - RTS - ITS - credit institution - investment firm - institution - parent undertaking - subsidiary - financial holding company - mixed financial holding company - parent institution in a member state - eu parent institution - control - consolidated situation 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 430 paragraph: "1" - target: Article 92a - target: Article 92b - target: Article 8 paragraph: "1" - target: Article 10 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2014/65/EU" - instrument_type: regulation reference: "2017/2402" - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 12a article_title: Consolidated calculation for G-SIIs with multiple resolution entities chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 12a" applies_to_entities: [] topics: - prudential - banking - consolidation - financial_reporting - own_funds - capital_buffers keywords: - institution - eu parent institution - consolidated situation - own funds - resolution entity - g-sii 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 92a paragraph: "1" external_references: - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" 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 - capital_buffers keywords: - institution - parent undertaking - eu parent institution - consolidated situation - consolidated basis - sub-consolidated basis - resolution group - g-sii - group 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 449a - target: Article 449b - target: Article 450 - target: Article 451 - target: Article 451a - target: Article 453 - target: Article 437a - target: Article 447 - target: Article 10 - target: Article 18 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 14 article_title: Application of requirements of Article 5 of Regulation (EU) 2017/2402 on a consolidated basis chunk_file: /crr/chunks/crr_t02_ch02_prudential_consolidation.md path: "Title II > Chapter 2 > Article 14" applies_to_entities: [] topics: - prudential - banking - consolidation - financial_reporting - credit_risk keywords: - supervision - POS - data - institution - parent undertaking - consolidated basis - sub-consolidated basis - group - im 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 270a - target: Article 92 - target: Article 18 external_references: - instrument_type: regulation reference: "2017/2402" recitals: [] - article_number: 18 article_title: Methods of 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 - insurance - reinsurance - group_supervision keywords: - API - liability - supervision - POS - ITS - EBA - institution - insurance undertaking - reinsurance undertaking - subsidiary - financial holding company - mixed financial holding company - third-country insurance undertaking - third-country reinsurance undertaking - financial institution - participation - consolidated situation - consolidated basis - pd - applicable accounting framework 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 430 paragraph: "1" - target: Article 8 - target: Article 10 - target: Article 92a external_references: - instrument_type: directive reference: "2013/34/EU" - instrument_type: directive reference: "2013/34/EU" - instrument_type: directive reference: "2009/138/EC" - instrument_type: regulation reference: "1093/2010" 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: - competent_authorities - financial_entities topics: - prudential - banking - consolidation - financial_reporting - financial_statements keywords: - supervision - transfer - institution - parent undertaking - subsidiary - financial institution - participation - consolidated basis - im 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: - supervision - POS - ATM - system - ITS - EBA - institution - subsidiary - 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 - group - im 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: "9" - target: Article 283 - target: Article 422 paragraph: "9" - target: Article 425 paragraph: "5" - target: Article 422 paragraph: "10" - target: Article 425 paragraph: "6" - target: Article 143 - target: Article 325a external_references: - 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 - subsidiary - 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 - group - im 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 the case 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 - reporting - institution - subsidiary - financial holding company - mixed financial holding company - financial institution - participation - consolidated situation 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 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 - pd - applicable accounting framework - accumulated other comprehensive income - funds for general banking risk - other reserves - profit - retained earnings - share premium account - im 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 31 - target: Article 80 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: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - ITS - EBA - institution - im 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 external_references: - 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: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - governance - financial_statements keywords: - API - transfer - SEPA - POS - ATM - ITS - EBA - institution - management body - parent undertaking - subsidiary - financial holding company - mixed financial holding company - mixed activity holding company - close links - competent authority - applicable accounting framework - distributions - funds for general banking risk - 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 77 - target: Article 27 - target: Article 484 paragraph: "3" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - 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 - im 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 external_references: - 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: - share premium account - im 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 - im 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: [] 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: [] external_references: - 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: [] external_references: - instrument_type: directive reference: "2009/65/EC" - 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: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - fair_value keywords: - API - POS - EBA - institution - own funds - im 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 external_references: - instrument_type: regulation reference: "1093/2010" 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 - competent_authorities - own_funds - credit_risk - liquidity_risk - securitisation - insurance - reinsurance - governance - financial_statements keywords: - API - supervision - POS - ITS - EBA - institution - insurance undertaking - reinsurance undertaking - ciu - management body - financial institution - qualifying holding - competent authority - consolidated basis - securitisation - securitisation position - market value - credit risk adjustment - deferred tax assets - deferred tax assets that rely on future profitability 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 159 - target: Article 56 - target: Article 244 paragraph: "1" - target: Article 245 paragraph: "1" - target: Article 253 - target: Article 379 paragraph: "3" - target: Article 153 paragraph: "8" - target: Article 132 paragraph: "2" - target: Article 132c paragraph: "2" - target: Article 66 - target: Article 47c - target: Article 47b external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1094/2010" - 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 - consolidation keywords: - institution - applicable accounting framework - deferred tax liabilities - goodwill - intangible assets - im 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 - deferred tax assets that rely on future profitability - deferred tax liabilities - defined benefit pension fund assets - intangible assets - profit - temporary differences 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_p1_common_equity_tier_1_capital_part_1.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 - deferred tax assets - own funds - profit - temporary differences - im 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 - deferred tax assets that rely on future profitability - profit 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 - im 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" external_references: - 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 - financial report 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 - deferred tax assets that rely on future profitability - profit - temporary differences - 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: 47a article_title: Non-performing exposures chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 47a" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - market_risk keywords: - POS - security - ITS - institution - funded credit protection - unfunded credit protection - applicable accounting framework - trading book - credit risk adjustment - own funds - im 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" - target: Article 34 - target: Article 105 - target: Article 178 external_references: [] recitals: [] - article_number: 47b article_title: Forbearance measures chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 47b" applies_to_entities: [] topics: - prudential - banking - consolidation keywords: - POS - ITS - institution - control - group - im 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: 47c article_title: Deduction for non-performing exposures chunk_file: /crr/chunks/crr_t01_ch02_p2_common_equity_tier_1_capital_part_2.md path: "Title I > Chapter 2 > Article 47c" applies_to_entities: - european_banking_authority topics: - prudential - banking - own_funds - credit_risk keywords: - SEPA - POS - ITS - EBA - guidelines - institution - funded credit protection - unfunded credit protection - exposure secured by immovable property - credit risk adjustment - own funds - im 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" - target: Article 34 - target: Article 105 - target: Article 47a paragraph: "1" - target: Article 201 - target: Article 201 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" 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 - deferred tax assets that rely on future profitability - own funds - own funds instruments - profit - temporary differences - 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 - subsidiary - financial holding company - mixed financial holding company - financial sector entity - control - consolidated basis - sub-consolidated basis contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: true transitional: false internal_references: - target: Article 92a - target: Article 92b - target: Article 72e paragraph: "4" - target: Article 72e paragraph: "5" - target: Article 113 paragraph: "7" - target: Article 430 paragraph: "7" - target: Article 92 - target: Article 430 - target: Article 6 external_references: - instrument_type: directive reference: "2002/87/EC" - instrument_type: regulation reference: "1606/2002" - instrument_type: regulation reference: "1095/2010" - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1094/2010" 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 - share premium account 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: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - API - POS - consent - ITS - EBA - institution - parent undertaking - 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 - resolution authority - relevant third-country authority 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 77 - target: Article 78 paragraph: "4" - target: Article 484 paragraph: "3" external_references: - instrument_type: directive reference: "2014/59" - 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: [] - 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 - EBA - institution - subsidiary - competent authority - applicable accounting framework - distributions - im 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: - share premium account - im 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: - 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 - deferred tax assets that rely on future profitability - profit - temporary differences - 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 - share premium account 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 64 - 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: - member_states topics: - prudential - banking - own_funds keywords: - API - POS - ITS - institution - parent undertaking - financial holding company - mixed financial holding company - mixed activity holding company - participation - control - close links - resolution authority - relevant third-country authority - resolution entity - resolution group - group - im 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: - instrument_type: directive reference: "2014/59" 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: 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: 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: - share premium account - im 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 - target: Article 72e 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 - deferred tax assets that rely on future profitability - profit - temporary differences - 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 33 - target: Article 34 - target: Article 35 - 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: 72a article_title: Eligible liabilities items chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72a" applies_to_entities: [] topics: - prudential - banking - liability - own_funds - investment_funds - deposit_guarantee keywords: - liability - POS - security - branch - system - scheme - ITS - institution - collective investment undertaking - parent undertaking - ccp - participation - financial instrument - resolution entity - group - im 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 72c - target: Article 72b - target: Article 64 external_references: - instrument_type: directive reference: "2014/49/EU" - instrument_type: directive reference: "98/26/EC" - instrument_type: regulation reference: "648/2012" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2014/49" recitals: [] - article_number: 72b article_title: Eligible liabilities instruments chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72b" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - capital_buffers - prospectus - governance - financial_statements keywords: - API - POS - RTS - ITS - EBA - institution - management body - parent undertaking - subsidiary - participation - control - close links - competent authority - own funds - resolution authority - resolution entity - resolution group - g-sii - non-eu g-sii - material subsidiary 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 72a paragraph: "2" - target: Article 72c paragraph: "3" - target: Article 72c paragraph: "2" - target: Article 72c paragraph: "4" - target: Article 77 - target: Article 78a - target: Article 92b - target: Article 92 paragraph: "3" - target: Article 34 paragraph: "1" - target: Article 28 paragraph: "5" - target: Article 52 paragraph: "2" external_references: - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 72c article_title: Amortisation of eligible liabilities instruments chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72c" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ITS 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: 72d article_title: Consequences of the eligibility conditions ceasing to be met chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72d" applies_to_entities: [] topics: - prudential - banking keywords: - im 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 72b - target: Article 72b paragraph: "2" - target: Article 72b paragraph: "3" external_references: [] recitals: [] - article_number: 72e article_title: Deductions from eligible liabilities items chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72e" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - own_funds - capital_buffers - consolidation keywords: - API - POS - ITS - institution - parent undertaking - subsidiary - parent institution in a member state - eu parent institution - competent authority - consolidated basis - own funds - own funds instruments - reciprocal cross holding - synthetic holding - resolution authority - resolution entity - resolution group - g-sii - g-sii entity - group 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 92a - target: Article 72i - target: Article 72b paragraph: "3" - target: Article 72b paragraph: "4" - target: Article 92a paragraph: "1" - target: Article 92 paragraph: "3" - target: Article 12a - target: Article 429 paragraph: "4" - target: Article 92b - target: Article 92b paragraph: "1" - target: Article 92b paragraph: "2" - target: Article 92b paragraph: "3" external_references: - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" recitals: [] - article_number: 72f article_title: Deduction of holdings of own eligible liabilities instruments chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72f" 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 72e paragraph: "1" external_references: [] recitals: [] - article_number: 72g article_title: Deduction base for eligible liabilities items chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72g" 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 72e paragraph: "1" - target: Article 72h - target: Article 72i external_references: [] recitals: [] - article_number: 72h article_title: Deduction of holdings of eligible liabilities of other G-SII entities chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72h" applies_to_entities: [] topics: - prudential - banking - capital_buffers - market_risk keywords: - POS - institution - trading book - synthetic holding - g-sii 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 72j - target: Article 72e paragraph: "1" external_references: [] recitals: [] - article_number: 72i article_title: Deduction of eligible liabilities where the institution does not have a significant investment in G-SII entities chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72i" applies_to_entities: [] topics: - prudential - banking - own_funds - capital_buffers keywords: - POS - institution - deferred tax assets - deferred tax assets that rely on future profitability - profit - temporary differences - synthetic holding - resolution entity - g-sii - g-sii entity 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 72e paragraph: "1" - target: Article 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 paragraph: "1" - target: Article 44 - target: Article 45 external_references: [] recitals: [] - article_number: 72j article_title: Trading book exception from deductions from eligible liabilities items chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72j" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - institution - trading book - own funds - 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 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 - target: Article 72g - target: Article 72h - target: Article 72i external_references: [] recitals: [] - article_number: 72k article_title: Eligible liabilities chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72k" applies_to_entities: [] 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 72e external_references: [] recitals: [] - article_number: 72l article_title: Own funds and eligible liabilities chunk_file: /crr/chunks/crr_t01_ch05_eligible_liabilities.md path: "Title I > Chapter 5 > Article 72l" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - 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 instruments chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 73" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - liability - competent_authorities keywords: - API - liability - POS - ITS - EBA - institution - financial holding company - mixed financial holding company - mixed activity holding company - competent authority - distributions - own funds - own funds instruments - resolution 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: [] external_references: - 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_for_own_funds_and_e.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_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 75" applies_to_entities: [] topics: - prudential - banking - own_funds 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 - target: Article 72h external_references: [] recitals: [] - article_number: 76 article_title: Index holdings of capital instruments and of liabilities chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 76" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - liability - competent_authorities - market_risk - internal_control - financial_statements - fair_value keywords: - API - liability - POS - ITS - EBA - institution - control - competent authority - trading book - im 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 72f - target: Article 72h external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 77 article_title: Conditions for reducing own funds and eligible liabilities chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 77" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - institution - competent authority - own funds - own funds instruments - share premium account - resolution 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: 78 article_title: Supervisory permission to reduce own funds chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 78" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - competent_authorities keywords: - API - POS - ATM - data - ITS - EBA - institution - competent authority - own funds - own funds instruments - share premium account - im 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 paragraph: "1" - target: Article 27 - target: Article 494b external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 78a article_title: Permission to reduce eligible liabilities instruments chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 78a" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - authorisation keywords: - API - authorisation - POS - ITS - EBA - institution - competent authority - own funds - own funds instruments - resolution authority - im 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 paragraph: "2" - target: Article 78 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 79 article_title: Temporary waiver from deduction from own funds and eligible liabilities chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.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 - 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 79a article_title: Assessment of compliance with the conditions for own funds and eligible liabilities instruments chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 79a" 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: 80 article_title: Continuing review of the quality of own funds and eligible liabilities instruments chunk_file: /crr/chunks/crr_t01_ch06_general_requirements_for_own_funds_and_e.md path: "Title I > Chapter 6 > Article 80" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - competent_authorities - fair_value keywords: - API - POS - ATM - EBA - notification - institution - own funds - im 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: 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: - credit_institutions - european_commission topics: - prudential - banking - own_funds - consolidation keywords: - API - POS - ITS - credit institution - investment firm - institution - parent undertaking - subsidiary - financial holding company - investment holding company - mixed financial holding company - consolidated basis - minority interest 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 107 paragraph: "4" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "2019/2033" recitals: [] - 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: - credit_institutions - european_commission topics: - prudential - banking - own_funds - consolidation keywords: - API - credit institution - investment firm - institution - subsidiary - financial holding company - investment holding company - mixed financial holding company - consolidated basis - own funds - minority interest - share premium account 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 107 paragraph: "4" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "2019/2033" 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 - parent undertaking - subsidiary - competent authority - own funds - share premium account - im 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 external_references: - 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 - investment firm - institution - subsidiary - financial holding company - investment holding company - mixed financial holding company - control - competent authority - consolidated basis - sub-consolidated basis - own funds - minority interest 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 81 paragraph: "1" - target: Article 92 paragraph: "1" - target: Article 458 - target: Article 459 - target: Article 7 - target: Article 85 - target: Article 87 - target: Article 4 paragraph: "1" - target: Article 113 paragraph: "7" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "2019/2033" - instrument_type: directive reference: "2019/2034" - instrument_type: regulation reference: "2019/2033" - 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 - investment firm - institution - subsidiary - investment holding company - competent authority - consolidated basis - sub-consolidated basis - 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 81 paragraph: "1" - target: Article 92 paragraph: "1" - target: Article 458 - target: Article 459 - target: Article 7 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "2019/2033" - instrument_type: directive reference: "2019/2034" - instrument_type: regulation reference: "2019/2033" 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 - subsidiary - 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" 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: - investment firm - institution - subsidiary - investment holding company - competent authority - consolidated basis - sub-consolidated basis - 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 81 paragraph: "1" - target: Article 92 paragraph: "1" - target: Article 458 - target: Article 459 - target: Article 62 - target: Article 7 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "2019/2033" - instrument_type: directive reference: "2019/2034" - instrument_type: regulation reference: "2019/2033" 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 - subsidiary - 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" external_references: [] recitals: [] - article_number: 88a article_title: Qualifying eligible liabilities instruments chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 88a" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - institution - subsidiary - control - own funds - own funds instruments - resolution entity - resolution group - group 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 92a external_references: - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" recitals: [] - article_number: 88b article_title: Undertakings in third countries chunk_file: /crr/chunks/crr_t02_minority_interest_and_additional_tier_1_.md path: "Title II > Article 88b" applies_to_entities: [] topics: - prudential - banking keywords: - POS - investment firm - 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: 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 topics: - prudential - banking - competent_authorities - capital_requirements - credit_risk keywords: - API - POS - ITS - institution - financial sector entity - qualifying holding - 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: 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 - im 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 - im 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: - member_states topics: - prudential - banking - own_funds - capital_buffers - credit_risk - market_risk - leverage_ratio - counterparty_credit_risk - securitisation keywords: - API - transaction - POS - settlement - ITS - institution - consolidated basis - operational risk - dilution risk - securitisation - repurchase transaction - trading book - leverage - own funds - g-sii - group - im - market risk - foreign exchange risk - commodity 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: - target: Article 93 - target: Article 94 - target: Article 429 paragraph: "4" - target: Article 379 - target: Article 395 - target: Article 396 - target: Article 397 - target: Article 398 - target: Article 399 - target: Article 400 - target: Article 401 - target: Article 378 - target: Article 380 - target: Article 221 - target: Article 258 - target: Article 259 - target: Article 260 - target: Article 265 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 92a article_title: Requirements for own funds and eligible liabilities for G-SIIs chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 92a" applies_to_entities: [] topics: - prudential - banking - own_funds - capital_buffers - recovery_resolution keywords: - API - POS - institution - own funds - resolution authority - resolution entity - g-sii - bail-in tool - group - im 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 93 - target: Article 94 - target: Article 92 paragraph: "3" - target: Article 429 paragraph: "4" external_references: - instrument_type: directive reference: "2014/59" recitals: [] - article_number: 92b article_title: Requirement for own funds and eligible liabilities for non-EU G-SIIs chunk_file: /crr/chunks/crr_t01_ch01_required_level_of_own_funds.md path: "Title I > Chapter 1 > Article 92b" applies_to_entities: - member_states topics: - prudential - banking - own_funds - liability - capital_buffers keywords: - liability - POS - institution - parent undertaking - own funds - g-sii - non-eu g-sii - group - im 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 92a external_references: - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2014/59" 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 - credit institution - institution - control - initial capital - own funds - im 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 - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk - market_risk - fair_value keywords: - transaction - POS - data - ITS - EBA - institution - competent authority - market value - trading book - internal hedge - own funds - im - market risk 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: "4" - target: Article 92 paragraph: "5" - target: Article 104 - target: Article 106 paragraph: "3" - target: Article 102 paragraph: "3" - target: Article 102 paragraph: "4" - target: Article 103 - target: Article 104b - target: Article 273a - target: Article 325a - target: Article 279a paragraph: "3" external_references: - instrument_type: directive reference: "2013/36/EU" - 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 - own_funds keywords: - POS - system - institution - control - trading book - internal hedge - own funds - market risk - trading desk 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 103 - target: Article 104 - target: Article 104a - target: Article 325 paragraph: "1" - 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 - own_funds keywords: - fraud - POS - ITS - institution - senior management - control - trading book - own funds - im - trading desk 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 104a 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: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - market_risk - liability - competent_authorities - own_funds - credit_risk - securitisation - internal_control keywords: - liability - transaction - POS - ATM - settlement - ITS - EBA - institution - ciu - control - competent authority - securitisation - positions held with trading intent - trading book - own funds - profit - group - securities financing transaction 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 102 - target: Article 325 paragraph: "6" - target: Article 325 paragraph: "7" - target: Article 325 paragraph: "8" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 104a article_title: Reclassification of a position chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 104a" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - market_risk - competent_authorities - own_funds - governance keywords: - POS - ITS - EBA - guidelines - institution - management body - competent authority - trading book - own funds - im 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 104 - target: Article 92 - target: Article 104 paragraph: "2" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 104b article_title: Requirements for trading desk chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 104b" applies_to_entities: - competent_authorities topics: - prudential - banking - market_risk - own_funds - governance - remuneration keywords: - POS - RTS - ITS - institution - management body - competent authority - trading book - own funds - profit - im - market risk - foreign exchange risk - commodity risk - trading desk 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 325 paragraph: "1" external_references: [] recitals: [] - article_number: 104c article_title: Treatment of foreign exchange risk hedges of capital ratios chunk_file: /crr/chunks/crr_t01_ch03_trading_book.md path: "Title I > Chapter 3 > Article 104c" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - market_risk - competent_authorities - own_funds - risk_management keywords: - API - POS - ATM - ITS - EBA - institution - competent authority - own funds - im - market risk - foreign exchange risk 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 92 paragraph: "1" - target: Article 325 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" 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 - financial_statements - fair_value keywords: - API - POS - ATM - third party - system - ITS - EBA - guidelines - reporting - institution - management body - senior management - control - financial instrument - operational risk - model 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 external_references: - 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: - transaction - SEPA - POS - third party - ITS - institution - funded credit protection - unfunded credit protection - trading book - internal hedge - own funds - im - market risk - trading desk 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: "4" - target: Article 325 paragraph: "1" - target: Article 104 - target: Article 104b - target: Article 383 - target: Article 386 - target: Article 325c paragraph: "2" - target: Article 325e paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" 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 - financial_entities topics: - prudential - banking - authorisation - credit_risk - counterparty_credit_risk - derivatives_clearing - committee_procedure - implementing_acts keywords: - POS - ATM - credit institution - investment firm - institution - financial institution - central counterparty - ccp - default fund - trade exposure - im 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: "4" - target: Article 464 paragraph: "2" external_references: [] recitals: [] - article_number: 108 article_title: Use of credit risk mitigation techniques under the Standardised Approach and the IRB Approach for credit risk and dilution risk chunk_file: /crr/chunks/crr_t02_ch01_general_principles.md path: "Title II > Chapter 1 > Article 108" applies_to_entities: - member_states - competent_authorities - european_banking_authority topics: - prudential - banking - competent_authorities - own_funds - credit_risk - insurance keywords: - POS - ATM - consent - ITS - EBA - institution - insurance undertaking - financial sector entity - competent authority - dilution risk - pd - lgd - credit risk mitigation - funded credit protection - unfunded credit protection - residential property - ecai - nominated ecai - own funds - im 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 92 paragraph: "4" - target: Article 36 paragraph: "1" - target: Article 62 - target: Article 124 - target: Article 125 - target: Article 147 paragraph: "2" - target: Article 201 external_references: [] recitals: [] - article_number: 109 article_title: Treatment of securitisation positions 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: 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: 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 - funds for general banking risk 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 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 110a article_title: Monitoring of contractual arrangements that are not commitments chunk_file: /crr/chunks/crr_t02_ch01_general_principles.md path: "Title II > Chapter 1 > Article 110a" 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: [] external_references: [] 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: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk - market_risk keywords: - transaction - POS - settlement - ITS - EBA - institution - funded credit protection - trading book - credit risk adjustment - own funds - securities financing transaction - im 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 110 - target: Article 34 - target: Article 36 paragraph: "1" - target: Article 223 - target: Article 224 external_references: - instrument_type: regulation reference: "1093/2010" 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 - collective investment undertaking - ciu - central banks - securitisation - securitisation position - im 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 - ATM - system - scheme - ITS - credit institution - institution - parent undertaking - subsidiary - financial institution - control - ecai - nominated ecai - own funds - profit - im 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 72e paragraph: "5" - target: Article 178 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/34/EU" 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 - ecai - nominated ecai - im 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 464 paragraph: "2" external_references: [] recitals: [] - 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 - ecai - nominated ecai - im 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 136 - target: Article 464 paragraph: "2" external_references: [] 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_banking_authority - european_commission topics: - prudential - banking - credit_risk - committee_procedure - implementing_acts keywords: - POS - ATM - data - EBA - institution - public sector entity - ecai - nominated ecai - im 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 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 - ecai - nominated ecai - im 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 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 keywords: - POS - institution - financial institution - ecai - nominated ecai - im 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 120 - target: Article 121 external_references: - instrument_type: regulation reference: "2019/2033" 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 - ecai - nominated ecai - im 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: - financial_entities topics: - prudential - banking - own_funds - credit_risk - leverage_ratio - risk_assessment - financial_statements keywords: - API - POS - branch - RTS - ITS - institution - financial institution - leverage - ecai - nominated ecai - own funds - im 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 92 paragraph: "1" - target: Article 458 paragraph: "2" - target: Article 459 - target: Article 119 paragraph: "5" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 122 article_title: Exposures to corporates chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 122" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ecai - 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: 122a article_title: Specialised lending exposures chunk_file: /crr/chunks/crr_t02_ch02_p1_standardised_approach_part_1.md path: "Title II > Chapter 2 > Article 122a" applies_to_entities: - credit_institutions - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk keywords: - API - SEPA - POS - security - consent - ITS - EBA - institution - public sector entity - control - residential property - commercial immovable property - ecai - nominated ecai - own funds - im 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 112 - target: Article 501a - target: Article 114 - target: Article 115 - target: Article 116 external_references: - instrument_type: regulation reference: "1093/2010" 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: - european_banking_authority topics: - prudential - banking - credit_risk - risk_management keywords: - transfer - POS - ATM - ITS - EBA - guidelines - institution - parent undertaking - group of connected clients - property value - residential property - group - im - transactor exposure 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: "1093/2010" recitals: [] - article_number: 123a article_title: Exposures with a currency mismatch chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 123a" applies_to_entities: - member_states topics: - prudential - banking - credit_risk keywords: - POS - ITS - institution - financial instrument - residential property - im 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 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 - own_funds - credit_risk - market_risk keywords: - transaction - SEPA - POS - ATM - data - third party - RTS - ITS - EBA - notification - institution - public sector entity - competent authority - funded credit protection - unfunded credit protection - property value - residential property - commercial immovable property - ipre exposure - non-ipre exposure contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 125 paragraph: "1" - target: Article 125 paragraph: "2" - target: Article 126 paragraph: "1" - target: Article 126 paragraph: "2" - target: Article 115 paragraph: "2" - target: Article 116 paragraph: "4" - target: Article 208 - target: Article 229 paragraph: "1" - target: Article 110 - target: Article 34 - target: Article 36 paragraph: "1" - target: Article 196 - target: Article 206 - target: Article 195 - target: Article 205 - target: Article 125 - target: Article 458 - target: Article 430a - target: Article 126 - target: Article 199 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 125 article_title: Exposures 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 - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - POS - ATM - data - ITS - EBA - institution - competent authority - property value - residential property - exposure secured by residential property - im 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 124 paragraph: "2" - target: Article 124 paragraph: "9" - target: Article 430a paragraph: "3" - target: Article 430a paragraph: "1" - target: Article 107 paragraph: "4" external_references: [] recitals: [] - article_number: 126 article_title: Exposures 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 - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - POS - ATM - data - ITS - EBA - institution - competent authority - property value - residential property - commercial immovable property - ipre exposure - non-ipre exposure - exposure secured by commercial immovable property - im 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 124 paragraph: "2" - target: Article 124 paragraph: "9" - target: Article 430a paragraph: "3" - target: Article 430a paragraph: "1" - target: Article 107 paragraph: "4" - target: Article 125 paragraph: "2" external_references: [] recitals: [] - article_number: 126a article_title: "Land acquisition, development and construction exposures" chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 126a" applies_to_entities: - european_banking_authority topics: - prudential - banking - credit_risk keywords: - POS - ITS - EBA - guidelines - institution - property value - residential property - "land acquisition, development and construction exposures" - profit 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" - instrument_type: regulation reference: "1093/2010" 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 - own_funds - credit_risk keywords: - POS - institution - credit risk mitigation - residential property - commercial immovable property - ipre exposure - non-ipre exposure - credit risk adjustment - own funds - im 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 36 paragraph: "1" - target: Article 125 - target: Article 126 external_references: [] recitals: [] - article_number: 128 article_title: Subordinated debt exposures chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 128" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk keywords: - POS - ATM - institution - own funds - own funds instruments - im 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 133 paragraph: "1" - target: Article 72b - target: Article 72e paragraph: "5" external_references: [] 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 - insurance keywords: - POS - ATM - consent - ITS - EBA - credit institution - institution - insurance undertaking - financial institution - escb central banks - central banks - mortgage lending value - property value - residential property - commercial immovable property - market value - ecai - nominated ecai - im 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 121 - target: Article 208 - target: Article 208 paragraph: "3" - target: Article 229 paragraph: "1" - target: Article 136 external_references: [] 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 - ecai - 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: Own funds requirements for 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: - credit_institutions - competent_authorities - financial_entities topics: - prudential - banking - authorisation - own_funds - credit_risk - investment_funds - prospectus - fair_value keywords: - transfer - POS - ATM - data - access - third party - ITS - reporting - institution - ciu - financial institution - competent authority - market value - own funds - im 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 132a paragraph: "1" - target: Article 132a paragraph: "2" - target: Article 132b paragraph: "2" - target: Article 132a - target: Article 111 - target: Article 132c external_references: - 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: "2011/61/EU" - instrument_type: directive reference: "2011/61/EU" - instrument_type: directive reference: "2011/61/EU" - instrument_type: directive reference: "2011/61/EU" recitals: [] - article_number: 132a article_title: Approaches for calculating risk-weighted exposure amounts of CIUs chunk_file: /crr/chunks/crr_t02_ch02_p2_standardised_approach_part_2.md path: "Title II > Chapter 2 > Article 132a" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk keywords: - POS - ITS - EBA - institution - ciu - leverage - own funds - im 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 132 paragraph: "3" - target: Article 92 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 132b article_title: Exclusions from the approaches for calculating risk-weighted exposure amounts of CIUs chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 132b" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk keywords: - POS - ATM - ITS - institution - ciu - sponsor 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 132 - target: Article 36 paragraph: "1" - target: Article 56 - target: Article 66 - target: Article 72e - target: Article 133 paragraph: "5" - target: Article 133 external_references: [] recitals: [] - article_number: 132c article_title: Treatment of off-balance-sheet exposures to CIUs chunk_file: /crr/chunks/crr_t02_ch02_p3_standardised_approach_part_3.md path: "Title II > Chapter 2 > Article 132c" applies_to_entities: [] topics: - prudential - banking - credit_risk - investment_funds - investor_protection keywords: - supervision - transfer - POS - ATM - ITS - institution - ciu - consolidated basis - conversion factor - market value - leverage - im 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 111 - target: Article 132a - target: Article 325l paragraph: "2" - target: Article 132 external_references: - instrument_type: directive reference: "2009/65/EC" - instrument_type: directive reference: "2009/65" - instrument_type: directive reference: "2011/61/EU" - instrument_type: directive reference: "2009/65/EC" - instrument_type: directive reference: "2009/65/EC" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2002/87/EC" - instrument_type: directive reference: "2014/65/EU" 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: - credit_institutions - competent_authorities topics: - prudential - banking - own_funds - credit_risk - securitisation - fair_value keywords: - API - POS - settlement - ITS - credit institution - institution - senior management - competent authority - central banks - securitisation - own funds - im 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 429a paragraph: "2" 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 - gold bullion - repurchase agreement - im 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 - european_commission topics: - prudential - banking - credit_risk keywords: - POS - ITS - EBA - esg risk - 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: [] external_references: - instrument_type: regulation reference: "1060/2009" - instrument_type: regulation reference: "1060/2009" - 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 - ecai - im 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: "1094/2010" - instrument_type: regulation reference: "1095/2010" 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 - im 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 - sponsor - ecai - nominated ecai - im 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 121 external_references: [] 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 - group 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: - transfer - POS - institution - participation 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 117 paragraph: "2" 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 topics: - prudential - banking - credit_risk - financial_statements - consolidation - committee_procedure - implementing_acts keywords: - SCA - SEPA - POS - ATM - data - system - ITS - institution - parent undertaking - financial sector entity - control - consolidated basis - probability of default - pd - lgd - conversion factor - credit conversion factor - funded credit protection - unfunded credit protection - group 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 147 paragraph: "2" - target: Article 143 - target: Article 108 paragraph: "3" - target: Article 192 - target: Article 111 paragraph: "2" - target: Article 464 paragraph: "2" external_references: - instrument_type: regulation reference: "2019/2033" - instrument_type: directive reference: "2009/138/EC" 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 - lgd - im 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: [] external_references: - 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 - lgd - conversion factor - own funds - im 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 430 external_references: - 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 - lgd - conversion factor - im 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 - im 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 exposures to exposure 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 - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - credit_risk - securitisation keywords: - SEPA - POS - ATM - ITS - EBA - institution - ciu - parent undertaking - financial institution - control - group of connected clients - central banks - pd - lgd - securitisation - securitisation position - property value - residential property - group - im 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 117 paragraph: "2" - target: Article 118 - target: Article 115 - target: Article 117 - target: Article 119 paragraph: "5" - target: Article 108 paragraph: "4" - target: Article 108 paragraph: "5" - target: Article 133 paragraph: "1" - target: Article 166 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" 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: - competent_authorities topics: - prudential - banking - competent_authorities - own_funds - credit_risk keywords: - SCA - POS - system - ITS - institution - parent undertaking - competent authority - lgd - own funds - group - im 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: "1" - target: Article 147 paragraph: "2" - target: Article 150 external_references: [] 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 - lgd - conversion factor - own funds - im 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 - financial_entities topics: - prudential - banking - credit_risk keywords: - POS - branch - ITS - EBA - guidelines - institution - parent undertaking - subsidiary - ancillary services undertaking - asset management company - financial holding company - mixed financial holding company - financial institution - competent authority - central banks - group - im 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 147 paragraph: "2" - target: Article 114 paragraph: "2" - target: Article 113 paragraph: "7" - target: Article 115 paragraph: "3" external_references: - instrument_type: directive reference: "2013/34/EU" - 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 - ciu - competent authority - dilution risk - pd - lgd - own funds - im 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 147 paragraph: "2" - target: Article 72e paragraph: "5" - target: Article 157 - target: Article 152 - target: Article 158 paragraph: "1" - target: Article 153 paragraph: "5" - target: Article 143 - target: Article 166 paragraph: "8" - target: Article 161 paragraph: "1" 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 - financial_entities topics: - prudential - banking - own_funds - credit_risk - securitisation keywords: - POS - ATM - data - access - third party - RTS - ITS - institution - ciu - financial institution - competent authority - securitisation - securitisation position - 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 132 paragraph: "3" - target: Article 92 paragraph: "4" - target: Article 147 paragraph: "2" - target: Article 254 - target: Article 132a paragraph: "2" - target: Article 132b paragraph: "2" - target: Article 132 paragraph: "2" - target: Article 132a paragraph: "1" - target: Article 132 paragraph: "5" - target: Article 132 paragraph: "6" - target: Article 132b - target: Article 132c external_references: [] recitals: [] - article_number: 153 article_title: "Risk-weighted exposure amounts for exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, exposures to institutions and exposures to corporates" 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 topics: - prudential - banking - credit_risk keywords: - refund - transaction - POS - ATM - security - ITS - EBA - institution - sponsor - central banks - pd - lgd - group - im 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 162 - target: Article 184 - target: Article 154 paragraph: "5" external_references: - 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 topics: - prudential - banking - competent_authorities - credit_risk keywords: - API - refund - SEPA - POS - ATM - third party - ITS - EBA - institution - pd - residential property - im 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 181 paragraph: "1" - target: Article 184 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_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 156" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - gold bullion - im 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_p1_internal_ratings_based_approach_part_1.md path: "Title II > Chapter 3 > Article 157" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - credit_risk keywords: - POS - EBA - institution - competent authority - dilution risk - pd - lgd - credit risk mitigation - im 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 153 paragraph: "1" - target: Article 160 paragraph: "4" external_references: - instrument_type: regulation reference: "1093/2010" 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 - ciu - central banks - dilution risk - pd - lgd - im 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: "5" - target: Article 132c paragraph: "3" external_references: [] recitals: [] - article_number: 159 article_title: "Treatment of expected loss amounts, IRB shortfall and IRB excess" 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 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 110 - target: Article 34 - target: Article 36 paragraph: "1" - target: Article 166 paragraph: "1" external_references: [] recitals: [] - article_number: 159a article_title: "Non-application of PD, LGD and CCF input floors" chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 159a" applies_to_entities: - credit_institutions topics: - prudential - banking keywords: - POS - pd - lgd 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 160 - target: Article 161 - target: Article 164 - target: Article 166 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 topics: - prudential - banking - credit_risk keywords: - POS - ITS - institution - competent authority - dilution risk - probability of default - pd - lgd - funded credit protection - unfunded credit protection - im 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 147 paragraph: "2" - target: Article 153 - target: Article 157 - target: Article 158 paragraph: "1" - target: Article 158 paragraph: "5" - target: Article 158 paragraph: "10" - target: Article 143 - target: Article 183 - target: Article 161 paragraph: "3" external_references: [] 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: - POS - ATM - data - ITS - institution - competent authority - central banks - dilution risk - pd - loss given default - lgd - funded credit protection - fcp - unfunded credit protection - residential property - commercial immovable property - im 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 183 - target: Article 147 paragraph: "2" - target: Article 153 paragraph: "1" - target: Article 157 - target: Article 158 paragraph: "1" - target: Article 158 paragraph: "5" - target: Article 158 paragraph: "10" - target: Article 230 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: - competent_authorities topics: - prudential - banking - own_funds - credit_risk keywords: - transaction - transfer - POS - settlement - ITS - investment firm - institution - competent authority - pd - lgd - trade finance - repurchase transaction - own funds - securities financing transaction - im - revolving 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 384 paragraph: "2" - target: Article 224 paragraph: "2" - target: Article 143 - target: Article 382a paragraph: "1" - target: Article 153 paragraph: "1" - target: Article 92 paragraph: "4" 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 - probability of default - pd - lgd - funded credit protection - unfunded credit protection - im 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 154 - target: Article 157 - target: Article 158 paragraph: "1" - target: Article 158 paragraph: "5" - target: Article 158 paragraph: "10" - target: Article 143 - target: Article 183 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 - credit_risk keywords: - POS - data - RTS - ITS - EBA - notification - institution - competent authority - dilution risk - pd - loss given default - lgd - funded credit protection - fcp - unfunded credit protection - residential property - commercial immovable property - exposure secured by residential property - im contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 143 - target: Article 183 - target: Article 154 paragraph: "1" - target: Article 157 - target: Article 158 paragraph: "1" - target: Article 158 paragraph: "5" - target: Article 158 paragraph: "10" - target: Article 230 - target: Article 161 paragraph: "6" - target: Article 458 - target: Article 430a external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 166 article_title: "Exposures to corporates, institutions, central governments and central banks, regional governments, local authorities and public sector entities 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 topics: - prudential - banking - own_funds - credit_risk - securitisation - financial_statements keywords: - transaction - POS - settlement - ITS - institution - competent authority - central banks - dilution risk - conversion factor - credit risk mitigation - funded credit protection - unfunded credit protection - securitisation - repurchase transaction - credit risk adjustment - own funds - im 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" - target: Article 111 - target: Article 147 paragraph: "2" - target: Article 153 paragraph: "1" - target: Article 157 - target: Article 158 paragraph: "1" - target: Article 158 paragraph: "5" - target: Article 158 paragraph: "10" external_references: [] recitals: [] - article_number: 168 article_title: 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 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_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 169" applies_to_entities: - european_banking_authority topics: - prudential - banking keywords: - SCA - transaction - POS - system - EBA - guidelines - institution - im 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: "1093/2010" recitals: [] - article_number: 170 article_title: Structure of rating systems chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.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 - pd - lgd - funded credit protection - unfunded credit protection - own funds - group - im 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: "5" external_references: [] recitals: [] - article_number: 171 article_title: Assignment to grades or pools chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.md path: "Title II > Chapter 3 > Article 171" applies_to_entities: [] topics: - prudential - banking keywords: - POS - system - ITS - institution - im 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: 172 article_title: Assignment of exposures chunk_file: /crr/chunks/crr_t02_ch03_p2_internal_ratings_based_approach_part_2.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 - lgd - conversion factor - group - im 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 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_p2_internal_ratings_based_approach_part_2.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 - pd - lgd - 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: [] external_references: - 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 - own_funds keywords: - POS - data - ITS - institution - own funds - im 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: 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 - im 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 - pd - lgd - conversion factor - im 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 161 paragraph: "1" 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: - european_banking_authority topics: - prudential - banking - supervision - capital_requirements - credit_risk keywords: - API - POS - ITS - EBA - guidelines - institution - esg risk - physical risk - transition risk - im 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" recitals: [] - article_number: 178 article_title: Default of an obligor or credit facility 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 - parent undertaking - competent authority - pd - im 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 47b external_references: - 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 - pd - lgd - conversion factor - im 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 - pd - lgd - one-year default rate - leverage - ecai - im 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 181 paragraph: "1" - target: Article 178 - target: Article 174 - target: Article 143 - target: Article 178 paragraph: "1" external_references: - 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_p3_internal_ratings_based_approach_part_3.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 - ATM - data - system - ITS - EBA - guidelines - institution - control - competent authority - central banks - pd - lgd - conversion factor - funded credit protection - unfunded credit protection - market value - im 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 142 paragraph: "1" 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_p3_internal_ratings_based_approach_part_3.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 - ITS - EBA - guidelines - institution - competent authority - central banks - lgd - conversion factor - im 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: [] 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 unfunded credit protection for exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, and exposures to corporates, where own estimates of LGD are used and for retail exposures" chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 183" applies_to_entities: - credit_institutions topics: - prudential - banking - fraud_prevention - credit_risk keywords: - fraud - POS - system - institution - control - central banks - pd - lgd - funded credit protection - unfunded credit protection - reference obligation - im 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 171 - target: Article 172 - target: Article 173 - target: Article 236a - target: Article 216 paragraph: "2" external_references: [] recitals: [] - article_number: 184 article_title: Requirements for purchased receivables chunk_file: /crr/chunks/crr_t02_ch03_p3_internal_ratings_based_approach_part_3.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 - servicer - im 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_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 185" applies_to_entities: [] topics: - prudential - banking keywords: - POS - data - system - institution - pd - lgd - conversion factor - im 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_p3_internal_ratings_based_approach_part_3.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 - lgd - conversion factor - im 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_p3_internal_ratings_based_approach_part_3.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 - im 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_p3_internal_ratings_based_approach_part_3.md path: "Title II > Chapter 3 > Article 191" applies_to_entities: [] topics: - prudential - banking - internal_control keywords: - system - ITS - institution - pd - lgd - conversion factor - im 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 - ciu - pd - lgd - im 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 236a 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 - im 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 topics: - prudential - banking - credit_risk - risk_assessment keywords: - transaction - POS - ITS - institution - control - competent authority - credit risk mitigation - funded credit protection - unfunded credit protection - repurchase transaction - im 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 197 - target: Article 198 - target: Article 199 - target: Article 200 - target: Article 201 - target: Article 203 - target: Article 204 external_references: [] 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 - im 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 - investment firm - institution - ciu - central banks - cash assimilated instrument - gold bullion - securitisation - securitisation position - resecuritisation - recognised exchange - ecai - im 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 261 - target: Article 264 - 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 132a paragraph: "1" - target: Article 152 paragraph: "2" - target: Article 132a paragraph: "2" - 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: "1095/2010" 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: - POS - ITS - institution - ciu - recognised exchange - im 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" - target: Article 132a paragraph: "1" - target: Article 132a paragraph: "2" 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: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - credit_risk - authorisation - competent_authorities - beneficial_ownership keywords: - transaction - POS - ATM - access - third party - ITS - EBA - credit institution - institution - financial institution - participation - competent authority - securitisation - property value - residential property - commercial immovable property - im 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: "9" - target: Article 430a paragraph: "1" - target: Article 107 paragraph: "4" - target: Article 429a paragraph: "2" - target: Article 429a paragraph: "3" - target: Article 119 paragraph: "5" - target: Article 210 - target: Article 230 paragraph: "2" - target: Article 211 external_references: - instrument_type: directive reference: "2013/36/EU" 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 - investment firm - institution - funded credit protection - cash assimilated instrument - im 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 - financial_entities topics: - prudential - banking - credit_risk - securitisation keywords: - POS - institution - parent undertaking - financial institution - financial sector entity - central banks - funded credit protection - unfunded credit protection - securitisation - ecai - nominated ecai - im 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 118 - target: Article 116 - target: Article 119 paragraph: "5" - target: Article 142 paragraph: "1" external_references: [] 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 - im 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: 204a article_title: Eligible types of equity derivatives chunk_file: /crr/chunks/crr_t02_ch04_p2_credit_risk_mitigation_part_2.md path: "Title II > Chapter 4 > Article 204a" 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 - im 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: 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 - im 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 - im 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 - market value - repurchase transaction - group - im 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: - member_states topics: - prudential - banking - credit_risk - liability - own_funds keywords: - transaction - POS - data - system - institution - lgd - property value - residential property - commercial immovable property - own funds - im 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 185 - target: Article 92 paragraph: "5" - target: Article 92 paragraph: "3" 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 - im 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: - member_states topics: - prudential - banking - credit_risk - liability keywords: - transaction - POS - security - institution - funded credit protection - market value - im 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 - lgd - credit risk mitigation - market value - im 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 - im 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 - fraud_prevention keywords: - fraud - POS - system - ITS - institution - control - funded credit protection - unfunded credit protection - im 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 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 - im 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 - competent authority - funded credit protection - unfunded credit protection - im 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_p3_credit_risk_mitigation_part_3.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 - im 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: 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 keywords: - POS - ITS - institution - funded 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: [] external_references: [] recitals: [] - article_number: 220 article_title: Using the Supervisory 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 - security - settlement - institution - repurchase agreement - repurchase transaction - group - securities financing transaction - im - foreign exchange risk 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 223 - target: Article 224 - target: Article 225 - target: Article 226 - target: Article 227 - 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 - data - system - RTS - ITS - EBA - reporting - institution - senior management - control - competent authority - pd - repurchase transaction - securities financing transaction - im 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 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" external_references: - 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 keywords: - transaction - POS - ITS - institution - central banks - cash assimilated instrument - market value - repurchase transaction - own funds - im 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: "2" - 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 keywords: - transaction - POS - settlement - institution - market value - im 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 - target: Article 226 - target: Article 227 - target: Article 220 - target: Article 221 - target: Article 111 paragraph: "2" - 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 - investment firm - institution - ciu - gold bullion - securitisation - securitisation position - recognised exchange - repurchase transaction - im 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: [] 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 - institution - im 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 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 - investment firm - institution - ciu - central banks - repurchase transaction - leverage - ecai - financial undertaking - im 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 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 under the Financial Collateral Comprehensive method for exposures treated under the Standardised Approach 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 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: "2" external_references: [] recitals: [] - article_number: 229 article_title: Valuation principles for eligible collateral other than financial collateral chunk_file: /crr/chunks/crr_t02_ch04_p3_credit_risk_mitigation_part_3.md path: "Title II > Chapter 4 > Article 229" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - transaction - POS - data - ITS - EBA - institution - physical risk - property value - residential property - commercial immovable property - market value - im 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 208 paragraph: "3" - target: Article 124 paragraph: "6" - target: Article 125 paragraph: "1" - target: Article 126 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 230 article_title: Calculating risk-weighted exposure amounts and expected loss amounts for an exposure with an eligible funded credit protection under the IRB Approach chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 230" applies_to_entities: - member_states topics: - prudential - banking - credit_risk keywords: - transaction - POS - ATM - ITS - institution - lgd - funded credit protection - fcp - residential property - commercial immovable property - im 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 220 - target: Article 223 paragraph: "3" - target: Article 223 - target: Article 224 - target: Article 225 - target: Article 226 - target: Article 227 - target: Article 161 paragraph: "1" - target: Article 124 paragraph: "9" - target: Article 125 paragraph: "1" - target: Article 126 paragraph: "1" - target: Article 199 paragraph: "3" - target: Article 220 paragraph: "4" external_references: [] recitals: [] - article_number: 231 article_title: Calculating risk-weighted exposure amounts and expected loss amounts in the case of pools of eligible funded credit protection for an exposure treated under the IRB Approach 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: - POS - institution - lgd - funded credit protection - fcp - im 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 230 - target: Article 230 paragraph: "1" - target: Article 230 paragraph: "2" 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 - ITS - institution - lgd - funded credit protection - cash assimilated instrument - im 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 - im - foreign exchange 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 224 - 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 substitution approach where the guaranteed exposure is treated 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 - market_risk keywords: - POS - ATM - RTS - ITS - institution - funded credit protection - unfunded credit protection - foreign exchange risk 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: "2" - target: Article 233 paragraph: "3" - target: Article 114 paragraph: "4" - target: Article 114 paragraph: "7" external_references: [] recitals: [] - article_number: 235a article_title: Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach and a comparable direct exposure to the protection provider is treated under the Standardised Approach chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 235a" applies_to_entities: - credit_institutions topics: - prudential - banking - credit_risk - own_funds - market_risk keywords: - POS - ATM - RTS - institution - funded credit protection - unfunded credit protection - trading book - credit risk adjustment - own funds - foreign exchange risk 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 233 paragraph: "3" - target: Article 114 paragraph: "4" - target: Article 114 paragraph: "7" - target: Article 159 - target: Article 34 - target: Article 36 paragraph: "1" external_references: [] recitals: [] - article_number: 236 article_title: Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach without the use of own estimates of LGD and a comparable direct exposure to the protection provider is treated 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 - own_funds - market_risk keywords: - POS - ITS - institution - pd - lgd - funded credit protection - unfunded credit protection - trading book - credit risk adjustment - own funds - im - foreign exchange risk 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 161 paragraph: "1" - target: Article 162 - target: Article 153 paragraph: "5" - target: Article 153 - target: Article 158 - target: Article 159 - target: Article 34 - target: Article 36 paragraph: "1" - target: Article 233 paragraph: "3" - target: Article 166 paragraph: "8" external_references: [] recitals: [] - article_number: 236a article_title: Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach using own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB Approach chunk_file: /crr/chunks/crr_t02_ch04_p4_credit_risk_mitigation_part_4.md path: "Title II > Chapter 4 > Article 236a" applies_to_entities: [] topics: - prudential - banking - credit_risk - own_funds - market_risk keywords: - POS - ITS - institution - pd - lgd - funded credit protection - unfunded credit protection - trading book - credit risk adjustment - own funds - im 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 235a paragraph: "1" - target: Article 162 - target: Article 161 paragraph: "1" - target: Article 153 paragraph: "5" - target: Article 153 - target: Article 158 - target: Article 159 - target: Article 34 - target: Article 36 paragraph: "1" 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 - im 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 - im 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: 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: - member_states topics: - prudential - banking - securitisation - credit_risk - financial_statements keywords: - API - transaction - POS - ITS - institution - originator - securitisation - securitisation position - credit enhancement - tranche - profit - im - revolving exposure 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: - instrument_type: regulation reference: "2017/2402" - instrument_type: regulation reference: "2017/2402" recitals: [] - article_number: 243 article_title: Criteria for STS securitisations qualifying for differentiated capital treatment chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 243" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk - insurance - reinsurance keywords: - API - transaction - POS - ATM - security - third party - investment firm - institution - insurance undertaking - reinsurance undertaking - originator - sponsor - original lender - group of connected clients - credit risk mitigation - securitisation - group - im 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 260 - target: Article 262 - target: Article 264 - target: Article 201 paragraph: "1" - target: Article 248 paragraph: "3" - target: Article 265 - target: Article 129 paragraph: "1" - target: Article 229 paragraph: "1" external_references: [] recitals: [] - article_number: 244 article_title: Traditional securitisation chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 244" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - securitisation - competent_authorities - own_funds - credit_risk keywords: - API - transaction - transfer - POS - ITS - EBA - institution - originator - sponsor - control - securitisation - securitisation position - credit enhancement - tranche - own funds - im 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 36 paragraph: "1" - target: Article 462 external_references: - instrument_type: regulation reference: "2017/2402" recitals: [] - article_number: 245 article_title: Synthetic securitisation chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 245" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - securitisation - competent_authorities - own_funds - credit_risk keywords: - API - transaction - transfer - POS - ITS - EBA - institution - originator - sponsor - funded credit protection - unfunded credit protection - securitisation - securitisation position - credit enhancement - tranche - own funds - im 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 251 - target: Article 252 - target: Article 36 paragraph: "1" - target: Article 249 - target: Article 462 external_references: [] recitals: [] - article_number: 246 article_title: Operational requirements for early amortisation provisions chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 246" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - transfer - POS - institution - originator - securitisation - im - revolving exposure 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 244 - target: Article 245 external_references: [] recitals: [] - article_number: 247 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 247" applies_to_entities: [] topics: - prudential - banking - securitisation - own_funds - credit_risk keywords: - transaction - transfer - SEPA - POS - ITS - institution - originator - 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: - target: Article 251 - target: Article 252 - target: Article 36 paragraph: "1" - target: Article 92 paragraph: "3" - target: Article 248 - target: Article 270a external_references: [] recitals: [] - article_number: 248 article_title: Exposure value 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 - european_commission topics: - prudential - banking - securitisation - own_funds - credit_risk - market_risk - counterparty_credit_risk - financial_statements keywords: - API - refund - transaction - POS - RTS - ITS - EBA - institution - originator - competent authority - conversion factor - securitisation - securitisation position - credit enhancement - applicable accounting framework - trading book - credit risk adjustment - own funds - im 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 110 - target: Article 36 paragraph: "1" - target: Article 270c external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 249 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 249" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - transaction - SEPA - POS - ITS - institution - pd - credit risk mitigation - funded credit protection - unfunded credit protection - securitisation - securitisation position - sspe - market value - ecai - im 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 201 paragraph: "1" - target: Article 136 - target: Article 263 paragraph: "7" external_references: [] recitals: [] - article_number: 250 article_title: Implicit support chunk_file: /crr/chunks/crr_t02_ch05_p1_securitisation_part_1.md path: "Title II > Chapter 5 > Article 250" 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 - competent authority - securitisation - securitisation position - trading book - own funds - im 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 247 paragraph: "1" - target: Article 247 paragraph: "2" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 251 article_title: Originator institutions’ calculation of risk-weighted exposure amounts securitised in a synthetic securitisation 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 - 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 252 - target: Article 249 external_references: [] recitals: [] - article_number: 252 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 252" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - transfer - POS - ATM - institution - originator - securitisation - securitisation position - im 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 251 - target: Article 92 paragraph: "4" external_references: [] recitals: [] - article_number: 253 article_title: Reduction in risk-weighted exposure amounts 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 - own_funds - capital_requirements - credit_risk keywords: - API - POS - institution - funded credit protection - securitisation - securitisation position - im 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 249 - target: Article 268 external_references: [] recitals: [] - article_number: 254 article_title: Hierarchy of methods chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 254" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - securitisation - competent_authorities - credit_risk keywords: - API - transaction - POS - ITS - EBA - guidelines - notification - institution - competent authority - securitisation - securitisation position - im 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 258 - target: Article 259 - target: Article 260 - target: Article 261 - target: Article 262 - target: Article 263 - target: Article 264 - target: Article 266 - target: Article 265 - target: Article 265 paragraph: "2" - target: Article 269 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 255 article_title: Determination of KIRB and KSA chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 255" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - securitisation - own_funds - credit_risk keywords: - API - SEPA - POS - ATM - data - EBA - guidelines - institution - originator - dilution risk - pd - lgd - securitisation - securitisation position - sspe - tranche - credit risk adjustment - own funds - im 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 34 - target: Article 110 external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 256 article_title: Determination of attachment point (A) and detachment point (D) chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 256" applies_to_entities: [] topics: - prudential - banking - securitisation keywords: - transaction - POS - RTS - ITS - institution - originator - securitisation - securitisation position - credit enhancement - tranche - im 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 248 paragraph: "1" external_references: [] recitals: [] - article_number: 257 article_title: Determination of tranche maturity (MT) chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 257" applies_to_entities: - european_banking_authority topics: - prudential - banking - securitisation keywords: - POS - EBA - guidelines - institution - securitisation - securitisation position - tranche - im - revolving 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 258 article_title: Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA) chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 258" applies_to_entities: - competent_authorities topics: - prudential - banking - securitisation - credit_risk keywords: - transaction - POS - institution - securitisation - securitisation position - credit enhancement - tranche - im 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: 259 article_title: Calculation of risk-weighted exposure amounts under the SEC-IRBA chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 259" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - API - transaction - SEPA - POS - institution - dilution risk - lgd - securitisation - securitisation position - tranche - im - market risk 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 248 - target: Article 255 - target: Article 256 - target: Article 257 - target: Article 258 paragraph: "1" external_references: [] recitals: [] - article_number: 260 article_title: Treatment of STS securitisations under the SEC-IRBA 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 - credit_risk keywords: - POS - ATM - securitisation - securitisation position - im 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 259 external_references: [] recitals: [] - article_number: 261 article_title: Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) 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: - API - POS - institution - securitisation - securitisation position - im - market risk 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 248 - target: Article 256 - target: Article 255 external_references: [] recitals: [] - article_number: 262 article_title: Treatment of STS securitisations under the SEC-SA chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 262" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ATM - 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: - target: Article 261 external_references: [] recitals: [] - article_number: 263 article_title: Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 263" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - pd - securitisation - securitisation position - credit enhancement - tranche - im - market risk 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 248 - target: Article 257 - target: Article 256 external_references: [] recitals: [] - article_number: 264 article_title: Treatment of STS securitisations under the SEC-ERBA chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 264" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ATM - 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 263 - target: Article 263 paragraph: "7" - target: Article 257 - target: Article 263 paragraph: "4" - target: Article 263 paragraph: "5" external_references: [] recitals: [] - article_number: 265 article_title: Scope and operational requirements for the Internal Assessment Approach chunk_file: /crr/chunks/crr_t02_ch05_p2_securitisation_part_2.md path: "Title II > Chapter 5 > Article 265" applies_to_entities: - competent_authorities topics: - prudential - banking - securitisation - liability - competent_authorities - credit_risk - risk_management - internal_control keywords: - API - liability - transaction - transfer - SEPA - POS - ITS - guidelines - institution - competent authority - dilution risk - pd - securitisation - securitisation position - credit enhancement - leverage - ecai - servicer - im 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 266 external_references: [] recitals: [] - article_number: 266 article_title: Calculation of risk-weighted exposure amounts under the Internal Assessment Approach chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 266" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - transaction - POS - ITS - institution - ecai - im 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 265 paragraph: "2" - target: Article 263 - target: Article 264 external_references: [] recitals: [] - article_number: 267 article_title: "Maximum risk weight for senior securitisation positions: look-through approach" chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 267" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - securitisation - securitisation position - im 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 259 - target: Article 260 - target: Article 261 - target: Article 262 - target: Article 263 - target: Article 264 external_references: [] recitals: [] - article_number: 268 article_title: Maximum capital requirements chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 268" applies_to_entities: [] topics: - prudential - banking - securitisation - own_funds - capital_requirements - credit_risk keywords: - API - transaction - POS - institution - originator - sponsor - securitisation - securitisation position - tranche - im 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 36 paragraph: "1" external_references: [] recitals: [] - article_number: 269 article_title: Re-securitisations chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 269" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - API - POS - institution - securitisation - securitisation position - re-securitisation position - tranche - im 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 261 external_references: [] recitals: [] - article_number: 269a article_title: Treatment of non-performing exposures (NPE) securitisations chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 269a" applies_to_entities: [] topics: - prudential - banking - securitisation - capital_requirements - credit_risk keywords: - API - refund - transaction - transfer - POS - ATM - third party - RTS - institution - originator - pd - lgd - conversion factor - securitisation - securitisation position - sspe - tranche - credit risk adjustment - im 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 254 - target: Article 263 - target: Article 268 paragraph: "1" - target: Article 267 external_references: - instrument_type: regulation reference: "2017/2402" recitals: [] - article_number: 270 article_title: Senior positions in STS on-balance sheet securitisations chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 270" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - securitisation - credit_risk - financial_statements keywords: - API - POS - ATM - ITS - EBA - institution - originator - securitisation - securitisation position - tranche - leverage - risk of excessive leverage - im 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 260 - target: Article 243 paragraph: "2" external_references: - instrument_type: regulation reference: "2017/2402" recitals: [] - article_number: 270a article_title: Additional risk weight chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 270a" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - securitisation - competent_authorities - enforcement - credit_risk keywords: - POS - EBA - institution - securitisation - securitisation position - im contains: obligations: true prohibitions: false permissions: false definitions: false penalties: true delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 247 paragraph: "6" - target: Article 337 paragraph: "3" - target: Article 6 paragraph: "5" external_references: - instrument_type: regulation reference: "2017/2402" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 270b article_title: Use of credit assessments by ECAIs chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 270b" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - institution - securitisation - securitisation position - ecai 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: 270c article_title: Requirements to be met by the credit assessments of ECAIs chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 270c" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - access - ITS - institution - securitisation - securitisation position - ecai - im 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: [] external_references: - instrument_type: regulation reference: "1060/2009" recitals: [] - article_number: 270d article_title: Use of credit assessments chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 270d" applies_to_entities: [] topics: - prudential - banking - securitisation - credit_risk keywords: - POS - ITS - institution - securitisation - securitisation position - tranche - ecai - 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: 270e article_title: Securitisation mapping chunk_file: /crr/chunks/crr_t02_ch05_p3_securitisation_part_3.md path: "Title II > Chapter 5 > Article 270e" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - securitisation - credit_risk keywords: - transaction - POS - ITS - EBA - securitisation - securitisation position - ecai - im contains: obligations: true prohibitions: false permissions: false definitions: true 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" 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 - market value - repurchase transaction - distributions - own funds - group - im - market risk 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 - settlement - ITS - institution - repurchase transaction - trading book - own funds - group 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 273a paragraph: "1" - target: Article 273a paragraph: "2" - target: Article 283 paragraph: "1" - target: Article 283 paragraph: "2" - target: Article 233 - target: Article 234 - target: Article 235 - target: Article 236 - 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" external_references: [] recitals: [] - article_number: 273a article_title: Conditions for using simplified 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 273a" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - market_risk - consolidation - fair_value keywords: - transaction - POS - data - ITS - institution - consolidated basis - market value - trading book - internal hedge - im 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 94 paragraph: "3" external_references: [] recitals: [] - article_number: 273b article_title: Non-compliance with the conditions for using simplified methods for calculating the exposure value of derivatives and the simplified approach for calculating the own funds requirements for CVA risk chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 273b" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - POS - institution - competent authority - own funds - im 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 273a paragraph: "1" - target: Article 385 external_references: [] recitals: [] - article_number: 274 article_title: Exposure value chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 274" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - SEPA - POS - ITS - institution - market value - im 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 295 - target: Article 296 - target: Article 297 - target: Article 275 - target: Article 278 - target: Article 285 paragraph: "2" - target: Article 275 paragraph: "2" - target: Article 278 paragraph: "1" - target: Article 279 external_references: [] recitals: [] - article_number: 275 article_title: Replacement cost 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: - transfer - POS - institution - im 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: 276 article_title: Recognition and treatment of collateral 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 - market_risk keywords: - transaction - POS - ATM - institution - trading book - im 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 197 - target: Article 299 - target: Article 223 - target: Article 223 paragraph: "2" - target: Article 275 paragraph: "1" - target: Article 279c paragraph: "1" - target: Article 275 paragraph: "2" - target: Article 275 paragraph: "3" external_references: [] recitals: [] - article_number: 277 article_title: Mapping of transactions to risk categories chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 277" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - counterparty_credit_risk - market_risk keywords: - transaction - POS - EBA - institution - im - foreign exchange risk - commodity 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 278 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 277a article_title: Hedging sets chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 277a" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - market_risk keywords: - transaction - SEPA - POS - institution - im - foreign exchange risk - commodity 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 277 paragraph: "3" external_references: [] recitals: [] - article_number: 278 article_title: Potential future exposure 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 keywords: - transaction - POS - institution - im 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 paragraph: "3" - target: Article 278 - target: Article 275 paragraph: "1" - target: Article 275 paragraph: "2" external_references: - instrument_type: regulation reference: "575/2013" recitals: [] - article_number: 279 article_title: Calculation of the risk position 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: - transaction - 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 279a - target: Article 279b - target: Article 279c external_references: [] recitals: [] - article_number: 279a article_title: Supervisory delta chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 279a" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - credit_risk - counterparty_credit_risk - securitisation keywords: - transaction - POS - EBA - reporting - institution - securitisation - tranche - market value - im - commodity risk 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 279a - target: Article 277 paragraph: "3" external_references: - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 279b article_title: Adjusted notional amount chunk_file: /crr/chunks/crr_t02_ch06_p1_counterparty_credit_risk_part_1.md path: "Title II > Chapter 6 > Article 279b" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - market_risk keywords: - transaction - POS - settlement - RTS - ITS - reporting - institution - financial instrument - market value - im - foreign exchange risk - commodity risk 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: 279c article_title: Maturity Factor chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 279c" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - clearing - institution - market value - im 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 275 paragraph: "1" - target: Article 275 paragraph: "2" - target: Article 275 paragraph: "3" - target: Article 285 paragraph: "2" external_references: [] recitals: [] - article_number: 280 article_title: Hedging set supervisory factor coefficient chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 280" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS - im 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 277a paragraph: "1" - target: Article 277a paragraph: "2" - target: Article 280 external_references: - instrument_type: regulation reference: "575/2013" recitals: [] - article_number: 280a article_title: Interest rate risk category add-on chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 280a" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - institution - im 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 278 - target: Article 277a paragraph: "1" - target: Article 277a paragraph: "2" - target: Article 280 - target: Article 279b paragraph: "1" external_references: [] recitals: [] - article_number: 280b article_title: Foreign exchange risk category add-on chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 280b" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - market_risk keywords: - POS - institution - im - foreign exchange 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 278 - target: Article 277a paragraph: "1" - target: Article 277a paragraph: "2" - target: Article 280 external_references: [] recitals: [] - article_number: 280c article_title: Credit risk category add-on chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 280c" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - ITS - institution - recognised exchange - ecai - nominated ecai - group - im 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 278 - target: Article 277a paragraph: "1" - target: Article 277a paragraph: "2" - target: Article 280 - target: Article 128 external_references: [] recitals: [] - article_number: 280d article_title: Equity risk category add-on chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 280d" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - institution - group - im 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 278 - target: Article 277a paragraph: "1" - target: Article 277a paragraph: "2" - target: Article 280 external_references: [] recitals: [] - article_number: 280e article_title: Commodity risk category add-on chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 280e" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - institution - im - commodity risk 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 278 - target: Article 277a paragraph: "1" - target: Article 277a paragraph: "2" - target: Article 280 external_references: [] recitals: [] - article_number: 280f article_title: Other risks category add-on chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 280f" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - POS - institution - im 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 278 - target: Article 277a paragraph: "1" - target: Article 277a paragraph: "2" - target: Article 280 external_references: [] recitals: [] - article_number: 281 article_title: Calculation of the exposure value chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 281" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - authorisation - derivatives_clearing keywords: - transaction - transfer - POS - ATM - reporting - institution - central counterparty - recognised exchange - market value - im - commodity risk 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 274 paragraph: "6" - target: Article 275 paragraph: "1" - target: Article 275 paragraph: "2" - target: Article 275 paragraph: "3" - target: Article 277a paragraph: "1" - target: Article 278 paragraph: "1" - target: Article 279a paragraph: "1" - target: Article 281 - target: Article 279b paragraph: "1" - target: Article 279c paragraph: "1" - target: Article 280a paragraph: "3" - target: Article 280c paragraph: "3" - target: Article 280d paragraph: "3" - target: Article 280e paragraph: "4" external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "575/2013" recitals: [] - article_number: 282 article_title: Calculation of the exposure value chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.md path: "Title II > Chapter 6 > Article 282" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - authorisation - derivatives_clearing keywords: - transaction - transfer - SEPA - POS - ITS - institution - central counterparty - pd - recognised exchange - market value - im 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 274 paragraph: "1" - target: Article 279b paragraph: "2" - target: Article 279b paragraph: "3" - target: Article 279b paragraph: "1" external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 283 article_title: Permission to use the Internal Model Method chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.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 - group - im 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" external_references: [] recitals: [] - article_number: 284 article_title: Exposure value chunk_file: /crr/chunks/crr_t02_ch06_p2_counterparty_credit_risk_part_2.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 - market value - distributions - own funds - im - market risk 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 - market value - repurchase transaction - trade exposure - securities financing transaction - initial margin - im 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 - group - im 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_p3_counterparty_credit_risk_part_3.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 - initial margin - im 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_p3_counterparty_credit_risk_part_3.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 - im 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_p3_counterparty_credit_risk_part_3.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 - im 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_p3_counterparty_credit_risk_part_3.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 - group - im - market 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: directive reference: "2013/36/EU" recitals: [] - article_number: 291 article_title: Wrong-Way Risk chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.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 - pd - lgd - own funds - market risk 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: [] - article_number: 292 article_title: Integrity of the modelling process chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.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 - pd - market value - im 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" recitals: [] - article_number: 293 article_title: Requirements for the risk management system chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.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 - im 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_p3_counterparty_credit_risk_part_3.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 - pd - im - market risk 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_p3_counterparty_credit_risk_part_3.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 - group - im 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: [] recitals: [] - article_number: 296 article_title: Recognition of contractual netting agreements chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.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 - market value - im 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: 297 article_title: Obligations of institutions chunk_file: /crr/chunks/crr_t02_ch06_p3_counterparty_credit_risk_part_3.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_p3_counterparty_credit_risk_part_3.md path: "Title II > Chapter 6 > Article 298" applies_to_entities: [] 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: [] 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 - own funds - im 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 - access - clearing - ITS - institution - ccp - repurchase transaction - default fund 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 301 paragraph: "1" external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 301 article_title: Material scope chunk_file: /crr/chunks/crr_t02_ch06_p4_counterparty_credit_risk_part_4.md path: "Title II > Chapter 6 > Article 301" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk keywords: - transaction - POS - ATM - settlement - clearing - ITS - institution - ccp - default fund - trade exposure - securities financing transaction - initial margin - im 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 307 external_references: [] recitals: [] - article_number: 302 article_title: Monitoring of exposures to CCPs chunk_file: /crr/chunks/crr_t02_ch06_p4_counterparty_credit_risk_part_4.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 - ccp - 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_p4_counterparty_credit_risk_part_4.md path: "Title II > Chapter 6 > Article 303" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - POS - ATM - clearing - ITS - institution - ccp - qccp - 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: - target: Article 306 - target: Article 307 external_references: [] recitals: [] - article_number: 304 article_title: "Treatment of clearing members' exposures to clients" chunk_file: /crr/chunks/crr_t02_ch06_p4_counterparty_credit_risk_part_4.md path: "Title II > Chapter 6 > Article 304" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - transaction - transfer - POS - ATM - clearing - ITS - institution - ccp - own funds - im 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 305 paragraph: "2" - target: Article 285 paragraph: "2" - target: Article 285 paragraph: "3" - target: Article 281 paragraph: "2" - target: Article 282 paragraph: "4" external_references: - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 305 article_title: "Treatment of clients' exposures" chunk_file: /crr/chunks/crr_t02_ch06_p4_counterparty_credit_risk_part_4.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 - ITS - institution - ccp - market value - qccp - 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 - target: Article 306 paragraph: "1" external_references: [] recitals: [] - article_number: 306 article_title: Own funds requirements for trade exposures chunk_file: /crr/chunks/crr_t02_ch06_p4_counterparty_credit_risk_part_4.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 - ccp - qccp - trade exposure - own funds - im 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 contributions to the default fund of a CCP chunk_file: /crr/chunks/crr_t02_ch06_p4_counterparty_credit_risk_part_4.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 - ccp - qccp - 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 - target: Article 310 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_p4_counterparty_credit_risk_part_4.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 - ccp - market value - qccp - default fund - own funds - im 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: - instrument_type: regulation reference: "648/2012" 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_p4_counterparty_credit_risk_part_4.md path: "Title II > Chapter 6 > Article 309" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - POS - ITS - institution - ccp - 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: 310 article_title: Own funds requirements for unfunded contributions to the default fund of a QCCP chunk_file: /crr/chunks/crr_t02_ch06_p4_counterparty_credit_risk_part_4.md path: "Title II > Chapter 6 > Article 310" applies_to_entities: [] topics: - prudential - banking - credit_risk - counterparty_credit_risk - own_funds keywords: - ITS - institution - ccp - qccp - 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: [] 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_p4_counterparty_credit_risk_part_4.md path: "Title II > Chapter 6 > Article 311" applies_to_entities: - competent_authorities topics: - prudential - banking - credit_risk - counterparty_credit_risk - authorisation - own_funds keywords: - authorisation - POS - ATM - ITS - notification - institution - ccp - competent authority - default fund - trade exposure - own funds - im 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 306 paragraph: "1" - target: Article 309 external_references: [] recitals: [] - article_number: 311a article_title: Definitions chunk_file: /crr/chunks/crr_t03_ch01_calculation_of_the_own_funds_requirement.md path: "Title III > Chapter 1 > Article 311a" applies_to_entities: [] topics: - prudential - banking - operational_resilience - own_funds - operational_risk keywords: - POS - operational risk - group 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: 312 article_title: Own funds requirement for operational risk chunk_file: /crr/chunks/crr_t03_ch01_calculation_of_the_own_funds_requirement.md path: "Title III > Chapter 1 > Article 312" applies_to_entities: [] topics: - prudential - banking - operational_resilience - own_funds - operational_risk keywords: - 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 313 external_references: [] recitals: [] - article_number: 313 article_title: Business indicator component chunk_file: /crr/chunks/crr_t03_ch01_calculation_of_the_own_funds_requirement.md path: "Title III > Chapter 1 > Article 313" applies_to_entities: [] topics: - prudential - banking - operational_resilience - own_funds - operational_risk keywords: - institution - im 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 314 external_references: [] recitals: [] - article_number: 314 article_title: Business indicator chunk_file: /crr/chunks/crr_t03_ch01_calculation_of_the_own_funds_requirement.md path: "Title III > Chapter 1 > Article 314" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - operational_resilience - own_funds - operational_risk - outsourcing - market_risk - reinsurance - financial_statements - fair_value keywords: - API - SEPA - POS - data - outsourcing - system - scheme - ITS - EBA - reporting - institution - subsidiary - eu parent institution - competent authority - consolidating supervisor - consolidated basis - operational risk - pd - trading book - goodwill 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 113 paragraph: "7" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 315 article_title: Adjustments to the business indicator chunk_file: /crr/chunks/crr_t03_ch01_calculation_of_the_own_funds_requirement.md path: "Title III > Chapter 1 > Article 315" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - operational_resilience - own_funds - operational_risk keywords: - POS - EBA - institution - competent authority - im 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 316 article_title: Calculation of the annual operational risk loss chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 316" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - governance keywords: - POS - data - ITS - EBA - reporting - 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 318 paragraph: "1" - target: Article 319 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 317 article_title: Loss data set chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 317" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - governance - credit_risk - market_risk - consolidation keywords: - POS - ATM - data - system - RTS - ITS - EBA - guidelines - institution - management body - senior management - competent authority - operational risk - pd - profit - group - im - market risk contains: obligations: true prohibitions: true permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 316 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 318 article_title: Calculation of net loss and gross loss chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 318" applies_to_entities: - competent_authorities topics: - prudential - banking - governance - liability - market_risk - risk_assessment - financial_statements keywords: - SEPA - POS - data - third party - settlement - RTS - ITS - institution - competent authority - operational risk - pd - profit - im - market risk - financial report contains: obligations: true prohibitions: true permissions: false definitions: false penalties: true delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 316 paragraph: "1" external_references: [] recitals: [] - article_number: 319 article_title: Loss data thresholds chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 319" applies_to_entities: [] topics: - prudential - banking - governance keywords: - POS - data - 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 316 paragraph: "1" - target: Article 318 - target: Article 446 - target: Article 318 paragraph: "1" external_references: [] recitals: [] - article_number: 320 article_title: Exclusion of losses chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 320" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - governance keywords: - POS - data - RTS - ITS - EBA - institution - competent authority - operational risk - im 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 319 paragraph: "1" - target: Article 315 paragraph: "2" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 321 article_title: Inclusion of losses from merged or acquired entities or activities chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 321" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - governance keywords: - data - 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 315 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 322 article_title: "Comprehensiveness, accuracy and quality of the loss data" chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 322" applies_to_entities: - competent_authorities topics: - prudential - banking - governance - competent_authorities keywords: - data - 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 316 paragraph: "1" external_references: [] recitals: [] - article_number: 323 article_title: Operational risk management framework chunk_file: /crr/chunks/crr_t03_ch02_data_collection_and_governance.md path: "Title III > Chapter 2 > Article 323" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - governance - risk_assessment - risk_management keywords: - POS - ATM - data - access - system - RTS - ITS - EBA - reporting - institution - senior management - control - 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325 article_title: Approaches for calculating the own funds requirements for market risk chunk_file: /crr/chunks/crr_t04_ch01_general_provisions.md path: "Title IV > Chapter 1 > Article 325" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - market_risk - securitisation keywords: - POS - ITS - EBA - institution - competent authority - securitisation - securitisation position - re-securitisation position - tranche - trading book - own funds - im - market risk - foreign exchange risk - commodity risk - trading desk 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 325a paragraph: "1" - target: Article 337 - target: Article 104b - target: Article 325b paragraph: "4" - target: Article 112 - target: Article 104b paragraph: "5" - target: Article 104b paragraph: "6" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325a article_title: Conditions for using the simplified standardised approach chunk_file: /crr/chunks/crr_t04_ch01_general_provisions.md path: "Title IV > Chapter 1 > Article 325a" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - credit_risk - market_risk - fair_value keywords: - transaction - POS - data - institution - competent authority - market value - trading book - internal hedge - own funds - im - market risk - foreign exchange risk - commodity 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: - target: Article 325 paragraph: "1" - target: Article 106 paragraph: "3" - target: Article 104c - target: Article 352 - target: Article 357 - target: Article 358 - target: Article 94 paragraph: "3" external_references: [] recitals: [] - article_number: 325b article_title: Permission for consolidated requirements chunk_file: /crr/chunks/crr_t04_ch01_general_provisions.md path: "Title IV > Chapter 1 > Article 325b" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - authorisation - own_funds - market_risk - funds_transfer keywords: - transfer - POS - ATM - reporting - credit institution - investment firm - institution - recognised third-country investment firm - competent authority - consolidated basis - own funds - group - market risk 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: 325c article_title: "Scope, structure and qualitative requirements of the alternative standardised approach" chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325c" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - market_risk keywords: - SCA - liability - POS - data - system - RTS - ITS - EBA - reporting - institution - senior management - control - competent authority - trading book - own funds - profit - im - market risk - commodity risk 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 325t - target: Article 325a external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325d article_title: Definitions chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325d" applies_to_entities: [] topics: - prudential - banking - credit_risk - market_risk - securitisation keywords: - POS - institution - securitisation - im - foreign exchange risk - commodity risk 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: 325e article_title: Components of the sensitivities-based method chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325e" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk keywords: - POS - ITS - institution - competent authority - own funds - market risk 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 325h - target: Article 325u paragraph: "2" external_references: [] recitals: [] - article_number: 325f article_title: Own funds requirements for delta and vega risks chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325f" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - SEPA - POS - institution - own funds - im 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: 325g article_title: Own funds requirements for curvature risk chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325g" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk keywords: - POS - EBA - institution - own funds - im - commodity 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 325r external_references: [] recitals: [] - article_number: 325h article_title: "Aggregation of risk-class specific own funds requirements for delta, vega and curvature risks" chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325h" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - institution - own funds - im 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 325f - target: Article 325g external_references: [] recitals: [] - article_number: 325i article_title: Treatment of index instruments and other multi-underlying instruments chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325i" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds keywords: - API - POS - ATM - institution - competent authority - own funds - im 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 325u paragraph: "5" external_references: [] recitals: [] - article_number: 325j article_title: Treatment of collective investment undertakings chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325j" applies_to_entities: - competent_authorities - european_banking_authority - european_commission - financial_entities topics: - prudential - banking - own_funds - credit_risk - market_risk - counterparty_credit_risk - investment_funds keywords: - SEPA - POS - ATM - data - access - third party - ITS - EBA - institution - collective investment undertaking - ciu - financial institution - competent authority - trading book - leverage - own funds - im - market 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 104 paragraph: "8" - target: Article 132a paragraph: "3" - target: Article 325y paragraph: "1" - target: Article 325c paragraph: "2" - target: Article 132 paragraph: "3" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325k article_title: Underwriting positions chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325k" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk keywords: - POS - institution - own funds - market risk 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: 325l article_title: General interest rate risk factors chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325l" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - market_risk keywords: - SEPA - POS - data - ITS - institution - senior management - control - trading book - own funds - profit - im - market 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: - target: Article 325g external_references: [] recitals: [] - article_number: 325m article_title: Credit spread risk factors for non-securitisation chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325m" applies_to_entities: [] topics: - prudential - banking - own_funds - securitisation keywords: - POS - institution - securitisation - own funds - im 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 325g external_references: [] recitals: [] - article_number: 325n article_title: Credit spread risk factors for securitisation chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325n" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - securitisation keywords: - POS - institution - securitisation - securitisation position - tranche - own funds - im 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 325 paragraph: "6" - target: Article 325 paragraph: "7" - target: Article 325 paragraph: "8" - target: Article 325g external_references: [] recitals: [] - article_number: 325o article_title: Equity risk factors chunk_file: /crr/chunks/crr_t04_ch01_p1_alternative_standardised_approach_part_1.md path: "Title IV > Chapter 1 > Article 325o" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - security - ITS - institution - own funds - im 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: 325p article_title: Commodity risk factors chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325p" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - own funds - im - commodity risk 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 325g external_references: [] recitals: [] - article_number: 325q article_title: Foreign exchange risk factors chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325q" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk keywords: - POS - ITS - reporting - institution - competent authority - trading book - own funds - im - foreign exchange 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: - target: Article 325g - target: Article 325g paragraph: "2" external_references: [] recitals: [] - article_number: 325r article_title: Delta risk sensitivities chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325r" applies_to_entities: [] topics: - prudential - banking - market_risk - securitisation keywords: - POS - security - institution - securitisation - securitisation position - im - foreign exchange risk - commodity 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: [] recitals: [] - article_number: 325s article_title: Vega risk sensitivities chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325s" applies_to_entities: [] topics: - prudential - banking - own_funds - securitisation keywords: - institution - securitisation - tranche - own funds - im 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 325 paragraph: "6" - target: Article 325 paragraph: "7" - target: Article 325 paragraph: "8" external_references: [] recitals: [] - article_number: 325t article_title: Requirements on sensitivity computations chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325t" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk keywords: - POS - system - ITS - reporting - institution - senior management - control - trading book - own funds - profit - im - foreign exchange risk - commodity risk 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 325 paragraph: "3" - target: Article 325e paragraph: "2" external_references: [] recitals: [] - article_number: 325u article_title: Own funds requirements for residual risks chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325u" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - market_risk keywords: - POS - ATM - clearing - EBA - institution - competent authority - recognised exchange - trading book - own funds - profit - im - market risk contains: obligations: true prohibitions: true permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 325 paragraph: "6" - target: Article 325 paragraph: "8" external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325v article_title: Definitions and general provisions chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325v" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - securitisation keywords: - transaction - SEPA - POS - ITS - institution - loss given default - lgd - securitisation - own funds - group - im 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: 325w article_title: Gross jump-to-default amounts chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325w" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - fair_value keywords: - POS - EBA - institution - lgd - im 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 129 external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325x article_title: Net jump-to-default amounts chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325x" applies_to_entities: [] topics: - prudential - banking keywords: - POS - institution - im 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: 325y article_title: Calculation of the own funds requirements for the default risk chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325y" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk keywords: - POS - securitisation - own funds - im 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: 325z article_title: Jump-to-default amounts chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325z" applies_to_entities: [] topics: - prudential - banking - securitisation - fair_value keywords: - POS - ATM - securitisation - tranche - market value - applicable accounting framework - im 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 325x external_references: [] recitals: [] - article_number: 325aa article_title: Calculation of the own funds requirement for the default risk for securitisations chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325aa" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - market_risk - securitisation - fair_value keywords: - card - POS - institution - securitisation - tranche - trading book - own funds - im 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 325y paragraph: "4" external_references: [] recitals: [] - article_number: 325ab article_title: Scope chunk_file: /crr/chunks/crr_t04_ch01_p2_alternative_standardised_approach_part_2.md path: "Title IV > Chapter 1 > Article 325ab" applies_to_entities: [] topics: - prudential - banking - own_funds - securitisation keywords: - POS - securitisation - 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: 325ac article_title: Jump-to-default amounts for the ACTP chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ac" applies_to_entities: [] topics: - prudential - banking - securitisation - fair_value keywords: - POS - lgd - securitisation - resecuritisation - tranche - market value - applicable accounting framework 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 325x external_references: [] recitals: [] - article_number: 325ad article_title: Calculation of the own funds requirements for the default risk for the ACTP chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ad" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - tranche - own funds - im 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 325y paragraph: "1" - target: Article 325y paragraph: "2" - target: Article 325y paragraph: "4" external_references: [] recitals: [] - article_number: 325ae article_title: Risk weights for general interest rate risk chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ae" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - institution - im 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: 325af article_title: Intra bucket correlations for general interest rate risk chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325af" applies_to_entities: [] topics: - prudential - banking keywords: - im 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: 325ag article_title: Correlations across buckets for general interest rate risk chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ag" 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: 325ah article_title: Risk weights for credit spread risk for non-securitisations chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ah" applies_to_entities: - credit_institutions - member_states - consumers topics: - prudential - banking - credit_risk keywords: - consumer - POS - ITS - credit institution - institution - central banks - securitisation - group 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 117 paragraph: "2" - target: Article 118 external_references: [] recitals: [] - article_number: 325ai article_title: Intra-bucket correlations for credit spread risk for non-securitisations chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ai" applies_to_entities: [] topics: - prudential - banking - capital_requirements keywords: - API - securitisation - im 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: 325aj article_title: Correlations across buckets for credit spread risk for non-securitisations chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325aj" 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: 325ak article_title: Risk weights for credit spread risk for securitisations included in the ACTP chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ak" applies_to_entities: - credit_institutions - member_states - consumers topics: - prudential - banking - credit_risk keywords: - consumer - POS - credit institution - institution - central banks - securitisation contains: obligations: true prohibitions: false permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 461a - target: Article 117 paragraph: "2" - target: Article 118 external_references: [] recitals: [] - article_number: 325al article_title: Correlations for credit spread risk for securitisations included in the ACTP chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325al" applies_to_entities: [] topics: - prudential - banking keywords: - POS - securitisation 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: 325am article_title: Risk weights for credit spread risk for securitisations not included in the ACTP chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325am" applies_to_entities: [] topics: - prudential - banking - credit_risk - securitisation keywords: - card - POS - institution - securitisation - tranche - group - im contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 461a external_references: [] recitals: [] - article_number: 325an article_title: Intra-bucket correlations for credit spread risk for securitisations not included in the ACTP chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325an" applies_to_entities: [] topics: - prudential - banking - own_funds - securitisation keywords: - securitisation - tranche - own funds - im 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: 325ao article_title: Correlations across buckets for credit spread risk for securitisations not included in the ACTP chunk_file: /crr/chunks/crr_t04_ch01_p3_alternative_standardised_approach_part_3.md path: "Title IV > Chapter 1 > Article 325ao" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - securitisation - 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: 325ap article_title: Risk weights for equity risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325ap" applies_to_entities: - european_banking_authority - european_commission - consumers topics: - prudential - banking - credit_risk keywords: - API - consumer - POS - EBA - institution - group 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 461a external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325aq article_title: Intra-bucket correlations for equity risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325aq" applies_to_entities: [] topics: - prudential - banking - capital_requirements keywords: - API - im 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: 325ar article_title: Correlations across buckets for equity risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325ar" 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: 325as article_title: Risk weights for commodity risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325as" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - commodity 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: [] recitals: [] - article_number: 325at article_title: Intra-bucket correlations for commodity risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325at" applies_to_entities: [] topics: - prudential - banking keywords: - POS - commodity 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: [] external_references: [] recitals: [] - article_number: 325au article_title: Correlations across buckets for commodity risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325au" applies_to_entities: [] topics: - prudential - banking keywords: - commodity 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: [] recitals: [] - article_number: 325av article_title: Risk weights for foreign exchange risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325av" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_central_bank topics: - prudential - banking - credit_risk - market_risk keywords: - POS - data - ITS - institution - competent authority - im - foreign exchange risk 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: 325aw article_title: Correlations for foreign exchange risk chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325aw" applies_to_entities: [] topics: - prudential - banking - market_risk keywords: - foreign exchange 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: [] recitals: [] - article_number: 325ax article_title: Vega and curvature risk weights chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325ax" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - securitisation - im 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: 325ay article_title: Vega and curvature risk correlations chunk_file: /crr/chunks/crr_t04_ch01_p4_alternative_standardised_approach_part_4.md path: "Title IV > Chapter 1 > Article 325ay" applies_to_entities: [] topics: - prudential - banking keywords: - im 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: 325az article_title: Alternative internal model approach and permission to use alternative internal models chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325az" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - market_risk - securitisation keywords: - SEPA - POS - ITS - EBA - reporting - institution - ciu - competent authority - securitisation - securitisation position - re-securitisation position - trading book - own funds - profit - im - market risk - trading desk 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 325b - target: Article 104b - target: Article 104 paragraph: "8" - target: Article 325 paragraph: "3" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325ba article_title: Own funds requirements when using alternative internal models chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325ba" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - ITS - institution - trading book - own funds - im - market risk - foreign exchange risk - commodity risk - trading desk 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 325 paragraph: "1" external_references: [] recitals: [] - article_number: 325bb article_title: Expected shortfall risk measure chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bb" applies_to_entities: - competent_authorities topics: - prudential - banking - market_risk keywords: - transaction - POS - ITS - institution - competent authority - trading book - im - market risk - commodity risk 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: 325bc article_title: Partial expected shortfall calculations chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bc" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - market_risk keywords: - POS - data - EBA - institution - competent authority - pd - trading book - own funds - im - market risk - commodity risk - trading desk 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325bd article_title: Liquidity horizons chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bd" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - market_risk keywords: - API - POS - ATM - EBA - credit institution - institution - central banks - trading book - im - foreign exchange risk - commodity risk - trading desk 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: [] external_references: - instrument_type: regulation reference: "575/2013" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325be article_title: Assessment of the modellability of risk factors chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325be" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - market_risk keywords: - POS - ATM - data - EBA - institution - own funds - im - market risk - trading desk 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325bf article_title: Regulatory back-testing requirements and multiplication factors chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bf" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - market_risk keywords: - POS - data - ITS - EBA - institution - own funds - im - market risk - trading desk 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325bg article_title: Profit and loss attribution requirement chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bg" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - POS - EBA - institution - own funds - profit - trading desk 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325bh article_title: Requirements on risk measurement chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bh" applies_to_entities: - competent_authorities - financial_entities topics: - prudential - banking - own_funds - market_risk keywords: - SEPA - POS - data - access - third party - system - ITS - reporting - institution - ciu - financial institution - competent authority - financial instrument - own funds - im - market risk 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 132 paragraph: "3" external_references: [] recitals: [] - article_number: 325bi article_title: Qualitative requirements chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bi" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - market_risk - governance keywords: - API - liability - SEPA - POS - data - system - RTS - ITS - reporting - institution - management body - senior management - control - pd - own funds - im - market risk 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: [] external_references: [] recitals: [] - article_number: 325bj article_title: Internal validation chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bj" applies_to_entities: [] topics: - prudential - banking - large_exposures keywords: - POS - institution - im 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: 325bk article_title: Calculation of stress scenario risk measure chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bk" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - market_risk keywords: - POS - EBA - institution - trading book - own funds - market risk - foreign exchange risk - commodity risk 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: [] external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 325bl article_title: Scope of the internal default risk model chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bl" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - own funds - trading desk 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: 325bm article_title: Permission to use an internal default risk model chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bm" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities - own_funds - market_risk keywords: - POS - institution - trading book - own funds - market risk - trading desk 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 325b external_references: [] recitals: [] - article_number: 325bn article_title: Own funds requirements for default risk using an internal default risk model chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bn" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk keywords: - POS - data - institution - market value - trading book - own funds - im 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: 325bo article_title: Recognition of hedges in an internal default risk model chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bo" applies_to_entities: [] topics: - prudential - banking keywords: - API - POS - institution - financial instrument - im 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: 325bp article_title: Particular requirements for an internal default risk model chunk_file: /crr/chunks/crr_t04_ch01_alternative_internal_model_approach.md path: "Title IV > Chapter 1 > Article 325bp" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk - market_risk keywords: - POS - ATM - data - system - ITS - EBA - institution - model risk - loss given default - lgd - market value - trading book - own funds - im contains: obligations: true prohibitions: true permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: - target: Article 114 - target: Article 115 - target: Article 116 - target: Article 117 - target: Article 118 - target: Article 129 external_references: - instrument_type: regulation reference: "1093/2010" 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" 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 - im 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 - im 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: [] external_references: - 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 - im 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 - market value - reference obligation - own funds - im 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 325 paragraph: "6" - target: Article 338 paragraph: "2" 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 - repurchase agreement - 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 - im 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 - pd - securitisation - securitisation position - trading book - regulated market - ecai - 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: [] topics: - prudential - banking - own_funds - credit_risk - market_risk - securitisation keywords: - transfer - POS - ITS - institution - originator - 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: - target: Article 327 paragraph: "1" - target: Article 247 paragraph: "6" - target: Article 338 paragraph: "2" - target: Article 244 - target: Article 245 external_references: [] 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 keywords: - POS - 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 325 paragraph: "6" - target: Article 325 paragraph: "7" - target: Article 325 paragraph: "8" 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 - im 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 - market value - own funds - im 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" 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 external_references: - 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 - im 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" 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: [] - 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 - foreign exchange 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: 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 - ciu - own funds - foreign exchange 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 353 - target: Article 352 paragraph: "4" - 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 - ciu - repurchase transaction - leverage - im 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 - ciu - leverage - own funds - im 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 - im - foreign exchange 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 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 - market value - own funds - im 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: [] external_references: - 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 - ciu - trading book - leverage - own funds - im - foreign exchange risk 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 - im 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" 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 - im 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 - im 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 - repurchase agreement - own funds - im 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" external_references: - 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 - im 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 keywords: - institution - im 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: 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 - market value - 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 - pd - lgd - trading book - own funds - im 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 - ccp - 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 - market value 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 - financial_entities topics: - prudential - banking - own_funds - valuation - credit_risk - counterparty_credit_risk - derivatives_clearing - consolidation - committee_procedure - implementing_acts keywords: - supervision - transaction - SEPA - POS - clearing - ITS - EBA - reporting - institution - ancillary services undertaking - financial institution - central counterparty - control - consolidated basis - qualifying central counterparty - trade exposure - own funds - group - securities financing transaction - im contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: true implementing_powers: true rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 114 paragraph: "4" - target: Article 115 paragraph: "2" - target: Article 382a paragraph: "1" - target: Article 386 - target: Article 464 paragraph: "2" external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 382a article_title: Approaches for calculating the own funds requirements for CVA risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 382a" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation keywords: - transaction - POS - ATM - institution - competent authority - own funds - im 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 382 - target: Article 383 - target: Article 384 - target: Article 385 external_references: [] recitals: [] - article_number: 383 article_title: Standardised approach chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation - competent_authorities - market_risk - governance keywords: - transaction - POS - RTS - ITS - institution - management body - control - competent authority - own funds - im - foreign exchange risk - commodity 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 383a - target: Article 383b - target: Article 386 - target: Article 383i - target: Article 383j external_references: [] recitals: [] - article_number: 383a article_title: Regulatory CVA model chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383a" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - valuation - credit_risk - market_risk - internal_control keywords: - transaction - transfer - POS - data - third party - system - ITS - EBA - reporting - institution - senior management - control - competent authority - loss given default - own funds - initial margin - im - market risk 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 383 - target: Article 285 paragraph: "2" - target: Article 285 paragraph: "5" - target: Article 287 - target: Article 283 - target: Article 383 paragraph: "1" - target: Article 383a - target: Article 383 paragraph: "3" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 383b article_title: Own funds requirements for delta and vega risks chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383b" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - valuation - credit_risk - market_risk keywords: - transaction - SEPA - POS - ITS - reporting - institution - senior management - control - competent authority - market value - trading book - own funds - profit - im 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 383 paragraph: "2" - target: Article 383i - target: Article 383j - target: Article 325i - target: Article 383p - target: Article 383s - target: Article 383v - target: Article 383l - target: Article 383t - target: Article 383q - target: Article 383o - target: Article 383r - target: Article 383u - target: Article 383w - target: Article 383z external_references: [] recitals: [] - article_number: 383c article_title: Interest rate risk factors chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383c" applies_to_entities: - member_states topics: - prudential - banking - own_funds - valuation - credit_risk - market_risk keywords: - POS - data - reporting - institution - trading book - im 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: 383d article_title: Foreign exchange risk factors chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383d" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - market_risk keywords: - reporting - institution - im - foreign exchange risk 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 325q paragraph: "7" external_references: [] recitals: [] - article_number: 383e article_title: Counterparty credit spread risk factors chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383e" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - 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: 383f article_title: Reference credit spread risk factors chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383f" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation 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: 383g article_title: Equity risk factors chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383g" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - institution - im 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 383t external_references: [] recitals: [] - article_number: 383h article_title: Commodity risk factors chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383h" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - institution - im - commodity 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 383x external_references: [] recitals: [] - article_number: 383i article_title: Delta risk sensitivities chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383i" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - institution - im 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: 383j article_title: Vega risk sensitivities chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383j" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - institution - im 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: 383k article_title: Risk weights for interest rate risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383k" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - credit_risk 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 383c paragraph: "2" external_references: [] recitals: [] - article_number: 383l article_title: Intra-bucket correlations for interest rate risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383l" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation 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 383c paragraph: "2" - target: Article 383k external_references: [] recitals: [] - article_number: 383m article_title: Correlation across buckets for interest rate risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383m" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation 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: 383n article_title: Risk weights for foreign exchange risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383n" applies_to_entities: - member_states topics: - prudential - banking - own_funds - valuation - credit_risk - market_risk keywords: - POS - reporting - institution - im - foreign exchange 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: [] recitals: [] - article_number: 383o article_title: Correlations for foreign exchange risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383o" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - market_risk keywords: - foreign exchange 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: [] recitals: [] - article_number: 383p article_title: Risk weights for counterparty credit spread risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383p" applies_to_entities: - credit_institutions - member_states - competent_authorities - consumers topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - consumer - POS - credit institution - institution - central banks - group 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 paragraph: "2" - target: Article 118 - target: Article 383b paragraph: "4" external_references: [] recitals: [] - article_number: 383q article_title: Intra-bucket correlations for counterparty credit spread risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383q" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - POS - im 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 383p paragraph: "1" external_references: [] recitals: [] - article_number: 383r article_title: Correlations across buckets for counterparty credit spread risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383r" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation 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: 383s article_title: Risk weights for reference credit spread risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383s" applies_to_entities: - credit_institutions - member_states - competent_authorities - consumers topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - consumer - POS - credit institution - institution - central banks - group 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 paragraph: "2" - target: Article 118 - target: Article 383b paragraph: "4" external_references: [] recitals: [] - article_number: 383t article_title: Intra-bucket correlations for reference credit spread risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383t" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - POS - im 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 383s paragraph: "1" external_references: [] recitals: [] - article_number: 383u article_title: Correlations across buckets for reference credit spread risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383u" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - group 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: 383v article_title: Risk weight buckets for equity risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383v" applies_to_entities: - consumers topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - API - consumer - POS - institution - group - im contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: true its_mandate: false transitional: false internal_references: [] external_references: [] recitals: [] - article_number: 383w article_title: Correlations across buckets for equity risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383w" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation 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 383v paragraph: "1" external_references: [] recitals: [] - article_number: 383x article_title: Risk weight buckets for commodity risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383x" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - POS - commodity 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: [] recitals: [] - article_number: 383z article_title: Correlations across buckets for commodity risk chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 383z" applies_to_entities: [] topics: - prudential - banking - own_funds - valuation keywords: - commodity 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 383x paragraph: "1" external_references: [] recitals: [] - article_number: 384 article_title: Basic approach chunk_file: /crr/chunks/crr_t06_own_funds_requirements_for_credit_valuat.md path: "Title VI > Article 384" applies_to_entities: - credit_institutions - competent_authorities - consumers topics: - prudential - banking - own_funds - valuation - credit_risk - counterparty_credit_risk keywords: - consumer - transaction - POS - credit institution - institution - central banks - own funds - im 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 386 - target: Article 162 - target: Article 92 paragraph: "4" - target: Article 117 paragraph: "2" - target: Article 118 - target: Article 386 paragraph: "3" external_references: [] recitals: [] - article_number: 385 article_title: Simplified approach 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 - market_risk keywords: - transaction - POS - ITS - institution - competent authority - trading book - internal hedge - own funds - im 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 273a paragraph: "2" - target: Article 273a paragraph: "4" - target: Article 282 - target: Article 92 paragraph: "4" - target: Article 382 - target: Article 273b 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: [] topics: - prudential - banking - own_funds - valuation - market_risk keywords: - POS - ITS - institution - parent undertaking - subsidiary - trading book - internal hedge - own funds - market risk 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 - target: Article 106 paragraph: "7" - target: Article 325 paragraph: "5" 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: 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 - ITS - EBA - institution - group of connected clients - financial instrument - trading book - group - securities financing transaction 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 378 - target: Article 379 - target: Article 380 - target: Article 299 - target: Article 36 - target: Article 56 - target: Article 112 external_references: - 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: - european_commission topics: - prudential - banking - own_funds - valuation - authorisation - committee_procedure - implementing_acts keywords: - POS - branch - ITS - institution - im 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 464 paragraph: "2" 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 - group 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 topics: - prudential - banking - own_funds - valuation - credit_risk - large_exposures keywords: - API - POS - EBA - reporting - institution - group of connected clients - consolidated basis - credit risk mitigation - funded credit protection - unfunded credit protection - group - im 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 395 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" - 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 - capital_buffers - 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 - pd 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" 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 - european_banking_authority topics: - prudential - banking - own_funds - valuation - competent_authorities keywords: - API - POS - EBA - guidelines - institution - competent authority - consolidated basis - sub-consolidated basis - group - im 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: - instrument_type: regulation reference: "1093/2010" 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 - trading book - own funds - group - im 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 - group - im 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 - credit_risk - large_exposures keywords: - API - POS - institution - competent authority - credit risk mitigation - funded credit protection - unfunded credit protection - im 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 400 - target: Article 401 - target: Article 402 - target: Article 403 - 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 - parent undertaking - subsidiary - participation - qualifying holding - group of connected clients - competent authority - central banks - consolidated basis - officially supported export credits - default fund 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 395 paragraph: "1" - target: Article 113 paragraph: "6" - target: Article 305 paragraph: "2" - target: Article 132c paragraph: "3" - target: Article 129 - target: Article 201 external_references: - instrument_type: directive reference: "2014/59" - instrument_type: directive reference: "2002/87/EC" - instrument_type: directive reference: "2013/36/EU" 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: [] topics: - prudential - banking - own_funds - valuation - credit_risk - large_exposures keywords: - transaction - POS - institution - credit risk mitigation - own funds - securities financing transaction - im 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 399 paragraph: "1" - target: Article 403 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: - competent_authorities topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - transaction - POS - access - third party - RTS - investment firm - institution - property value - residential property - commercial immovable property - repurchase agreement - im 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: "9" - target: Article 208 - target: Article 229 paragraph: "1" - target: Article 126 paragraph: "1" - target: Article 124 paragraph: "3" - 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: - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds - valuation - credit_risk keywords: - POS - ATM - third party - agent - ITS - EBA - guidelines - institution - competent authority - funded credit protection - unfunded credit protection - market value - repurchase agreement - im 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 92 - target: Article 395 paragraph: "1" external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 411 article_title: Definitions chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_requirements.md path: "Title I > Article 411" applies_to_entities: - credit_institutions - member_states - financial_entities topics: - prudential - banking - definitions - liquidity_risk - liability - credit_risk - securitisation - insurance - reinsurance - pensions - beneficial_ownership - investment_funds keywords: - liability - transfer - POS - ATM - scheme - ITS - reporting - credit institution - investment firm - institution - insurance undertaking - reinsurance undertaking - collective investment undertaking - ciu - financial holding company - financial institution - securitisation - credit enhancement - securitisation special purpose entity - sspe contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 153 paragraph: "4" - target: Article 416 paragraph: "1" - target: Article 460 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 412 article_title: Liquidity coverage requirement chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_requirements.md path: "Title I > Article 412" applies_to_entities: - member_states - competent_authorities topics: - prudential - banking - definitions - liquidity_risk - authorisation keywords: - POS - reporting - institution - im 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 460 paragraph: "1" - target: Article 414 - target: Article 415 - target: Article 460 external_references: [] recitals: [] - article_number: 413 article_title: Stable funding requirement chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_requirements.md path: "Title I > Article 413" applies_to_entities: - member_states topics: - prudential - banking - definitions - liquidity_risk keywords: - POS - reporting - institution - im 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 external_references: [] recitals: [] - article_number: 414 article_title: Compliance with liquidity requirements chunk_file: /crr/chunks/crr_t01_definitions_and_liquidity_requirements.md path: "Title I > Article 414" applies_to_entities: - competent_authorities topics: - prudential - banking - definitions - liquidity_risk - competent_authorities - implementing_acts keywords: - SCA - API - authorisation - reporting - institution - competent authority - im contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 412 - target: Article 413 paragraph: "1" - target: Article 415 paragraph: "3" - target: Article 460 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 - own_funds keywords: - SCA - supervision - SEPA - branch - EBA - reporting - institution - subsidiary - financial holding company - control - home member state - host member state - consolidated basis - own funds - group - im - small and non-complex institution contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 460 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" - 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 - ciu - public sector entity - subsidiary - financial holding company - mixed financial holding company 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 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: directive reference: "2013/36/EU" recitals: [] - 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 - repurchase agreement - simple repurchase agreement - im 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 - ciu - competent authority - market value - im 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 - im 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 460 paragraph: "1" external_references: - 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 - im 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: [] 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 - im 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: [] 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 - investment firm - institution - public sector entity - subsidiary - im 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 external_references: - instrument_type: directive reference: "2013/34/EU" - 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 - market value - im 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 416 paragraph: "1" - target: Article 416 - target: Article 422 external_references: - 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 - sspe - trade finance - profit - im 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: - 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 - investment firm - institution - subsidiary - competent authority - market value - im 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 external_references: - instrument_type: directive reference: "2013/34/EU" - 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 - pd - im 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" 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: [] 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 - residential property - commercial immovable property - own funds - group - im 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: [] recitals: [] - article_number: 428a article_title: Application on a consolidated basis chunk_file: /crr/chunks/crr_t04_ch01_the_net_stable_funding_ratio.md path: "Title IV > Chapter 1 > Article 428a" applies_to_entities: [] topics: - prudential - banking - own_funds - liquidity_risk - consolidation keywords: - POS - ITS - subsidiary - consolidated basis - own funds 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 11 paragraph: "4" - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428b article_title: The net stable funding ratio chunk_file: /crr/chunks/crr_t04_ch01_the_net_stable_funding_ratio.md path: "Title IV > Chapter 1 > Article 428b" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities - liquidity_risk keywords: - transaction - transfer - SEPA - POS - ITS - reporting - institution - group - im 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 413 paragraph: "1" - target: Article 414 - target: Article 415 paragraph: "2" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 428c article_title: Calculation of the net stable funding ratio chunk_file: /crr/chunks/crr_t04_ch02_general_rules_for_the_calculation_of_the.md path: "Title IV > Chapter 2 > Article 428c" applies_to_entities: [] topics: - prudential - banking - general_provisions - information_requirements - liquidity_risk 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: [] external_references: [] recitals: [] - article_number: 428d article_title: Derivative contracts chunk_file: /crr/chunks/crr_t04_ch02_general_rules_for_the_calculation_of_the.md path: "Title IV > Chapter 2 > Article 428d" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_central_bank topics: - prudential - banking - general_provisions - information_requirements - liquidity_risk - consolidation - fair_value keywords: - transaction - SEPA - POS - ITS - reporting - institution - subsidiary - im 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 429c paragraph: "1" - target: Article 415 paragraph: "2" external_references: [] recitals: [] - article_number: 428e article_title: Netting of secured lending transactions and capital market-driven transactions chunk_file: /crr/chunks/crr_t04_ch02_general_rules_for_the_calculation_of_the.md path: "Title IV > Chapter 2 > Article 428e" applies_to_entities: [] topics: - prudential - banking - general_provisions - information_requirements keywords: - API - transaction - securities financing 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 429b paragraph: "4" external_references: [] recitals: [] - article_number: 428f article_title: Interdependent assets and liabilities chunk_file: /crr/chunks/crr_t04_ch02_general_rules_for_the_calculation_of_the.md path: "Title IV > Chapter 2 > Article 428f" applies_to_entities: - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - general_provisions - information_requirements - liability keywords: - liability - transfer - POS - ATM - clearing - ITS - EBA - institution - ccp - control - im 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 460 paragraph: "1" - target: Article 129 paragraph: "4" external_references: - instrument_type: directive reference: "2009/65/EC" recitals: [] - article_number: 428g article_title: Deposits in institutional protection schemes and cooperative networks chunk_file: /crr/chunks/crr_t04_ch02_general_rules_for_the_calculation_of_the.md path: "Title IV > Chapter 2 > Article 428g" applies_to_entities: - member_states topics: - prudential - banking - general_provisions - information_requirements - liquidity_risk keywords: - POS - ATM - scheme - network - ITS - institution 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 113 paragraph: "7" - target: Article 10 - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428h article_title: Preferential treatment within a group or within an institutional protection scheme chunk_file: /crr/chunks/crr_t04_ch02_general_rules_for_the_calculation_of_the.md path: "Title IV > Chapter 2 > Article 428h" applies_to_entities: - credit_institutions - member_states - competent_authorities topics: - prudential - banking - general_provisions - information_requirements - authorisation - liability - competent_authorities - liquidity_risk keywords: - liability - ATM - scheme - network - credit institution - institution - subsidiary - group 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 428g - target: Article 113 paragraph: "7" - target: Article 10 - target: Article 20 paragraph: "1" external_references: - instrument_type: directive reference: "2013/34/EU" recitals: [] - article_number: 428i article_title: Calculation of the amount of available stable funding chunk_file: /crr/chunks/crr_t04_ch03_available_stable_funding.md path: "Title IV > Chapter 3 > Article 428i" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - own funds - im 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: 428j article_title: Residual maturity of a liability or of own funds chunk_file: /crr/chunks/crr_t04_ch03_available_stable_funding.md path: "Title IV > Chapter 3 > Article 428j" applies_to_entities: - competent_authorities topics: - prudential - banking - liability - competent_authorities - own_funds keywords: - liability - penalty - POS - ITS - institution - own funds - im contains: obligations: true prohibitions: true permissions: true definitions: false penalties: true delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428k article_title: "0 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch03_available_stable_funding.md path: "Title IV > Chapter 3 > Article 428k" applies_to_entities: - credit_institutions - member_states - european_central_bank topics: - prudential - banking - liability - fair_value keywords: - API - liability - transaction - POS - settlement - institution - financial instrument - deferred tax liabilities - minority interest - im 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 428f - target: Article 428d - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428l article_title: "50 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch03_available_stable_funding.md path: "Title IV > Chapter 3 > Article 428l" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_central_bank topics: - prudential - banking - authorisation keywords: - API - POS - ITS - competent authority - im 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 paragraph: "1" - target: Article 117 paragraph: "2" - target: Article 118 - target: Article 428m - target: Article 428n - target: Article 428o external_references: [] recitals: [] - article_number: 428m article_title: "90 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch03_available_stable_funding.md path: "Title IV > Chapter 3 > Article 428m" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ITS 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428n article_title: "95 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch03_available_stable_funding.md path: "Title IV > Chapter 3 > Article 428n" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ITS 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428o article_title: "100 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch03_available_stable_funding.md path: "Title IV > Chapter 3 > Article 428o" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - POS - ITS - institution - other capital 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 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 - target: Article 48 - target: Article 49 - target: Article 79 - target: Article 56 - target: Article 66 external_references: [] recitals: [] - article_number: 428p article_title: Calculation of the amount of required stable funding chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428p" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_central_bank topics: - prudential - banking - liability - competent_authorities - credit_risk - liquidity_risk - beneficial_ownership - financial_statements keywords: - transaction - POS - scheme - network - RTS - ITS - EBA - credit institution - institution - ccp - financial instrument - credit risk mitigation - default fund - securities financing transaction - initial margin - im 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 460 paragraph: "1" - target: Article 428k paragraph: "4" external_references: [] recitals: [] - article_number: 428q article_title: Residual maturity of an asset chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428q" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities keywords: - transaction - POS - institution - im 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: "648/2012" recitals: [] - article_number: 428r article_title: "0 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428r" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_central_bank topics: - prudential - banking - liquidity_risk - consolidation keywords: - transaction - POS - settlement - ITS - institution - ciu - financial instrument - securities financing transaction - im 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 460 paragraph: "1" - target: Article 428f - target: Article 428e external_references: [] recitals: [] - article_number: 428s article_title: "5 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428s" applies_to_entities: [] topics: - prudential - banking - liquidity_risk - fair_value keywords: - transaction - POS - settlement - ITS - institution - ciu - trade finance - securities financing transaction contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 460 paragraph: "1" - target: Article 428r paragraph: "1" - target: Article 428e external_references: [] recitals: [] - article_number: 428t article_title: "7 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428t" applies_to_entities: [] topics: - prudential - banking keywords: - POS 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428u article_title: "7,5 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428u" applies_to_entities: [] topics: - prudential - banking keywords: - trade finance 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: 428v article_title: "10 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428v" applies_to_entities: [] topics: - prudential - banking keywords: - transaction - trade finance 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 428r paragraph: "1" - target: Article 428s paragraph: "1" external_references: [] recitals: [] - article_number: 428w article_title: "12 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428w" applies_to_entities: [] topics: - prudential - banking - liquidity_risk keywords: - POS - ITS - ciu 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428x article_title: "15 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428x" applies_to_entities: [] topics: - prudential - banking keywords: - POS 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428y article_title: "20 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428y" applies_to_entities: [] topics: - prudential - banking - liquidity_risk keywords: - POS - ITS - ciu 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428z article_title: "25 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428z" applies_to_entities: [] topics: - prudential - banking keywords: - POS - securitisation 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428aa article_title: "30 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428aa" applies_to_entities: [] topics: - prudential - banking - liquidity_risk keywords: - POS - ITS - ciu 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428ab article_title: "35 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428ab" applies_to_entities: [] topics: - prudential - banking - liquidity_risk keywords: - POS - ITS - ciu - securitisation 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428ac article_title: "40 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428ac" applies_to_entities: [] topics: - prudential - banking - liquidity_risk keywords: - POS - ITS - ciu 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428ad article_title: "50 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428ad" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_central_bank - financial_entities topics: - prudential - banking - authorisation keywords: - transaction - POS - ITS - institution - financial institution - competent authority - securitisation - trade finance 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 paragraph: "1" - target: Article 117 paragraph: "2" - target: Article 118 - target: Article 428a external_references: [] recitals: [] - article_number: 428ae article_title: "55 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428ae" applies_to_entities: [] topics: - prudential - banking - liquidity_risk keywords: - POS - ITS - ciu 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428af article_title: "65 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428af" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - 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 129 paragraph: "1" external_references: [] recitals: [] - article_number: 428ag article_title: "85 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428ag" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - POS - ATM - ccp - trade finance - default fund - initial margin 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 178 - target: Article 460 paragraph: "1" - target: Article 129 paragraph: "4" external_references: - instrument_type: directive reference: "2009/65/EC" recitals: [] - article_number: 428ah article_title: "100 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch04_required_stable_funding.md path: "Title IV > Chapter 4 > Article 428ah" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value keywords: - POS - 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: false transitional: false internal_references: - target: Article 428d - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428ai article_title: Derogation for small and non-complex institutions chunk_file: /crr/chunks/crr_t04_ch05_derogation_for_small_and_non_complex_ins.md path: "Title IV > Chapter 5 > Article 428ai" applies_to_entities: - competent_authorities topics: - prudential - banking - liquidity_risk keywords: - institution - competent authority - im - small and non-complex 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: 428aj article_title: Simplified calculation of the amount of available stable funding chunk_file: /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md path: "Title IV > Chapter 6 > Article 428aj" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - POS - institution - own funds - im 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: 428ak article_title: Residual maturity of a liability or own funds chunk_file: /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md path: "Title IV > Chapter 6 > Article 428ak" applies_to_entities: - competent_authorities topics: - prudential - banking - liability - competent_authorities - own_funds keywords: - liability - penalty - POS - ITS - institution - own funds - im contains: obligations: true prohibitions: true permissions: true definitions: false penalties: true delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428al article_title: "0 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md path: "Title IV > Chapter 6 > Article 428al" applies_to_entities: - credit_institutions - member_states - european_central_bank topics: - prudential - banking - liability - fair_value keywords: - API - liability - transaction - POS - settlement - institution - financial instrument - deferred tax liabilities - minority interest 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 428f - target: Article 428a - target: Article 428d - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428am article_title: "50 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md path: "Title IV > Chapter 6 > Article 428am" applies_to_entities: - credit_institutions - member_states - competent_authorities topics: - prudential - banking - authorisation keywords: - API - POS - ITS - competent authority 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 paragraph: "1" - target: Article 117 paragraph: "2" - target: Article 118 external_references: [] recitals: [] - article_number: 428an article_title: "90 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md path: "Title IV > Chapter 6 > Article 428an" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ITS 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428ao article_title: "95 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md path: "Title IV > Chapter 6 > Article 428ao" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ITS 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428ap article_title: "100 % available stable funding factor" chunk_file: /crr/chunks/crr_t04_ch06_available_stable_funding_for_the_simplif.md path: "Title IV > Chapter 6 > Article 428ap" applies_to_entities: [] topics: - prudential - banking - own_funds keywords: - API - POS - ITS - institution - other capital 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 32 - target: Article 33 - target: Article 34 - target: Article 35 - target: Article 36 - target: Article 48 - target: Article 49 - target: Article 79 - target: Article 56 - target: Article 66 - target: Article 428a external_references: [] recitals: [] - article_number: 428aq article_title: Simplified calculation of the amount of required stable funding chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428aq" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_central_bank topics: - prudential - banking - liability - competent_authorities - credit_risk - liquidity_risk - beneficial_ownership - financial_statements keywords: - transaction - POS - scheme - network - RTS - ITS - EBA - credit institution - institution - ccp - financial instrument - credit risk mitigation - default fund - securities financing transaction - initial margin - im - small and non-complex institution 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 460 paragraph: "1" - target: Article 428k paragraph: "4" external_references: [] recitals: [] - article_number: 428ar article_title: Residual maturity of an asset chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428ar" applies_to_entities: - competent_authorities topics: - prudential - banking - competent_authorities keywords: - transaction - POS - institution - im 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: "648/2012" recitals: [] - article_number: 428as article_title: "0 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428as" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_central_bank topics: - prudential - banking - liquidity_risk - consolidation keywords: - POS - institution - im 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 460 paragraph: "1" - target: Article 428f external_references: [] recitals: [] - article_number: 428at article_title: "5 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428at" applies_to_entities: [] topics: - prudential - banking - fair_value keywords: - POS - settlement - institution contains: obligations: true prohibitions: false permissions: false definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428au article_title: "10 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428au" applies_to_entities: [] topics: - prudential - banking keywords: - POS - trade finance 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428av article_title: "20 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428av" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ITS - ciu 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428aw article_title: "50 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428aw" 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 428a external_references: [] recitals: [] - article_number: 428ax article_title: "55 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428ax" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ITS - ciu 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 paragraph: "1" external_references: [] recitals: [] - article_number: 428ay article_title: "85 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428ay" applies_to_entities: [] topics: - prudential - banking keywords: - POS - ccp - trade finance - default fund - initial margin 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 178 - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 428az article_title: "100 % required stable funding factor" chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 428az" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value keywords: - POS - 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: false transitional: false internal_references: - target: Article 428a - target: Article 428d - target: Article 460 paragraph: "1" external_references: [] recitals: [] - article_number: 429 article_title: Calculation of the leverage ratio chunk_file: /crr/chunks/crr_t04_ch07_p1_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429" applies_to_entities: [] topics: - prudential - banking - credit_risk - leverage_ratio - counterparty_credit_risk - consolidation keywords: - API - transaction - POS - ATM - settlement - clearing - ITS - reporting - institution - ccp - credit risk mitigation - applicable accounting framework - trade exposure - leverage - credit risk adjustment - securities financing transaction - im 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 429e - target: Article 429b paragraph: "1" - target: Article 429c - target: Article 429d - target: Article 429g - target: Article 429f - target: Article 92 paragraph: "4" external_references: [] recitals: [] - article_number: 429a article_title: Exposures excluded from the total exposure measure chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429a" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission - consumers topics: - prudential - banking - authorisation - refunds - competent_authorities - own_funds - credit_risk - leverage_ratio - counterparty_credit_risk - securitisation - financial_statements - consolidation - deposit_guarantee keywords: - API - supervision - consumer - transfer - POS - ATM - agent - clearing - network - RTS - ITS - EBA - reporting - credit institution - institution - public sector entity - ccp - control - competent authority - funded credit protection 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 429 paragraph: "4" - target: Article 36 paragraph: "1" - target: Article 429 paragraph: "3" - target: Article 113 paragraph: "6" - target: Article 113 paragraph: "7" - target: Article 114 - target: Article 422 paragraph: "3" - target: Article 129 paragraph: "1" - target: Article 201 - target: Article 202 - target: Article 114 paragraph: "2" - target: Article 116 paragraph: "4" - target: Article 306 paragraph: "1" - target: Article 305 paragraph: "2" - target: Article 429c paragraph: "3" - target: Article 244 paragraph: "2" - target: Article 16 - target: Article 72e paragraph: "5" - target: Article 429 paragraph: "5" - target: Article 92 paragraph: "1" external_references: - instrument_type: regulation reference: "1606/2002" - instrument_type: regulation reference: "909/2014" - instrument_type: directive reference: "2014/49/EU" - instrument_type: directive reference: "2008/48/EC" recitals: [] - article_number: 429b article_title: Calculation of the exposure value of assets chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429b" applies_to_entities: - competent_authorities topics: - prudential - banking keywords: - transaction - transfer - SEPA - POS - settlement - system - ITS - institution - competent authority - group - securities financing transaction - im 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 429e - target: Article 111 paragraph: "1" - target: Article 429 paragraph: "7" external_references: [] recitals: [] - article_number: 429c article_title: Calculation of the exposure value of derivatives chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429c" applies_to_entities: [] topics: - prudential - banking - own_funds - counterparty_credit_risk keywords: - transfer - POS - ATM - institution - ccp - applicable accounting framework - qccp - own funds - initial margin - im 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 295 - target: Article 272 paragraph: "25" - target: Article 274 paragraph: "5" - target: Article 275 - target: Article 272 - target: Article 278 paragraph: "1" - target: Article 92 paragraph: "1" - target: Article 273 paragraph: "3" external_references: [] recitals: [] - article_number: 429d article_title: Additional provisions on the calculation of the exposure value of written credit derivatives chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429d" applies_to_entities: [] topics: - prudential - banking - fair_value keywords: - API - transaction - SEPA - POS - ITS - institution - financial instrument - leverage - reference obligation 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 429c - target: Article 291 paragraph: "1" - target: Article 429a paragraph: "1" - target: Article 429c paragraph: "1" external_references: [] recitals: [] - article_number: 429e article_title: Counterparty credit risk add-on for securities financing transactions chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429e" applies_to_entities: [] topics: - prudential - banking - own_funds - credit_risk - counterparty_credit_risk - fair_value keywords: - transaction - SEPA - POS - ATM - security - agent - ITS - institution - applicable accounting framework - repurchase transaction - own funds - securities financing transaction - im 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 429b paragraph: "1" - target: Article 206 - target: Article 429b paragraph: "4" - target: Article 222 - target: Article 92 paragraph: "1" external_references: [] recitals: [] - article_number: 429f article_title: Calculation of the exposure value of off-balance-sheet items chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429f" applies_to_entities: [] topics: - prudential - banking - credit_risk keywords: - transaction - POS - institution - conversion factor - credit risk adjustment - securities financing 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 111 paragraph: "2" - target: Article 429d - target: Article 111 paragraph: "3" - target: Article 495d external_references: [] recitals: [] - article_number: 429g article_title: Calculation of the exposure value of regular-way purchases and sales awaiting settlement chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 429g" applies_to_entities: [] topics: - prudential - banking - market_risk - financial_statements keywords: - POS - settlement - institution - applicable accounting framework - trading book - profit 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 paragraph: "4" external_references: [] recitals: [] - article_number: 430 article_title: Reporting on prudential requirements and financial information chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 430" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - competent_authorities - own_funds - market_risk - leverage_ratio - securitisation - crypto_assets - financial_statements keywords: - supervision - transaction - SEPA - POS - ATM - data - system - ITS - EBA - reporting - credit institution - institution - systemic risk - competent authority - consolidated basis - esg risk - physical risk - transition risk - securitisation - repurchase agreement contains: obligations: true prohibitions: true permissions: true definitions: true penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: true internal_references: - target: Article 92 - target: Article 92a - target: Article 92b - target: Article 394 - target: Article 415 - target: Article 430a paragraph: "1" - target: Article 6 paragraph: "5" - target: Article 269a - target: Article 325c paragraph: "2" - target: Article 24 paragraph: "2" external_references: - instrument_type: directive reference: "2013/36" - instrument_type: regulation reference: "1606/2002" - instrument_type: regulation reference: "1606/2002" - instrument_type: regulation reference: "1093/2010" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 430a article_title: Specific reporting obligations chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 430a" applies_to_entities: - member_states - competent_authorities - european_banking_authority topics: - prudential - banking - competent_authorities keywords: - SEPA - POS - data - branch - EBA - reporting - institution - competent authority - home member state - host member state - property value - residential property - commercial immovable property - im 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 124 paragraph: "9" external_references: [] recitals: [] - article_number: 430c article_title: Feasibility report on the integrated reporting system chunk_file: /crr/chunks/crr_t04_ch07_p2_required_stable_funding_for_the_simplifi.md path: "Title IV > Chapter 7 > Article 430c" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - security - deposit_guarantee keywords: - authentication - transfer - POS - security - data - access - system - scheme - ITS - EBA - reporting - institution - pd - im 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: 431 article_title: Disclosure requirements and policies chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 431" applies_to_entities: - competent_authorities topics: - prudential - banking - governance keywords: - system - institution - management body - senior management - control - financial report 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 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 keywords: - 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" recitals: [] - article_number: 433 article_title: Frequency and scope of disclosures chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 433" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - financial_statements keywords: - POS - RTS - ITS - EBA - institution - im - financial report 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 433a - target: Article 433b - target: Article 433c - target: Article 434 external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 433a article_title: Disclosures by large institutions chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 433a" applies_to_entities: [] topics: - prudential - banking keywords: - institution - g-sii - large institution - non-listed 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 437 - target: Article 438 - target: Article 439 - target: Article 440 - target: Article 442 - target: Article 444 - target: Article 445 - target: Article 448 paragraph: "1" - target: Article 449 - target: Article 451 paragraph: "1" - target: Article 451a paragraph: "3" - target: Article 452 - target: Article 453 - target: Article 455 paragraph: "2" - target: Article 449a - target: Article 449b - target: Article 447 - target: Article 451a paragraph: "2" - target: Article 92a - target: Article 437a external_references: [] recitals: [] - article_number: 433b article_title: Disclosures by small and non-complex institutions chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 433b" applies_to_entities: [] topics: - prudential - banking keywords: - institution - esg risk - small and non-complex institution - non-listed 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 435 paragraph: "1" - target: Article 447 - target: Article 449a - target: Article 449b - target: Article 450 paragraph: "1" external_references: [] recitals: [] - article_number: 433c article_title: Disclosures by other institutions chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 433c" applies_to_entities: [] topics: - prudential - banking keywords: - institution - non-listed 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 433a - target: Article 447 - target: Article 435 paragraph: "1" - target: Article 435 paragraph: "2" - target: Article 437 - target: Article 449a - target: Article 449b - target: Article 450 paragraph: "1" external_references: [] 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: - competent_authorities - european_banking_authority topics: - prudential - banking - financial_statements keywords: - SEPA - POS - data - access - RTS - ITS - EBA - reporting - institution - small and non-complex institution - financial report 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 434a - target: Article 433a - target: Article 433c - target: Article 430 - target: Article 450 external_references: [] recitals: [] - article_number: 434a article_title: Uniform disclosure formats chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 434a" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking keywords: - RTS - EBA - institution - im 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" recitals: [] - article_number: 434b article_title: Accessibility of information on the European single access point chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 434b" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - data_protection keywords: - POS - data - access - EBA - guidelines - institution - im 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" recitals: [] - article_number: 434c article_title: Report on the feasibility of the use of information reported by institutions other than small and non-complex institutions to publish an extended set of disclosures on the EBA website chunk_file: /crr/chunks/crr_t01_general_principles.md path: "Title I > Article 434c" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking keywords: - POS - data - ITS - EBA - institution - small and non-complex 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 430 external_references: [] recitals: [] - article_number: 435 article_title: Disclosure of 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: - transaction - SEPA - system - ITS - reporting - institution - management body - group - im 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: 436 article_title: Disclosure of the 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 - market_risk - financial_statements - consolidation keywords: - transfer - SEPA - POS - ITS - institution - parent undertaking - applicable accounting framework - trading book - own funds - im 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 34 - target: Article 105 - target: Article 7 - target: Article 9 external_references: [] recitals: [] - article_number: 437 article_title: Disclosure of own funds chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 437" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds - financial_statements keywords: - API - SEPA - 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 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: [] recitals: [] - article_number: 437a article_title: Disclosure of own funds and eligible liabilities chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 437a" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds keywords: - POS - ITS - institution - own funds - im 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 92a - target: Article 72b - target: Article 72b paragraph: "3" - target: Article 72b paragraph: "4" - target: Article 72a paragraph: "2" external_references: [] recitals: [] - article_number: 438 article_title: Disclosure of own funds requirements and risk-weighted exposure amounts 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 - insurance - reinsurance - group_supervision keywords: - API - POS - ITS - institution - insurance undertaking - reinsurance undertaking - competent authority - consolidated basis - leverage - risk of excessive leverage - own funds - own funds instruments - im 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 73 - target: Article 92 paragraph: "3" - target: Article 92 paragraph: "2" - target: Article 92 paragraph: "4" - target: Article 92 paragraph: "5" - target: Article 153 paragraph: "5" - target: Article 133 paragraph: "3" - target: Article 495a paragraph: "3" - target: Article 49 external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2002/87/EC" recitals: [] - article_number: 439 article_title: Disclosure of exposures 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: - credit_institutions - member_states - competent_authorities topics: - prudential - banking - transparency - information_requirements - competent_authorities - credit_risk - counterparty_credit_risk - fair_value keywords: - API - transaction - SEPA - POS - ITS - institution - competent authority - credit risk mitigation - securities financing transaction - im 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 291 - target: Article 284 paragraph: "9" - target: Article 444 - target: Article 452 - target: Article 273a paragraph: "1" external_references: [] recitals: [] - article_number: 440 article_title: Disclosure of countercyclical capital buffers chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 440" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - capital_buffers - credit_risk keywords: - API - 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: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 441 article_title: Disclosure of 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: [] topics: - prudential - banking - transparency - information_requirements keywords: - system - g-sii - im 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: 442 article_title: Disclosure of exposures to credit risk and dilution risk 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 - fair_value keywords: - POS - institution - dilution risk - credit risk adjustment - im 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: Disclosure of encumbered and 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 topics: - prudential - banking - transparency - information_requirements keywords: - POS - institution - central banks 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: 444 article_title: Disclosure of the use of the Standardised Approach 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 - ecai - 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: [] recitals: [] - article_number: 445 article_title: Disclosure of exposures to market risk under the standardised approach chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 445" applies_to_entities: - competent_authorities topics: - prudential - banking - transparency - information_requirements - own_funds - market_risk - securitisation keywords: - SEPA - POS - institution - financial instrument - securitisation - trading book - own funds - im - market 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 325a external_references: [] recitals: [] - article_number: 445a article_title: Disclosure of CVA risk chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 445a" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - own_funds - risk_management keywords: - institution - own funds - im 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 273a paragraph: "2" - target: Article 385 - target: Article 383 - target: Article 386 paragraph: "2" - target: Article 384 - target: Article 386 paragraph: "3" external_references: [] recitals: [] - article_number: 446 article_title: Disclosure of 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 - risk_management 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 313 - target: Article 314 paragraph: "1" - target: Article 315 paragraph: "2" - target: Article 316 paragraph: "1" - target: Article 320 paragraph: "1" external_references: [] recitals: [] - article_number: 447 article_title: Disclosure of key metrics 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 - liquidity_risk - leverage_ratio keywords: - API - POS - institution - leverage - own funds - resolution group - group 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 92 paragraph: "2" - target: Article 92 paragraph: "3" - target: Article 92 paragraph: "4" - target: Article 429 - target: Article 460 paragraph: "1" - target: Article 92a - target: Article 92b external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 448 article_title: Disclosure of exposures to interest rate risk on positions not held 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: - competent_authorities topics: - prudential - banking - transparency - information_requirements - market_risk keywords: - POS - system - ITS - institution - control - trading book - internal hedge - im 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 106 paragraph: "3" external_references: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 449 article_title: Disclosure of exposures 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 - securitisation - consolidation keywords: - API - transaction - transfer - SEPA - POS - institution - originator - sponsor - control - securitisation - securitisation position - re-securitisation position - credit enhancement - sspe - trading book - credit risk adjustment - ecai - own funds - im 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 242 - target: Article 244 - target: Article 245 external_references: [] recitals: [] - article_number: 449a article_title: "Disclosure of environmental, social and governance risks (ESG risks)" chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 449a" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - transparency - information_requirements keywords: - POS - EBA - institution - "environmental, social and governance risk" - esg risk - environmental risk - physical risk - transition risk - governance risk - im - small and non-complex institution contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 434a - target: Article 430 paragraph: "1" - target: Article 433b external_references: - instrument_type: regulation reference: "1093/2010" recitals: [] - article_number: 449b article_title: Disclosure of aggregate exposure to shadow banking entities chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 449b" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements 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 394 paragraph: "2" external_references: [] recitals: [] - article_number: 450 article_title: Disclosure of 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: - SEPA - POS - system - scheme - ITS - institution - management body - senior management - competent authority - im - large 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: - instrument_type: directive reference: "2013/36/EU" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "2016/679" recitals: [] - article_number: 451 article_title: Disclosure of the leverage ratio chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 451" applies_to_entities: - credit_institutions topics: - prudential - banking - transparency - information_requirements - supervision - own_funds - leverage_ratio - financial_statements - implementing_acts keywords: - POS - ITS - credit institution - institution - leverage - risk of excessive leverage - own funds - im - large institution contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: false internal_references: - target: Article 429 - target: Article 499 paragraph: "2" - target: Article 429 paragraph: "4" - target: Article 429a - target: Article 429a paragraph: "7" - target: Article 429a paragraph: "2" - target: Article 429a paragraph: "1" - target: Article 430 paragraph: "7" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 451a article_title: Disclosure of liquidity requirements chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 451a" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - liquidity_risk keywords: - POS - system - institution 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 paragraph: "1" external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 451b article_title: Disclosure of crypto-asset exposures and related activities chunk_file: /crr/chunks/crr_t02_technical_criteria_on_transparency_and_d.md path: "Title II > Article 451b" applies_to_entities: [] topics: - prudential - banking - transparency - information_requirements - crypto_assets keywords: - e-money - POS - token - institution - operational risk - im 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 432 external_references: - instrument_type: regulation reference: "2023/1114" recitals: [] - article_number: 452 article_title: Disclosure of the 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: - competent_authorities topics: - prudential - banking - credit_risk - risk_management - internal_control keywords: - SEPA - POS - data - system - reporting - institution - control - competent authority - pd - lgd - conversion factor - credit risk mitigation - im 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 147 - target: Article 166 external_references: [] recitals: [] - article_number: 453 article_title: Disclosure of the 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 - securitisation - financial_statements keywords: - API - SEPA - POS - institution - lgd - conversion factor - credit risk mitigation - securitisation - im 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: 454 article_title: Disclosure of the 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 models for market risk chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 455" applies_to_entities: [] topics: - prudential - banking - own_funds - market_risk - risk_management keywords: - POS - data - ITS - institution - control - pd - trading book - own funds - im - market risk - trading desk 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 104 paragraph: "1" - target: Article 104b 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 - institution - central counterparty - leverage - own funds - market risk 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 paragraph: "1" - target: Article 147 paragraph: "5" - target: Article 153 paragraph: "4" - target: Article 162 paragraph: "4" - 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 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" 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 - market risk 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 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 430 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 - residential property - commercial immovable property - own funds - im 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 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 external_references: - instrument_type: directive reference: "2013/36" - instrument_type: directive reference: "2013/36/EU" - 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 - im 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" 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: - competent_authorities - european_commission topics: - prudential - banking - liquidity_risk keywords: - POS - RTS - institution - im 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 8 paragraph: "3" - target: Article 411 - target: Article 412 - target: Article 413 - target: Article 414 - target: Article 415 - target: Article 416 - target: Article 509 paragraph: "1" - target: Article 509 paragraph: "2" - target: Article 509 paragraph: "3" - target: Article 428f paragraph: "2" - target: Article 428f paragraph: "1" 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 - im 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: [] recitals: [] - article_number: 461a article_title: Own funds requirements for market risk chunk_file: /crr/chunks/crr_t03_qualifying_requirements_for_the_use_of_p.md path: "Title III > Article 461a" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - market_risk keywords: - POS - EBA - institution - own funds - im - market risk 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 325 paragraph: "1" - target: Article 325a - 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 external_references: [] 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: - member_states - european_commission topics: - prudential - banking keywords: - RTS - notification - institution - im 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 244 - target: Article 245 - target: Article 456 - target: Article 457 - target: Article 459 - target: Article 460 - target: Article 461a 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" 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: Transitional arrangements for the output floor chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 465" applies_to_entities: - credit_institutions - member_states - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities - credit_risk - market_risk - counterparty_credit_risk - securitisation keywords: - POS - ATM - ITS - EBA - institution - competent authority - dilution risk - pd - securitisation - property value - residential property - trading book - ecai - nominated ecai - own funds - im - market risk 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 paragraph: "3" - target: Article 92 paragraph: "5" - target: Article 125 paragraph: "1" - target: Article 501 - target: Article 430a paragraph: "1" - target: Article 101 paragraph: "1" - target: Article 124 paragraph: "9" - target: Article 108 paragraph: "5" - target: Article 495b - target: Article 495c - target: Article 495d - target: Article 92 paragraph: "4" - target: Article 261 - target: Article 262 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 - im - financial report 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: 468 article_title: Temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income 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 - credit_risk - leverage_ratio - financial_statements keywords: - API - POS - ATM - ITS - reporting - institution - competent authority - leverage - credit risk adjustment - deferred tax assets - own funds - im 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 115 paragraph: "2" - target: Article 116 paragraph: "4" - target: Article 36 paragraph: "1" - target: Article 48 paragraph: "4" external_references: - instrument_type: directive reference: "2013/36/EU" 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 - deferred tax assets that rely on future profitability - indirect holding - profit - temporary differences 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: 469a article_title: Derogation from deductions from Common Equity Tier 1 items for non-performing exposures chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 469a" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting 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 36 paragraph: "1" 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 - deferred tax assets that rely on future profitability - profit - temporary differences - 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 - deferred tax assets - intangible assets - 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 - im 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: 473a article_title: Introduction of IFRS 9 chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 473a" applies_to_entities: - competent_authorities - european_banking_authority topics: - prudential - banking - own_funds - fair_value - financial_reporting - competent_authorities - credit_risk - leverage_ratio - valuation - investment_funds - financial_statements keywords: - SCA - API - supervision - SEPA - POS - ITS - EBA - guidelines - reporting - institution - collective investment undertaking - competent authority - leverage - credit risk adjustment - deferred tax assets - own funds - im 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 50 - target: Article 24 paragraph: "2" - target: Article 158 paragraph: "5" - target: Article 158 paragraph: "6" - target: Article 158 paragraph: "10" - target: Article 468 - target: Article 36 paragraph: "1" - target: Article 48 paragraph: "4" - target: Article 111 paragraph: "1" - target: Article 62 - target: Article 429 paragraph: "4" external_references: - instrument_type: regulation reference: "1606/2002" - instrument_type: directive reference: "2013/36/EU" - instrument_type: regulation reference: "1093/2010" 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: 477a article_title: Deductions from eligible liabilities items chunk_file: /crr/chunks/crr_t01_ch01_own_funds_requirements_unrealised_gains_.md path: "Title I > Chapter 1 > Article 477a" applies_to_entities: [] topics: - prudential - banking - own_funds - fair_value - financial_reporting - capital_requirements keywords: - API - transfer - ITS - institution - subsidiary - own funds - resolution authority - relevant third-country authority - im 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 72e paragraph: "4" 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 - deferred tax assets that rely on future profitability - profit - temporary differences 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 - subsidiary - own funds - minority interest - retained earnings - share premium account 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 - parent undertaking - 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 36 paragraph: "1" - target: Article 49 paragraph: "1" - target: Article 49 paragraph: "4" external_references: - 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 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 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 - share premium account - im contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true 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 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 - share premium account 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 - share premium account - im 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 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 - share premium account - im 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" external_references: - 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 - im 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 484 paragraph: "4" - target: Article 51 - target: Article 52 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 - im 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 - share premium account - im 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" recitals: [] - article_number: 493 article_title: Transitional provisions for large exposures chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 493" applies_to_entities: - credit_institutions - member_states - competent_authorities topics: - prudential - banking - own_funds - large_exposures - credit_risk keywords: - API - supervision - POS - third party - clearing - scheme - network - ITS - credit institution - investment firm - institution - parent undertaking - participation - qualifying holding - competent authority - central banks - consolidated basis - financial instrument - credit risk mitigation - 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: 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 - target: Article 115 paragraph: "2" - target: Article 116 paragraph: "4" - target: Article 495 paragraph: "2" external_references: - instrument_type: directive reference: "2014/65/EU" - instrument_type: directive reference: "2002/87/EC" recitals: [] - article_number: 494 article_title: Transitional provisions concerning the requirement for own funds and eligible liabilities chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 494" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - capital_buffers keywords: - POS - institution - own funds - resolution authority - g-sii - im 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 92a - target: Article 92 paragraph: "3" - target: Article 92 paragraph: "4" - target: Article 429 paragraph: "4" - target: Article 72b paragraph: "3" external_references: [] recitals: [] - article_number: 494a article_title: Grandfathering of issuances through special purpose entities chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 494a" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - consolidation keywords: - API - POS - institution - im 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 - target: Article 52 paragraph: "1" - target: Article 63 external_references: [] recitals: [] - article_number: 494b article_title: Grandfathering of own funds instruments and eligible liabilities instruments chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 494b" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures keywords: - 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 51 - target: Article 52 - target: Article 52 paragraph: "1" - target: Article 62 - target: Article 63 - target: Article 72a paragraph: "1" - target: Article 72b - target: Article 72b paragraph: "2" external_references: [] recitals: [] - article_number: 494c article_title: Grandfathering of senior securitisation positions chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 494c" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - credit_risk - securitisation keywords: - POS - institution - originator - 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 270 - target: Article 260 external_references: [] recitals: [] - article_number: 494d article_title: Reversion to less sophisticated approaches chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 494d" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures - authorisation - credit_risk keywords: - POS - ITS - notification - institution - competent authority 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 149 - target: Article 147 paragraph: "2" external_references: [] recitals: [] - article_number: 495 article_title: Treatment of equity exposures under the IRB Approach chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures - competent_authorities - credit_risk keywords: - POS - ATM - institution - im 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 107 paragraph: "1" - target: Article 495a paragraph: "3" - target: Article 495a paragraph: "1" - target: Article 495a paragraph: "2" - target: Article 133 - target: Article 149 - target: Article 158 paragraph: "7" - target: Article 158 paragraph: "8" - target: Article 36 paragraph: "1" - target: Article 62 external_references: [] recitals: [] - article_number: 495a article_title: Transitional arrangements for equity exposures chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495a" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - credit_risk - governance keywords: - POS - ATM - network - institution - management body - control - own funds - im 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 133 paragraph: "3" - target: Article 133 paragraph: "4" - target: Article 133 - target: Article 471 external_references: - instrument_type: directive reference: "2013/34/EU" - instrument_type: regulation reference: "1606/2002" recitals: [] - article_number: 495b article_title: Transitional arrangements for specialised lending exposures chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495b" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - large_exposures - liability - credit_risk keywords: - authorisation - POS - ATM - data - ITS - EBA - institution - lgd - ecai - nominated ecai - own funds - im 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 161 paragraph: "4" - target: Article 147 paragraph: "8" - target: Article 122a paragraph: "3" - target: Article 501a - target: Article 465 paragraph: "1" external_references: [] recitals: [] - article_number: 495c article_title: Transitional arrangements for leasing exposures as a credit risk mitigation technique chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495c" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - large_exposures - credit_risk keywords: - POS - data - ITS - EBA - institution - lgd - credit risk mitigation - funded 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: true internal_references: - target: Article 230 - target: Article 199 paragraph: "7" - target: Article 230 paragraph: "2" external_references: [] recitals: [] - article_number: 495d article_title: Transitional arrangements for unconditional cancellable commitments chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495d" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - large_exposures keywords: - POS - EBA - institution - im contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 111 paragraph: "2" external_references: [] recitals: [] - article_number: 495e article_title: Transitional arrangements for ECAI credit assessments of institutions chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495e" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures keywords: - institution - ecai - im 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 138 external_references: [] recitals: [] - article_number: 495f article_title: Transitional arrangements for property revaluation requirements chunk_file: /crr/chunks/crr_t01_ch04_p1_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495f" applies_to_entities: - member_states topics: - prudential - banking - own_funds - large_exposures keywords: - POS - institution - mortgage lending value - property value - residential property - commercial immovable property - market value - im 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 229 paragraph: "1" - target: Article 208 paragraph: "3" external_references: [] recitals: [] - article_number: 495g article_title: Transitional arrangements for certain public guarantees schemes chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495g" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - fraud_prevention keywords: - fraud - scheme - im contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 183 - target: Article 213 - target: Article 183 paragraph: "1" - target: Article 213 paragraph: "1" - target: Article 214 paragraph: "2" external_references: [] recitals: [] - article_number: 495h article_title: Transitional arrangements for the use of the alternative internal model approach for market risk chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 495h" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - market_risk keywords: - institution - own funds - market risk - trading desk 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: [] external_references: [] recitals: [] - article_number: 497 article_title: Own funds requirements for exposures to CCPs chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 497" applies_to_entities: - european_commission topics: - prudential - banking - own_funds - large_exposures - counterparty_credit_risk - committee_procedure - implementing_acts keywords: - API - POS - clearing - ITS - institution - ccp - qccp - default fund - own funds - initial margin - im contains: obligations: true prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: false transitional: true internal_references: - target: Article 308 paragraph: "2" - target: Article 464 paragraph: "2" external_references: - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" - instrument_type: regulation reference: "648/2012" recitals: [] - article_number: 498 article_title: Exemption for Commodities dealers chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 498" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures keywords: - investment firm - financial instrument - 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: - instrument_type: directive reference: "2014/65/EU" recitals: [] - article_number: 499 article_title: Leverage chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 499" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - leverage_ratio keywords: - API - institution - 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 429 - target: Article 430 - target: Article 451 paragraph: "1" external_references: [] recitals: [] - article_number: 500 article_title: Adjustment for massive disposals chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 500" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures - securitisation keywords: - SCA - POS - ITS - institution - competent authority - lgd - securitisation - im 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 181 paragraph: "1" external_references: [] recitals: [] - article_number: 500a article_title: Temporary treatment of public debt issued in the currency of another Member State chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 500a" applies_to_entities: - credit_institutions - member_states - competent_authorities topics: - prudential - banking - own_funds - large_exposures - credit_risk keywords: - API - POS - ATM - ITS - institution - central banks - credit risk mitigation - im 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 paragraph: "2" - target: Article 395 - target: Article 493 - target: Article 399 - target: Article 400 - target: Article 401 - target: Article 402 - target: Article 403 - target: Article 150 paragraph: "1" - target: Article 150 external_references: [] recitals: [] - article_number: 500b article_title: Temporary exclusion of certain exposures to central banks from the total exposure measure in view of the COVID-19 pandemic chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 500b" applies_to_entities: - credit_institutions - competent_authorities topics: - prudential - banking - own_funds - large_exposures - leverage_ratio keywords: - POS - ITS - institution - competent authority - central banks - leverage - im 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 paragraph: "4" external_references: [] recitals: [] - article_number: 500c article_title: Exclusion of overshootings from the calculation of the back-testing addend in view of the COVID-19 pandemic chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 500c" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures keywords: - 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: 500d article_title: Temporary calculation of the exposure value of regular-way purchases and sales awaiting settlement in view of the COVID-19 pandemic chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 500d" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - market_risk - financial_statements - fair_value keywords: - POS - security - settlement - institution - applicable accounting framework - trading book - profit 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 429 paragraph: "4" external_references: [] recitals: [] - article_number: 501 article_title: Adjustment of risk-weighted non-defaulted SME exposures chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 501" applies_to_entities: [] topics: - prudential - banking - own_funds - large_exposures - credit_risk keywords: - POS - ITS - institution - parent undertaking - group of connected clients - residential property - group - im 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 5 external_references: [] recitals: [] - article_number: 501a article_title: "Adjustment to own funds requirements for credit risk for exposures to entities that operate or finance physical structures or facilities, systems and networks that provide or support essential public services" chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 501a" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - large_exposures - liability - credit_risk keywords: - API - authorisation - POS - security - consent - system - network - ITS - EBA - institution - public sector entity - control - ecai - own funds - group - im 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 112 - target: Article 147 paragraph: "2" - target: Article 114 - target: Article 115 - target: Article 116 - target: Article 117 paragraph: "2" - target: Article 118 external_references: [] recitals: [] - article_number: 501b article_title: Derogation from reporting requirements chunk_file: /crr/chunks/crr_t01_ch04_p2_large_exposures_own_funds_requirements_l.md path: "Title I > Chapter 4 > Article 501b" applies_to_entities: - competent_authorities topics: - prudential - banking - own_funds - large_exposures - implementing_acts keywords: - RTS - reporting - competent authority - pd - im contains: obligations: false prohibitions: false permissions: true definitions: false penalties: false delegated_powers: false implementing_powers: true rts_mandate: false its_mandate: true transitional: false internal_references: - target: Article 430 - target: Article 430 paragraph: "7" external_references: [] recitals: [] - article_number: 501c article_title: Prudential treatment of exposures to environmental or social factors chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 501c" applies_to_entities: - credit_institutions - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - credit_risk keywords: - POS - ATM - data - access - RTS - ITS - EBA - reporting - esg risk - physical risk - transition risk - ecai - nominated ecai - im 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: 501d article_title: Transitional provisions on the prudential treatment of crypto-assets chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 501d" applies_to_entities: - competent_authorities - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk - leverage_ratio - crypto_assets keywords: - API - authorisation - POS - ATM - token - EBA - reporting - institution - competent authority - leverage - own funds - im contains: obligations: true prohibitions: true permissions: false definitions: false penalties: false delegated_powers: true implementing_powers: false rts_mandate: true its_mandate: false transitional: true internal_references: - target: Article 36 paragraph: "1" external_references: - instrument_type: regulation reference: "2023/1114" - 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: 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 - im 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: 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: [] recitals: [] - article_number: 504a article_title: Holdings of eligible liabilities instruments chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 504a" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking keywords: - POS - ATM - EBA - institution - g-sii - im 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: 505 article_title: Review of agricultural financing chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 505" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk keywords: - POS - data - system - network - ITS - EBA - own funds - im 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: 506 article_title: Credit risk — credit insurance 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 - own_funds - credit_risk keywords: - POS - ATM - EBA - credit risk mitigation - 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: 506a article_title: CIUs with an underlying portfolio of euro area sovereign bonds chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 506a" applies_to_entities: - credit_institutions - member_states - european_commission topics: - prudential - banking keywords: - API - POS - ITS - EBA - ciu 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: 506b article_title: NPE securitisations chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 506b" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - securitisation keywords: - API - POS - ATM - ITS - EBA - 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 269a external_references: [] recitals: [] - article_number: 506c article_title: Credit risk — interaction between Common Equity Tier 1 capital reductions and credit risk parameters chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 506c" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - credit_risk - fair_value keywords: - API - POS - ATM - ITS - EBA - lgd - im 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 159 - target: Article 166 external_references: [] recitals: [] - article_number: 506d article_title: Prudential treatment of securitisation chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 506d" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - securitisation keywords: - API - transaction - transfer - POS - ATM - EBA - institution - originator - securitisation 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 465 paragraph: "13" external_references: [] recitals: [] - article_number: 506e article_title: Recognition of capped or floored unfunded credit protection chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 506e" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - securitisation keywords: - transfer - POS - ATM - EBA - funded credit protection - unfunded credit protection - 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 234 external_references: - instrument_type: regulation reference: "2017/2402" recitals: [] - article_number: 506f article_title: Prudential treatment of securities financing transactions chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 506f" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - transaction - POS - ATM - ITS - EBA - own funds - securities financing transaction - im 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: 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_banking_authority - european_commission topics: - prudential - banking keywords: - transaction - POS - EBA - institution - securities financing transaction - im 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 390 paragraph: "6" - target: Article 400 paragraph: "1" - target: Article 400 paragraph: "2" - target: Article 390 - target: Article 401 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: - 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: - target: Article 113 paragraph: "6" - target: Article 113 paragraph: "7" external_references: [] 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 - group - im 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" - target: Article 417 external_references: [] 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 - payment_systems - liquidity_risk keywords: - API - transaction - POS - ATM - settlement - clearing - scheme - RTS - ITS - EBA - reporting - institution - securities financing transaction - initial margin - im 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" - target: Article 428s - target: Article 428a - target: Article 428d - target: Article 428k - target: Article 428r paragraph: "1" - target: Article 428p paragraph: "5" - target: Article 428k paragraph: "3" - target: Article 428s paragraph: "1" - target: Article 428v external_references: [] 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_commission topics: - prudential - banking - leverage_ratio keywords: - POS - ATM - 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 429 paragraph: "4" external_references: [] 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: - credit_institutions - member_states - european_commission topics: - prudential - banking - leverage_ratio keywords: - API - transaction - POS - data - system - ITS - EBA - reporting - credit institution - institution - systemic risk - leverage - g-sii - securities financing transaction - im 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: 514 article_title: Method for the calculation of the exposure value of derivative transactions chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 514" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking keywords: - transaction - POS - EBA - im 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: 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 - central counterparty - own funds - im 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: "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: - im 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: 518a article_title: Review of cross-default provisions chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 518a" applies_to_entities: - european_commission topics: - prudential - banking - recovery_resolution keywords: - POS - bail-in tool 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: 518b article_title: Report on overshootings and supervisory powers to limit distributions chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 518b" applies_to_entities: - competent_authorities - european_commission topics: - prudential - banking - market_risk keywords: - POS - institution - distributions - im - market 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: [] recitals: [] - article_number: 518c article_title: Review of the framework for prudential requirements chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 518c" applies_to_entities: - member_states - european_banking_authority - european_commission topics: - prudential - banking keywords: - API - POS - system - EBA - im 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: 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: [] recitals: [] - article_number: 519a article_title: Reporting and review chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 519a" applies_to_entities: - member_states - european_commission - financial_entities topics: - prudential - banking - credit_risk - securitisation keywords: - POS - ITS - reporting - institution - financial institution - securitisation - securitisation position - im 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 254 - 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 external_references: [] recitals: [] - article_number: 519b article_title: Own funds requirements for market risk chunk_file: /crr/chunks/crr_t02_reports_and_reviews.md path: "Title II > Article 519b" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds - market_risk keywords: - POS - EBA - institution - own funds - im - market 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: [] recitals: [] - article_number: 519c article_title: Compliance tool chunk_file: /crr/chunks/crr_t02_implementation_of_rules.md path: "Title II > Article 519c" applies_to_entities: - european_banking_authority topics: - prudential - banking keywords: - API - EBA - guidelines - institution - im contains: obligations: true prohibitions: false permissions: false definitions: false penalties: false delegated_powers: false implementing_powers: false rts_mandate: true its_mandate: true transitional: false internal_references: [] external_references: - instrument_type: directive reference: "2013/36/EU" recitals: [] - article_number: 519d article_title: Minimum haircut floor framework for securities financing transactions chunk_file: /crr/chunks/crr_t02_implementation_of_rules.md path: "Title II > Article 519d" applies_to_entities: - european_commission topics: - prudential - banking - own_funds keywords: - transaction - POS - system - EBA - institution - leverage - own funds - securities financing transaction - im 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: 519e article_title: Operational risk chunk_file: /crr/chunks/crr_t02_implementation_of_rules.md path: "Title II > Article 519e" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking - own_funds keywords: - POS - data - EBA - institution - operational risk - own funds - im 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: 519f article_title: Proportionality chunk_file: /crr/chunks/crr_t02_implementation_of_rules.md path: "Title II > Article 519f" applies_to_entities: - european_banking_authority - european_commission topics: - prudential - banking keywords: - ITS - EBA - institution - group - im - small and non-complex 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: 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 - credit institution - investment firm - institution - ccp - competent authority - default fund - initial margin - im 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 50b - target: Article 50a paragraph: "2" - target: Article 301 paragraph: "1" - target: Article 274 - target: Article 50c - target: Article 50d - target: Article 11 paragraph: "15" - target: Article 89 - target: Article 16 - target: Article 25 - target: Article 26 - target: Article 29 - target: Article 34 - target: Article 41 - target: Article 42 - target: Article 44 - target: Article 45 - target: Article 47 - target: Article 49 - target: Article 14 - 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: "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: 520a article_title: Application of own funds requirements for market risk chunk_file: /crr/chunks/crr_t03_amendments.md path: "Title III > Article 520a" applies_to_entities: [] topics: - prudential - banking - amendments - own_funds - market_risk keywords: - institution - own funds - market 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 430 - target: Article 430b - target: Article 445 - target: Article 455 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 - im 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: []