X1PART THREECAPITAL REQUIREMENTS

Annotations:

TITLE IICAPITAL REQUIREMENTS FOR CREDIT RISK

CHAPTER 3Internal Ratings Based Approach

Section 5Exposure value

Article 167Equity exposures

1

The exposure value of equity exposures shall be the accounting value remaining after specific credit risk adjustment have been applied.

2

The exposure value of off-balance sheet equity exposures shall be its nominal value after reducing its nominal value by specific credit risk adjustments for this exposure.