Regulatory Capital Anatomy: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) Created page with "*{{crrprov|92(2)}} - Calculation of capital ratios *{{crrprov|92(3)}}(f) - {{tag|capital ratio}}s for {{tag|securities lending}} transactions *{{crrprov|111(2)}} - Exposur..." |
Amwelladmin (talk | contribs) No edit summary |
||
| (2 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
{{anat|crr}} | |||
*{{crrprov|92(2)}} - Calculation of [[capital ratio]]s | *{{crrprov|92(2)}} - Calculation of [[capital ratio]]s | ||
*{{crrprov|92(3)}}(f) - | *{{crrprov|92(3)}}(f) - [[capital ratio}}s for {{tag|securities lending]] transactions | ||
*{{crrprov|111(2)}} - Exposure value of | *{{crrprov|111(2)}} - Exposure value of [[securities lending]] transactions | ||
*{{crrprov|113}} - Calculation of risk weighted exposure amounts | *{{crrprov|113}} - Calculation of risk weighted exposure amounts | ||
*{{crrprov|193(4)}} treatment of cash and assets under | *{{crrprov|193(4)}} treatment of cash and assets under [[securities lending]] transactions as collateral | ||
*{{crrprov|206}} - Requirements for master netting agreements covering | *{{crrprov|206}} - Requirements for master netting agreements covering [[securities lending]] transactions | ||
*{{crrprov|273(2)}} - exposure value determined by internal model | *{{crrprov|273(2)}} - exposure value determined by internal model | ||
*{{crrprov|306(1)}} - exposure to central counterparty clearers | *{{crrprov|306(1)}} - exposure to central counterparty clearers | ||
Latest revision as of 11:46, 13 August 2024
|
Regulatory Capital Anatomy™
The JC’s untutored thoughts on how bank capital works. {{{2}}}
|
- 92(2) - Calculation of capital ratios
- 92(3)(f) - [[capital ratio}}s for {{tag|securities lending]] transactions
- 111(2) - Exposure value of securities lending transactions
- 113 - Calculation of risk weighted exposure amounts
- 193(4) treatment of cash and assets under securities lending transactions as collateral
- 206 - Requirements for master netting agreements covering securities lending transactions
- 273(2) - exposure value determined by internal model
- 306(1) - exposure to central counterparty clearers