1. European
  2. Legislation (EU)
  3. EU Regulations
  4. 2015
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  1. Regulation 2015/35/EU - Solvency II Delegated Regulation
  2. Title I Valuation and risk-based capital requirements (pillar I), enhanced governance (pillar II) and increased transparency (pillar III) (arts. 1-327)
  3. Chapter V Solvency Capital Requirement Standard Formula (arts. 83-221)
  4. Section 6 Counterparty default risk module (arts. 189-202)
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Section 6 Counterparty default risk module (arts. 189-202)

Comparing proposed amendment...
Subsection 1 General provisions (arts. 189-198)
Amended
 Article 189 Scope
Entered into force
 Article 190 Single name exposures
Entered into force
 Article 191 Mortgage loans
Amended
 Article 192 Loss-given-default
Inserted
 Article 192a Exposure to clearing members
Entered into force
 Article 193 Loss-given-default for pool exposures of type A
Entered into force
 Article 194 Loss-given-default for pool exposures of type B
Entered into force
 Article 195 Loss-given-default for pool exposures of type C
Amended
 Article 196 Risk-mitigating effect
Amended
 Article 197 Risk-adjusted value of collateral
Entered into force
 Article 198 Risk-adjusted value of mortgage
Subsection 2 Type 1 exposures (arts. 199-201)
Amended
 Article 199 Probability of default
Entered into force
 Article 200 Type 1 exposures
Amended
 Article 201 Variance of the loss distribution of type 1 exposures
Subsection 3 Type 2 exposures (art. 202)
Entered into force
 Article 202 Type 2 exposures
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