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Version status: In force | Document consolidation status: Assimilated law updated to reflect all known changes
Version date: 31 December 2020 - onwards
Version 2 of 2

Article 1 Definitions

For the purposes of this Regulation, the following definitions shall apply:

(1) "general credit exposure" means the risk exposure amount calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013 of an exposure subject to the own funds requirement for credit risk under Part 3, Title 2 of that Regulation, other than an exposure referred to in points (a) to (f) of Article 112;

(2) "trading book exposure" means the risk exposure amount calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013 of an exposure funds requirement for specific risk under Part 3, Title 4, Chapter 2 of that Regulation, other than an exposure referred to in points (a) to (f) of Article 112;

(3) "securitisation exposure" means the risk exposure amount calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013 of an exposure subject to the own funds requirement under Part 3, Title 2, Chapter 5 of that Regulation, other than an exposure referred to in points (a) to (f) of Article 112;