Capital Requirements Regulation: Difference between revisions
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{{crrsnap|193(4)}} | {{crrsnap|193(4)}} | ||
Under Chapter 6, the exposure value can be determined by using an internal model, assuming that the firm has regulatory approval for the use of such a model (Art. {{crrprov|273(2)}} of {{tag|CRR}}) or by one of the methods set out in that Chapter. | Under Chapter 6, the exposure value can be determined by using an internal model, assuming that the firm has regulatory approval for the use of such a model (Art. {{crrprov|273(2)}} of {{tag|CRR}}) or by one of the methods set out in that Chapter. | ||
{{ | {{crrsnap|273(2)}} | ||
*Although not expressly stated in relation to stock loans, these apply certain methodologies to particular “contracts” or “transactions”. | *Although not expressly stated in relation to stock loans, these apply certain methodologies to particular “contracts” or “transactions”. | ||
**A securities lending transaction is, both legally and economically a single transaction and is treated as such under {{tag|CRR}} (see, for example, Art. {{crrprov|92(3)(f)}}). | **A securities lending transaction is, both legally and economically a single transaction and is treated as such under {{tag|CRR}} (see, for example, Art. {{crrprov|92(3)(f)}}). | ||