Regulatory Capital Anatomy: Difference between revisions

Revision as of 19:49, 28 August 2017

Regulatory Capital Anatomy™
The JC’s untutored thoughts on how bank capital works.

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Capital Requirements Regulation: 575/2013/ (EUR Lex) \| BIS publications: BIS capital requirements for bank exposures to central counterparties \| leverage ratio \| RWA \| portfolio risk \| systemic riskIndex: Click ᐅ to expand: Regulatory Capital

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92(2) - Calculation of capital ratios
92(3)(f) - capital ratios for 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

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+{{anat|crr}}
 *{{crrprov|92(2)}} - Calculation of [[capital ratio]]s
 *{{crrprov|92(3)}}(f) - {{tag|capital ratio}}s for {{tag|securities lending}} transactions
@@ Line 7: / Line 8: @@
 *{{crrprov|273(2)}} - exposure value determined by internal model
 *{{crrprov|306(1)}} - exposure to central counterparty clearers
-{{crranatomy}}