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 107-110)CHAPTER 2 - Standardised approach (Article 111-141)CHAPTER 3 - Internal Ratings Based Approach (Article 142-191)CHAPTER 4 - Credit risk mitigation (Article 192-241)CHAPTER 5 - Securitisation (Article 242-270e)CHAPTER 6 - Counterparty credit risk (Article 271-311)Section 1 - Definitions (Article 271-272)Section 2 - Methods for calculating the exposure value (Article 273-273b)Section 3 - Standardised approach for counterparty credit risk (Article 274-280f)Section 4 - Simplified standardised approach for counterparty credit risk (Article 281)Section 5 - Original exposure method (Article 282)Section 6 - Internal Model Method (Article 283-294)Section 7 - Contractual netting (Article 295-298)Article 295 - Recognition of contractual netting as risk-reducing Q&AArticle 296 - Recognition of contractual netting agreements Q&AArticle 297 - Obligations of institutions Article 298 - Effects of recognition of netting as risk-reducing Q&ASection 8 - Items in the trading book (Article 299)Section 9 - Own funds requirements for exposures to a central counterparty (Article 300-311)TITLE III - OWN FUNDS REQUIREMENTS FOR OPERATIONAL RISK (Article 312-324)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)
TITLE II - CAPITAL REQUIREMENTS FOR CREDIT RISK (Article 107-311)CHAPTER 1 - General principles (Article 107-110)CHAPTER 2 - Standardised approach (Article 111-141)CHAPTER 3 - Internal Ratings Based Approach (Article 142-191)CHAPTER 4 - Credit risk mitigation (Article 192-241)CHAPTER 5 - Securitisation (Article 242-270e)CHAPTER 6 - Counterparty credit risk (Article 271-311)Section 1 - Definitions (Article 271-272)Section 2 - Methods for calculating the exposure value (Article 273-273b)Section 3 - Standardised approach for counterparty credit risk (Article 274-280f)Section 4 - Simplified standardised approach for counterparty credit risk (Article 281)Section 5 - Original exposure method (Article 282)Section 6 - Internal Model Method (Article 283-294)Section 7 - Contractual netting (Article 295-298)Article 295 - Recognition of contractual netting as risk-reducing Q&AArticle 296 - Recognition of contractual netting agreements Q&AArticle 297 - Obligations of institutions Article 298 - Effects of recognition of netting as risk-reducing Q&ASection 8 - Items in the trading book (Article 299)Section 9 - Own funds requirements for exposures to a central counterparty (Article 300-311)
CHAPTER 6 - Counterparty credit risk (Article 271-311)Section 1 - Definitions (Article 271-272)Section 2 - Methods for calculating the exposure value (Article 273-273b)Section 3 - Standardised approach for counterparty credit risk (Article 274-280f)Section 4 - Simplified standardised approach for counterparty credit risk (Article 281)Section 5 - Original exposure method (Article 282)Section 6 - Internal Model Method (Article 283-294)Section 7 - Contractual netting (Article 295-298)Article 295 - Recognition of contractual netting as risk-reducing Q&AArticle 296 - Recognition of contractual netting agreements Q&AArticle 297 - Obligations of institutions Article 298 - Effects of recognition of netting as risk-reducing Q&ASection 8 - Items in the trading book (Article 299)Section 9 - Own funds requirements for exposures to a central counterparty (Article 300-311)
Section 7 - Contractual netting (Article 295-298)Article 295 - Recognition of contractual netting as risk-reducing Q&AArticle 296 - Recognition of contractual netting agreements Q&AArticle 297 - Obligations of institutions Article 298 - Effects of recognition of netting as risk-reducing Q&A