Article 111
- Description
-
Exposure value
- Links
- Source
Paragraph
AllLinks
- 2015_2543 Correct application of credit conversion factors in relation to credit substitutes and shipping guarantees
- 2016_2795 Treatment of negative accrued interests in the credit risk
- 2020_5297 Original maturity for off-balance sheet items
- 2017_3246 CCF for uncommitted lines
- 2017_3366 Original maturity for off balance sheet items
1
- 2015_2318 Clarification on Add on measure of Securities Financing Transactions (SFT) from the delegated act of the regulation 575/2013 on leverage ratio.
- 2016_2629 Treatment of decreases of impairments in the calculation of the exposure value
- 2017_3270 Appropriate Risk Weight for purchased defaulted assets
- 2019_4986 Partially collateralised loans: CCF - collateral simple method approach
- 2021_6327 CCF used for commitment performance bond
2