Crr (Implementing And Transitional (S.L. 371.17)

Inhalt

1. Art. 1 Citation and purpose.
2. Art. 2 Interpretation.
3. Art. 2A Treatment of indirectholdings real estate.
4. Art. 2B Application of prudential requirementsonan individual basis.
5. Art. 2C Application of liquidity requirementsonan individual basis.
6. Art. 2D Consolidation in the case of participations or capital ties.
7. Art. 2E Consolidation in the case of significant influence and single management.
8. Art. 2F Consolidation in the case of other subsidiaries or participations.
9. Art. 3 Requirement for deduction where consolidation, supplementary supervision or institutional protectionschemes are applied.
10. Art. 3A Deduction of holdings of financial sector entities.
11. Art. 3B General prior permission to reduce own funds.
12. Art. 3C Reduction of additional Tier 1 or Tier 2 instruments.
13. Art. 3D Temporary waiver of the deduction from own funds instruments or eligible liabilities.
14. Art. 4 Qualifying holdings outside the financial sector.
15. Art. 4A Exposures to public sector entities.
16. Art. 4B Exposures secured by mortgages on immovable property (risk weights).
17. Art. 5 Exposures secured by mortgages on residential immovable property.
18. Art. 5A Exposures secured by mortgages on immovable property (Loss Given Default values).
19. Art. 5B Exposure value under internal models.
20. Art. 5C Limits to large exposures.
21. Art. 6 Large exposures.
22. Art. 6A Compliance with liquidity requirements.
23. Art. 6B Restriction on currency mismatches for the calculation of NSFR.
24. Art. 6C Interdependent assets and liabilities for the calculation of NSFR.
25. Art. 6D Preferential treatment within a group or within an institutional protection scheme for NSFR.
26. Art. 6E Required stable funding for off- balance sheet exposures.
27. Art. 6F Term of encumbrance of segregated assets.
28. Art. 6G Application of Simplified Net Stable Funding Ratio.
29. Art. 6H Required stable funding factors for off-balance-sheet exposures under the simplified NSFR.
30. Art. 6I Term of encumbrance of segregated asset under the simplified NSFR.
31. Art. 7 Liqudity outflows.
32. Art. 7A Exemption of central bank exposures from the leverage ratio.
33. Art. 7B Waiver for reporting requirements of duplicative points.
34. Art. 7C Disclosure of exposures to counterparty credit risk.
35. Art. 8 Own funds requirements.
36. Art. 9 Unrealised losses measured at fair value.
37. Art. 10 Unrealised gains measured at fair value.
38. Art. 11 Deductions from Common Equity Tier 1 items. Exemption from Deduction of Equity Holdings in Insurance Companies from Common Equity Tier 1 items.
39. Art. 13 Introduction of amendments to IAS 19.
40. Art. 14 Deductions from Additional Tier 1 items.
41. Art. 15 Deductions from Tier 2 items.
42. Art. 16 Recognition in consolidated Common Equity Tier 1 capital of instruments and items that do not qualify as minority interests.
43. Art. 17 Recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital.
44. Art. 18 Additional filters and deductions.
45. Art. 19 Limits for grandfathering of items within Common Equity Tier 1, Additional Tier 1 and Tier 2 items.