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Capital Requirements Regulation: Difference between revisions
Capital Requirements Regulation (view source)
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===Netting, Transactions and Stock Lending=== | ===Netting, Transactions and Stock Lending=== | ||
*The amount of regulatory capital that has to be held is expressed as a percentage of the “'''total risk exposure amount'''” (Art. 92(2) of {{tag|CRR}}). | *The amount of regulatory capital that has to be held is expressed as a percentage of the “'''total risk exposure amount'''” (Art. {{crrprov|92(2)}} of {{tag|CRR}}). | ||
**The '''total risk exposure amount''' includes the counterparty risk associated with {{tag|securities lending}} transactions in the trading book (Art. 92(3)(f) of {{tag|CRR}}). | **The '''total risk exposure amount''' includes the counterparty risk associated with {{tag|securities lending}} transactions in the trading book (Art. 92(3)(f) of {{tag|CRR}}). | ||
*Under the standardised approach, the regulatory capital charge is determined by risk weighting the “'''exposure value'''” of the item in question (Art. 113 of {{tag|CRR}}). | *Under the standardised approach, the regulatory capital charge is determined by risk weighting the “'''exposure value'''” of the item in question (Art. 113 of {{tag|CRR}}). | ||