Section 4 Calculating the effects of credit risk mitigation (arts. 218-236)

Sub-section 1 Funded credit protection (arts. 218-232)
Applicable
Article 218 Credit linked notes
Applicable
Article 219 On-balance sheet netting
Applicable
Article 220 Using the Supervisory Volatility Adjustments Approach or the Own Estimates Volatility Adjustments Approach for master netting agreements
Applicable
Article 221 Using the internal models approach for master netting agreements
Applicable
Article 222 Financial Collateral Simple Method
Applicable
Article 223 Financial Collateral Comprehensive Method
Applicable
Article 224 Supervisory volatility adjustment under the Financial Collateral Comprehensive Method
Applicable
Article 225 Own estimates of volatility adjustments under the Financial Collateral Comprehensive Method
Applicable
Article 226 Scaling up of volatility adjustment under the Financial Collateral Comprehensive Method
Applicable
Article 227 Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive Method
Applicable
Article 228 Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral Comprehensive method
Applicable
Article 229 Valuation principles for other eligible collateral under the IRB Approach
Applicable
Article 230 Calculating risk-weighted exposure amounts and expected loss amounts for other eligible collateral under the IRB Approach
Applicable
Article 231 Calculating risk-weighted exposure amounts and expected loss amounts in the case of mixed pools of collateral
Applicable
Article 232 Other funded credit protection
Sub-section 2 Unfunded credit protection (arts. 233-236)
Applicable
Article 233 Valuation
Applicable
Article 234 Calculating risk-weighted exposure amounts and expected loss amounts in the event of partial protection and tranching
Applicable
Article 235 Calculating risk-weighted exposure amounts under the Standardised Approach
Applicable
Article 236 Calculating risk-weighted exposure amounts and expected loss amounts under the IRB Approach