Section 5 Market risk module (arts. 164-188)

Comparing proposed amendment...


	Subsection 1 Correlation coefficients (art. 164)
Entered into force	Article 164
	Subsection 1a Qualifying infrastructure investments (arts. 164a-164b)
Amended	Article 164a Qualifying infrastructure investments
Inserted	Article 164b Qualifying infrastructure corporate investments
	Subsection 2 Interest rate risk sub-module (arts. 165-167)
Entered into force	Article 165 General provisions
Entered into force	Article 166 Increase in the term structure of interest rates
Entered into force	Article 167 Decrease in the term structure of interest rates
	Subsection 3 Equity risk sub-module (arts. 168-173)
Amended	Article 168 General provisions
Inserted	Article 168a Qualifying unlisted equity portfolios
Amended	Article 169 Standard equity risk sub-module
Amended	Article 170 Duration-based equity risk sub-module
Amended	Article 171 Strategic equity investments
Inserted	Article 171a Long-term equity investments
Entered into force	Article 172 Symmetric adjustment of the equity capital charge
Amended	Article 173 Criteria for the use of transitional measure for standard equity risk
	Subsection 4 Proper ty risk sub-module (art. 174)
Entered into force	Article 174
	Subsection 5 Spread risk sub-module (arts. 175-181)
Entered into force	Article 175 Scope of the spread risk sub-module
Amended	Article 176 Spread risk on bonds and loans
Inserted	Article 176a Internal assessment of credit quality steps of bonds and loans
Inserted	Article 176b Requirements for an undertaking's own internal credit assessment of bonds and loans
Inserted	Article 176c Assessment of credit quality steps of bonds and loans based on an approved internal model
Deleted	Article 177 Spread risk on securitisation positions: general provisions
Amended	Article 178 Spread risk on securitisation positions: calculation of the capital requirement
Inserted	Article 178a Spread risk on securitisation positions: transitional provisions
Amended	Article 179 Spread risk on credit derivatives
Amended	Article 180 Specific exposures
Amended	Article 181 Application of the spread risk scenarios to matching adjustment portfolios
	Subsection 6 Market risk concentrations sub-module (arts. 182-187)
Amended	Article 182 Single name exposure
Entered into force	Article 183 Calculation of the capital requirement for market risk concentration
Amended	Article 184 Excess exposure
Entered into force	Article 185 Relative excess exposure thresholds
Amended	Article 186 Risk factor for market risk concentration
Amended	Article 187 Specific exposures
	Subsection 7 Currency risk sub-module (art. 188)
Entered into force	Article 188

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Section 5 Market risk module (arts. 164-188)

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