Credit risk mitigation - CRR Provision: Difference between revisions

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-Article 193 of CRD IV:
+[[Credit risk mitigation]] is defined, rather airily, inArticle 4(57) of the {{eureg|575|2013|}} as:
+{{crrquote|{{CRR Article 4(57)}}|4(57)}}
+The concept of [[credit risk mitigation techniques]] originates in the {{tag|Basel}} regulatory framework, which is in turn implemented by {{tag|CRR}}. {{tag|Basel}} is a little more specific, but still has a bit of the “[[Brexit means Brexit]]” about it.
+===[[CRM technique]]s===
+{{crmtechniques}}
-{{box|
+===See also===
-{{crdiv|193}}
+*Article {{crdprov|193}} of {{tag|CRD IV}}:
+*Article {{crdprov|194}} of {{tag|CRD IV}}
+*Article {{crdprov|272(4)}} of {{tag|CRD IV}}
-{{crdiv|194}}
+{{anat|crr}}
-{{crdiv|272(4)}}
-}}
-Netting set, hedging sets, and related terms
-(4) ‘netting set’ means a group of transactions between an institution and a single counterparty that is subject to a legally enforceable bilateral netting arrangement that is recognised under Section 7 and Chapter 4.
-Each transaction that is not subject to a legally enforceable bilateral netting arrangement which is recognised under Section 7 shall be treated as its own netting set for the purposes of this Chapter.
-Under the Internal Model Method set out in Section 6, all netting sets with a single counterparty may be treated as a single netting set if negative simulated market values of the individual netting sets are set to 0 in the estimation of expected exposure (hereinafter referred to as ‘EE’);
-{{bipruanatomy}}