Principles for recognising the effect of credit risk mitigation techniques - CRD Provision: Difference between revisions
Amwelladmin (talk | contribs) m (Amwelladmin moved page 193 - CRD Provision to Principles for recognising the effect of credit risk mitigation techniques - CRD Provision) |
Amwelladmin (talk | contribs) No edit summary |
||
(One intermediate revision by the same user not shown) | |||
Line 1: | Line 1: | ||
{{ | {{crdanat|193}} | ||
Latest revision as of 10:46, 3 July 2019
Regulatory Capital Anatomy™
The JC’s untutored thoughts on how bank capital works. Full text of Art 193: Principles for recognising the effect of credit risk mitigation techniques1. No exposure in respect of which an institution obtains credit risk mitigation shall produce a higher risk-weighted exposure amount or expected loss amount than an otherwise identical exposure in respect of which an institution has no credit risk mitigation.
6. When an institution calculating risk-weighted exposure amounts under the Standardised Approach covers a single exposure with credit protection provided by a single protection provider and that protection has differing maturities, it shall do both of the following:
|