Regulatory Capital Anatomy: Difference between revisions

Revision as of 10:02, 10 November 2016

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

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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Revision as of 13:28, 5 February 2015 view source Amwelladmin (talk \| contribs) Bureaucrats, Interface administrators, Administrators 88,419 edits 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..."	Revision as of 10:02, 10 November 2016 view source Amwelladmin (talk \| contribs) Bureaucrats, Interface administrators, Administrators 88,419 edits m Amwelladmin moved page CRR Anatomy to Regulatory Capital Anatomy Newer edit →
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