X1PART FOUR LARGE EXPOSURES

Annotations:

F7 Article 387 Subject matter

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F7 Article 388 Negative Scope

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F7 Article 389 Definition

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F7 Article 390 Calculation of the exposure value

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Article 391 Definition of an institution for large exposures purposes

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F1For the purposes of F5provision in CRR rules that governs the calculation of large exposures in respect of institutions authorised in third countries which apply prudential supervisory and regulatory requirements at least equivalent to those applied in the United Kingdom, the F2Treasury may by regulations determine whether a third country applies prudential supervisory and regulatory requirements at least equivalent to those applied in the F3United Kingdom.

F6A country or territory listed in Annex I, II or III of Commission Implementing Decision 2014/908/EU of 12 December 2014 on the equivalence of the supervisory and regulatory requirements of certain third countries and territories for the purposes of the treatment of exposures according to Regulation (EU) No 575/2013 of the European Parliament and of the Council is to be treated as equivalent for the purposes of the rules mentioned in the preceding paragraph of this Article until regulations made under that paragraph come into force as respects that country.

F8 Article 392 Definition of a large exposure

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F8 Article 393 Capacity to identify and manage large exposures

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F8 Article 394 Reporting requirements

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F8 Article 395 Limits to large exposures

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F8 Article 396 Compliance with large exposures requirements

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F8 Article 397 Calculating additional own funds requirements for large exposures in the trading book

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F8 Article 398 Procedures to prevent institutions from avoiding the additional own funds requirement

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F8 Article 399 Eligible credit mitigation techniques

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F8 Article 400 Exemptions

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F8 Article 401 Calculating the effect of the use of credit risk mitigation techniques

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F8 Article 402 Exposures arising from mortgage lending

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F8 Article 403 Substitution approach

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