Regulatory Capital Anatomy

Regulatory Capital Anatomy™ The JC’s untutored thoughts on how bank capital works. →Go uptown {{{2}}} 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 Tell me more Sign up for our newsletter — or just get in touch: for ½ a weekly 🍺 you get to consult JC. Ask about it here.

• 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