Regulatory Capital Anatomy
- 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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Regulatory Capital Anatomy™
The JC’s untutored thoughts on how bank capital works. {{{2}}}
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