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)Section 1 - Definitions and criteria for simple, transparent and standardised securitisations (Article 242-243)Section 2 - Recognition of significant risk transfer (Article 244-246)Section 3 - Calculation of risk-weighted exposure amounts (Article 247-270a)Subsection 1 - General Provisions (Article 247-253)Subsection 2 - Hierarchy of methods and common parameters (Article 254-257)Subsection 3 - Methods to calculate risk-weighted exposure amounts (Article 258-266)Article 258 - Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA Q&AArticle 260 - Treatment of STS securitisations under the SEC-IRBA Q&AArticle 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) ITSQ&AArticle 262 - Treatment of STS securitisations under the SEC-SA Q&AArticle 263 - Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) ITSArticle 264 - Treatment of STS securitisations under the SEC-ERBA ITSQ&AArticle 265 - Scope and operational requirements for the Internal Assessment Approach Q&AArticle 266 - Calculation of risk-weighted exposure amounts under the Internal Assessment Approach RTSQ&ASubsection 4 - Caps for securitisation positions (Article 267-268)Subsection 5 - Miscellaneous provisions (Article 269-270a)Section 4 - External credit assessments (Article 270b-270e)CHAPTER 6 - Counterparty credit risk (Article 271-311)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)Section 1 - Definitions and criteria for simple, transparent and standardised securitisations (Article 242-243)Section 2 - Recognition of significant risk transfer (Article 244-246)Section 3 - Calculation of risk-weighted exposure amounts (Article 247-270a)Subsection 1 - General Provisions (Article 247-253)Subsection 2 - Hierarchy of methods and common parameters (Article 254-257)Subsection 3 - Methods to calculate risk-weighted exposure amounts (Article 258-266)Article 258 - Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA Q&AArticle 260 - Treatment of STS securitisations under the SEC-IRBA Q&AArticle 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) ITSQ&AArticle 262 - Treatment of STS securitisations under the SEC-SA Q&AArticle 263 - Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) ITSArticle 264 - Treatment of STS securitisations under the SEC-ERBA ITSQ&AArticle 265 - Scope and operational requirements for the Internal Assessment Approach Q&AArticle 266 - Calculation of risk-weighted exposure amounts under the Internal Assessment Approach RTSQ&ASubsection 4 - Caps for securitisation positions (Article 267-268)Subsection 5 - Miscellaneous provisions (Article 269-270a)Section 4 - External credit assessments (Article 270b-270e)CHAPTER 6 - Counterparty credit risk (Article 271-311)
CHAPTER 5 - Securitisation (Article 242-270e)Section 1 - Definitions and criteria for simple, transparent and standardised securitisations (Article 242-243)Section 2 - Recognition of significant risk transfer (Article 244-246)Section 3 - Calculation of risk-weighted exposure amounts (Article 247-270a)Subsection 1 - General Provisions (Article 247-253)Subsection 2 - Hierarchy of methods and common parameters (Article 254-257)Subsection 3 - Methods to calculate risk-weighted exposure amounts (Article 258-266)Article 258 - Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA Q&AArticle 260 - Treatment of STS securitisations under the SEC-IRBA Q&AArticle 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) ITSQ&AArticle 262 - Treatment of STS securitisations under the SEC-SA Q&AArticle 263 - Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) ITSArticle 264 - Treatment of STS securitisations under the SEC-ERBA ITSQ&AArticle 265 - Scope and operational requirements for the Internal Assessment Approach Q&AArticle 266 - Calculation of risk-weighted exposure amounts under the Internal Assessment Approach RTSQ&ASubsection 4 - Caps for securitisation positions (Article 267-268)Subsection 5 - Miscellaneous provisions (Article 269-270a)Section 4 - External credit assessments (Article 270b-270e)
Section 1 - Definitions and criteria for simple, transparent and standardised securitisations (Article 242-243)
Section 3 - Calculation of risk-weighted exposure amounts (Article 247-270a)Subsection 1 - General Provisions (Article 247-253)Subsection 2 - Hierarchy of methods and common parameters (Article 254-257)Subsection 3 - Methods to calculate risk-weighted exposure amounts (Article 258-266)Article 258 - Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA Q&AArticle 260 - Treatment of STS securitisations under the SEC-IRBA Q&AArticle 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) ITSQ&AArticle 262 - Treatment of STS securitisations under the SEC-SA Q&AArticle 263 - Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) ITSArticle 264 - Treatment of STS securitisations under the SEC-ERBA ITSQ&AArticle 265 - Scope and operational requirements for the Internal Assessment Approach Q&AArticle 266 - Calculation of risk-weighted exposure amounts under the Internal Assessment Approach RTSQ&ASubsection 4 - Caps for securitisation positions (Article 267-268)Subsection 5 - Miscellaneous provisions (Article 269-270a)
Subsection 3 - Methods to calculate risk-weighted exposure amounts (Article 258-266)Article 258 - Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA Q&AArticle 260 - Treatment of STS securitisations under the SEC-IRBA Q&AArticle 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) ITSQ&AArticle 262 - Treatment of STS securitisations under the SEC-SA Q&AArticle 263 - Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) ITSArticle 264 - Treatment of STS securitisations under the SEC-ERBA ITSQ&AArticle 265 - Scope and operational requirements for the Internal Assessment Approach Q&AArticle 266 - Calculation of risk-weighted exposure amounts under the Internal Assessment Approach RTSQ&A