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