Article 219 | CRR | Regulation 575/2013

PART ONE - GENERAL PROVISIONS (Article 1-24)

PART TWO - OWN FUNDS AND ELIGIBLE LIABILITIES (Article 25-91)

PART THREE - CAPITAL REQUIREMENTS (Article 92-386)

TITLE I - GENERAL REQUIREMENTS, VALUATION AND REPORTING (Article 92-106)

TITLE II - CAPITAL REQUIREMENTS FOR CREDIT RISK (Article 107-311)

CHAPTER 1 - General principles (Article 107-110a)

CHAPTER 2 - Standardised approach (Article 111-141)

CHAPTER 3 - Internal Ratings Based Approach (Article 142-191)

CHAPTER 4 - Credit risk mitigation (Article 192-241)

Section 1 - Definitions and general requirements (Article 192-194)

Section 2 - Eligible forms of credit risk mitigation (Article 195-204a)

Section 3 - Requirements (Article 205-217)

Section 4 - Calculating the effects of credit risk mitigation (Article 218-236a)

Sub-Section 1 - Funded credit protection (Article 218-232)Article 218 - Credit linked notes Article 219 - On-balance-sheet netting Q&A Article 220 - Using the Supervisory Volatility Adjustments Approach for master netting agreements Q&A Article 221 - Using the internal models approach for master netting agreements Article 222 - Financial Collateral Simple Method Q&A Article 223 - Financial Collateral Comprehensive Method Q&A Article 224 - Supervisory volatility adjustment under the Financial Collateral Comprehensive Method ITSQ&A Article 225 - Own estimates of volatility adjustments under the Financial Collateral Comprehensive Method [repealed] Q&A Article 226 - Scaling up of volatility adjustment under the Financial Collateral Comprehensive Method Article 227 - Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive Method Q&A Article 228 - Calculating risk-weighted exposure amounts under the Financial Collateral Comprehensive method for exposures treated under the Standardised Approach Article 229 - Valuation principles for eligible collateral other than financial collateral Q&A Article 230 - Calculating risk-weighted exposure amounts and expected loss amounts for an exposure with an eligible funded credit protection under the IRB Approach Q&A Article 231 - Calculating risk-weighted exposure amounts and expected loss amounts in the case of pools of eligible funded credit protection for an exposure treated under the IRB Approach Article 232 - Other funded credit protection

Sub-Section 2 - Unfunded credit protection (Article 233-236a)

Section 5 - Maturity mismatches (Article 237-239)

Section 6 - Basket CRM techniques (Article 240-241)

CHAPTER 5 - Securitisation (Article 242-270e)

CHAPTER 6 - Counterparty credit risk (Article 271-311)

TITLE III - OWN FUNDS REQUIREMENT FOR OPERATIONAL RISK (Article 311a-324)

TITLE IV - OWN FUNDS REQUIREMENTS FOR MARKET RISK (Article 325-377)

TITLE V - OWN FUNDS REQUIREMENTS FOR SETTLEMENT RISK (Article 378-380)

TITLE VI - OWN FUNDS REQUIREMENTS FOR CREDIT VALUATION ADJUSTMENT RISK (Article 381-386)

PART FOUR - LARGE EXPOSURES (Article 387-403)

PART FIVE - EXPOSURES TO TRANSFERRED CREDIT RISK (Article 404-410)

PART SIX - LIQUIDITY (Article 411-428az)

PART SEVEN - LEVERAGE (Article 429-429g)

PART SEVEN A - REPORTING REQUIREMENTS (Article 430-430c)

PART EIGHT - DISCLOSURE BY INSTITUTIONS (Article 431-455)

PART NINE - DELEGATED AND IMPLEMENTING ACTS (Article 456-464)

PART TEN - TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS (Article 465-520)

PART ELEVEN - FINAL PROVISIONS (Article 521)

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Level 2 legal acts

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Article 219 - Regulation 575/2013 (CRR)

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