- Capital Requirements Regulation (CRR): REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012
- PART ONE: GENERAL PROVISIONS
- TITLE I: SUBJECT MATTER, SCOPE AND DEFINITIONS
- TITLE II: LEVEL OF APPLICATION OF REQUIREMENTS
- CHAPTER 1: Application of requirements on an individual basis
- CHAPTER 2: Prudential consolidation
- Section 1: Application of requirements on a consolidated basis
- Section 2: Methods for prudential consolidation
- Section 3: Scope of prudential consolidation
- PART TWO: OWN FUNDS
- TITLE I: ELEMENTS OF OWN FUNDS
- CHAPTER 1: Tier 1 capital
- CHAPTER 2: Common Equity Tier 1 capital
- Section 1: Common Equity Tier 1 items and instruments
- Section 2: Prudential filters
- Section 3: Deductions from Common Equity Tier 1 items, exemptions and alternatives
- Sub-Section 1: Deductions from Common Equity Tier 1 items
- Sub-Section 2: Exemptions from and alternatives to deduction from Common Equity Tier 1 items
- Section 4: Common Equity Tier 1 capital
- CHAPTER 3: Additional Tier 1 capital
- Section 1: Additional Tier 1 items and instruments
- Section 2: Deductions from Additional Tier 1 items
- Section 3: Additional Tier 1 capital
- CHAPTER 4: Tier 2 capital
- Section 1: Tier 2 items and instruments
- Section 2: Deductions from Tier 2 items
- Section 3: Tier 2 capital
- CHAPTER 5: Own funds
- CHAPTER 6: General requirements
- TITLE II: MINORITY INTEREST AND ADDITIONAL TIER 1 AND TIER 2 INSTRUMENTS ISSUED BY SUBSIDIARIES
- TITLE III: QUALIFYING HOLDINGS OUTSIDE THE FINANCIAL SECTOR
- PART THREE: CAPITAL REQUIREMENTS
- TITLE I: GENERAL REQUIREMENTS, VALUATION AND REPORTING
- CHAPTER 1: Required level of own funds
- Section 1: Own funds requirements for institutions
- Section 2: Own funds requirements for investment firms with limited authorisation to provide investment services
- CHAPTER 2: Calculation and reporting requirements
- CHAPTER 3: Trading book
- TITLE II: CAPITAL REQUIREMENTS FOR CREDIT RISK
- CHAPTER 1: General principles
- CHAPTER 2: Standardised approach
- Section 1: General principles
- Section 2: Risk weights
- Section 3: Recognition and mapping of credit risk assessment
- Sub-Section 1: Recognition of ECAIs
- Sub-Section 2: Mapping of ECAI's credit assessments
- Sub-Section 3: Use of credit assessments by Export Credit Agencies
- Section 4: Use of the ECAI credit assessments for the determination of risk weights
- CHAPTER 3: Internal Ratings Based Approach
- Section 1: Permission by competent authorities to use the IRB approach
- Section 2: Calculation of risk-weighted exposure amounts
- Sub-Section 1: Treatment by type of exposure class
- Sub-Section 2: Calculation of risk- weighted exposure amounts for credit risk
- Sub-Section 3: Calculation of risk-weighted exposure amounts for dilution risk of purchased receivables
- Section 3: Expected loss amounts
- Section 4: PD , LGD and maturity
- Sub-Section 1: Exposures to corporates , institutions and central governments and central banks
- Sub-Section 2: Retail exposures
- Sub-Section 3: Equity exposures subject to PD / LGD method
- Section 5: Exposure value
- Section 6: Requirements for the IRB approach
- Sub-Section 1: Rating systems
- Sub-Section 2: Risk quantification
- Sub-Section 3: Validation of internal estimates
- Sub-Section 4: Requirements for equity exposures under the internal models approach
- Sub-Section 5: Internal governance and oversight
- CHAPTER 4: Credit risk mitigation
- Section 1: Definitions and general requirements
- Section 2: Eligible forms of credit risk mitigation
- Sub-Section 1: Funded credit protection
- Sub-Section 2: Unfunded credit protection
- Sub-Section 3: Types of derivatives
- Section 3: Requirements
- Sub-Section 1: Funded credit protection
- Sub-Section 2: Unfunded credit protection and credit linked notes
- Section 4: Calculating the effects of credit risk mitigation
- Sub-Section 1: Funded credit protection
- Sub-Section 2: Unfunded credit protection
- Section 5: Maturity mismatches
- Section 6: Basket CRM techniques
- CHAPTER 5: Securitisation
- Section 1: Definitions
- Section 2: Recognition of significant risk transfer
- Section 3: Calculation of the risk-weighted exposure amounts
- Sub-Section 1: Principles
- Sub-Section 2: Originator institutions' calculation of risk-weighted exposure amounts securitised in a synthetic securitisation
- Sub-Section 3: Calculation of risk-weighted exposure amounts under the Standardised Approach
- Sub-Section 4: Calculation of risk-weighted exposure amounts under the IRB approach
- Section 4: External credit assessments
- CHAPTER 6: Counterparty credit risk
- Section 1: Definitions
- Section 2: Methods for calculating the exposure value
- Section 3: Mark- to - Market Method
- Section 4: Original Exposure Method
- Section 5: Standardised Method
- Section 6: Internal Model Method
- Section 7: Contractual netting
- Section 8: Items in the trading book
- Section 9: Own funds requirements for exposures to a central counterparty
- TITLE III: OWN FUNDS REQUIREMENTS FOR OPERATIONAL RISK
- CHAPTER 1: General principles governing the use of the different approaches
- CHAPTER 2: Basic Indicator Approach
- CHAPTER 3: Standardised Approach
- CHAPTER 4: Advanced measurement approaches
- TITLE IV: OWN FUNDS REQUIREMENTS FOR MARKET RISK
- CHAPTER 1: General provisions
- CHAPTER 2: Own funds requirements for position risk
- Section 1: General provisions and specific instruments
- Section 2: Debt instruments
- Sub-Section 1: Specific risk
- Sub-Section 2: General risk
- Section 3: Equities
- Section 4: Underwriting
- Section 5: Specific risk own funds requirements for positions hedged by credit derivatives
- Section 6: Own funds requirements for CIUs
- CHAPTER 3: Own funds requirements for foreign-exchange risk
- CHAPTER 4: Own funds requirements for commodities risk
- CHAPTER 5: Use of internal models to calculate own funds requirements
- Section 1: Permission and own funds requirements
- Section 2: General requirements
- Section 3: Requirements particular to specific risk modelling
- Section 4: Internal model for incremental default and migration risk
- Section 5: Internal model for correlation trading
- TITLE V: OWN FUNDS REQUIREMENTS FOR SETTLEMENT RISK
- TITLE VI: OWN FUNDS REQUIREMENTS FOR CREDIT VALUATION ADJUSTMENT RISK
- PART FOUR: LARGE EXPOSURES
- PART FIVE: EXPOSURES TO TRANSFERRED CREDIT RISK
- TITLE I: GENERAL PROVISIONS FOR THIS PART
- TITLE II: REQUIREMENTS FOR INVESTOR INSTITUTIONS
- TITLE III: REQUIREMENTS FOR SPONSOR AND ORIGINATOR INSTITUTIONS
- PART SIX: LIQUIDITY
- TITLE I: DEFINITIONS AND LIQUIDITY COVERAGE REQUIREMENT
- TITLE II: LIQUIDITY REPORTING
- TITLE III: REPORTING ON STABLE FUNDING
- PART SEVEN: LEVERAGE
- PART EIGHT: DISCLOSURE BY INSTITUTIONS
- TITLE I: GENERAL PRINCIPLES
- TITLE II: TECHNICAL CRITERIA ON TRANSPARENCY AND DISCLOSURE
- TITLE III: QUALIFYING REQUIREMENTS FOR THE USE OF PARTICULAR INSTRUMENTS OR METHODOLOGIES
- PART NINE: DELEGATED AND IMPLEMENTING ACTS
- PART TEN: TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS
- TITLE I: TRANSITIONAL PROVISIONS
- CHAPTER 1: Own funds requirements, unrealised gains and losses measured at fair value and deductions
- Section 1: Own funds requirements
- Section 2: Unrealised gains and losses measured at fair value
- Section 3: Deductions
- Sub-Section 1: Deductions from Common Equity Tier 1 items
- Sub-Section 2: Deductions from Additional Tier 1 items
- Sub-Section 3: Deductions from Tier 2 items
- Sub-Section 4: Applicable percentages for deduction
- Section 4: minority interest and additional Tier 1 and Tier 2 instruments is sued by subsidiaries
- Section 5: Additional filters and deductions
- CHAPTER 2: Grandfathering of capital instruments
- Section 1: Instruments constituting State aid
- Section 2: Instruments not constituting State aid
- Sub-Section 1: Grandfathering eligibility and limits
- Sub-Section 2: Inclusion of instruments with a call and incentive to redeem in additional Tier 1 and Tier 2 items
- CHAPTER 3: Transitional provisions for disclosure of own funds
- CHAPTER 4: Large exposures, own funds requirements, leverage and the Basel I Floor
- TITLE II: REPORTS AND REVIEWS
- TITLE III: AMENDMENTS
- PART ELEVEN: FINAL PROVISIONS
