Regulatory Capital Anatomy

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

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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

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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