MT · S.L. 371.17
Crr (Implementing And Transitional (S.L. 371.17)
Sommaire
- Art. 1 Citation and purpose.
- Art. 2 Interpretation.
- Art. 2A Treatment of indirectholdings real estate.
- Art. 2B Application of prudential requirementsonan individual basis.
- Art. 2C Application of liquidity requirementsonan individual basis.
- Art. 2D Consolidation in the case of participations or capital ties.
- Art. 2E Consolidation in the case of significant influence and single management.
- Art. 2F Consolidation in the case of other subsidiaries or participations.
- Art. 3 Requirement for deduction where consolidation, supplementary supervision or institutional protectionschemes are applied.
- Art. 3A Deduction of holdings of financial sector entities.
- Art. 3B General prior permission to reduce own funds.
- Art. 3C Reduction of additional Tier 1 or Tier 2 instruments.
- Art. 3D Temporary waiver of the deduction from own funds instruments or eligible liabilities.
- Art. 4 Qualifying holdings outside the financial sector.
- Art. 4A Exposures to public sector entities.
- Art. 4B Exposures secured by mortgages on immovable property (risk weights).
- Art. 5 Exposures secured by mortgages on residential immovable property.
- Art. 5A Exposures secured by mortgages on immovable property (Loss Given Default values).
- Art. 5B Exposure value under internal models.
- Art. 5C Limits to large exposures.
- Art. 6 Large exposures.
- Art. 6A Compliance with liquidity requirements.
- Art. 6B Restriction on currency mismatches for the calculation of NSFR.
- Art. 6C Interdependent assets and liabilities for the calculation of NSFR.
- Art. 6D Preferential treatment within a group or within an institutional protection scheme for NSFR.
- Art. 6E Required stable funding for off- balance sheet exposures.
- Art. 6F Term of encumbrance of segregated assets.
- Art. 6G Application of Simplified Net Stable Funding Ratio.
- Art. 6H Required stable funding factors for off-balance-sheet exposures under the simplified NSFR.
- Art. 6I Term of encumbrance of segregated asset under the simplified NSFR.
- Art. 7 Liqudity outflows.
- Art. 7A Exemption of central bank exposures from the leverage ratio.
- Art. 7B Waiver for reporting requirements of duplicative points.
- Art. 7C Disclosure of exposures to counterparty credit risk.
- Art. 8 Own funds requirements.
- Art. 9 Unrealised losses measured at fair value.
- Art. 10 Unrealised gains measured at fair value.
- Art. 11 Deductions from Common Equity Tier 1 items. Exemption from Deduction of Equity Holdings in Insurance Companies from Common Equity Tier 1 items.
- Art. 13 Introduction of amendments to IAS 19.
- Art. 14 Deductions from Additional Tier 1 items.
- Art. 15 Deductions from Tier 2 items.
- Art. 16 Recognition in consolidated Common Equity Tier 1 capital of instruments and items that do not qualify as minority interests.
- Art. 17 Recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital.
- Art. 18 Additional filters and deductions.
- Art. 19 Limits for grandfathering of items within Common Equity Tier 1, Additional Tier 1 and Tier 2 items.