Regulatory Capital Anatomy: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) m (Amwelladmin moved page CRR Anatomy to Regulatory Capital Anatomy) |
Amwelladmin (talk | contribs) No edit summary |
||
| Line 1: | Line 1: | ||
{{anat|crr}} | |||
*{{crrprov|92(2)}} - Calculation of [[capital ratio]]s | *{{crrprov|92(2)}} - Calculation of [[capital ratio]]s | ||
*{{crrprov|92(3)}}(f) - {{tag|capital ratio}}s for {{tag|securities lending}} transactions | *{{crrprov|92(3)}}(f) - {{tag|capital ratio}}s for {{tag|securities lending}} transactions | ||
| Line 7: | Line 8: | ||
*{{crrprov|273(2)}} - exposure value determined by internal model | *{{crrprov|273(2)}} - exposure value determined by internal model | ||
*{{crrprov|306(1)}} - exposure to central counterparty clearers | *{{crrprov|306(1)}} - exposure to central counterparty clearers | ||
Latest revision as of 19:49, 28 August 2017
|
Regulatory Capital Anatomy™
The JC’s untutored thoughts on how bank capital works. {{{2}}}
|
- 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