The Capital Requirements (Amendment) (EU Exit) Regulations 2019 (revoked)

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PART 1Introduction

1Citation and commencement

2Interpretation

PART 2Amendment of secondary legislation

CHAPTER 1Amendment of secondary legislation: European Union (Withdrawal) Act 2018

3Amendment of the Exit Regulations

CHAPTER 2Amendment of secondary legislation: European Communities Act 1972

4Amendment of the 2008 Regulations

5Amendment of the 2013 Regulations

6Amendment of the 2013 Reporting Regulations

7Amendment of the 2014 Regulations

PART 3Amendment of retained direct EU law

8Amendments to the Capital Requirements Regulation

9Article 1 (scope)

10Article 2 (supervisory powers)

11Article 4 (definitions)

12Article 4A (definitions: regulators' rules)

13Article 6 (general principles)

14Article 11 (general treatment)

15Article 12a (consolidated calculation for G-SIIs with multiple resolution entities)

16Article 13 (application of disclosure requirements on a consolidated basis)

17Article 18 (methods of prudential consolidation)

18Article 26 (Common Equity Tier 1 items)

19Article 28 (Common Equity Tier 1 instruments)

20Article 36 (deductions from Common Equity Tier 1 items)

21Article 47c (deduction for non-performing exposures)

22Article 52 (additional Tier 1 instruments)

23Article 54 (write down or conversion of Additional Tier 1 instruments)

24Article 63 (Tier 2 instruments)

25Article 72a (eligible liabilities items)

26Article 72b (eligible liabilities instruments)

27Article 72e (deductions from eligible liabilities items)

28Article 78 (supervisory permission to reduce own funds)

29Article 78a (permission to reduce eligible liabilities instruments)

30Article 81 (minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital)

31Article 82 (qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds)

32Article 92a (requirements for own funds and eligible liabilities for G-SIIs)

33Article 92b (requirement for own funds and eligible liabilities for non-EU G-SIIs)

34Article 117 (exposures to multilateral development banks)

35Article 118 (exposures to international organisations)

36Article 124 (exposures secured by mortgages on immovable property)

37Article 132a (approaches for calculating risk-weighted exposure amounts of CIUs)

38Article 164 (loss given default (LGD))

39Article 277 (transactions with a linear risk profile)

40Article 279a (supervisory delta)

41Article 325 (approaches for calculating the own funds requirements for market risk)

42Article 325g (own funds requirements for curvature risk)

43Article 325h (aggregation of risk-class specific own funds requirements for delta, vega and curvature risks)

44Article 325i (treatment of index instruments and multi-underlying options)

45Article 325j (treatment of collective investment undertakings)

46Article 325u (own funds requirements for residual risks)

47Article 325w (gross jump-to-default amounts)

48Article 325ae (risk weights for general interest rate risk)

49Article 325ag (correlations across buckets for general interest rate risk)

50Article 325ah (risk weights for credit spread risk for non-securitisations)

51Article 325ak (risk weights for credit spread risk for securitisations included in the ACTP)

52Article 325ap (risk weights for equity risk)

53Article 325as (risk weights for commodity risk)

54Article 325av (risk weights for foreign exchange risk)

55Article 325az (alternative internal model approach and permission to use alternative internal models)

56Article 325bc (partial expected shortfall calculations)

57Article 325bd (liquidity horizons)

58Article 325be (assessment of the modellability of risk factors)

59Article 325bf (regulatory back-testing requirements and multiplication factors)

60Article 325bg (profit and loss attribution requirement)

61Article 325bh (requirements on risk measurement)

62Article 325bk (calculation of stress scenario risk measure)

63Article 325bp (particular requirements for an internal default risk model)

64Article 390 (calculation of the exposure value)

65Article 391 (definition of an institution for large exposures purposes)

66Article 394 (reporting requirements)

67Article 396 (compliance with large exposures requirements)

68Article 403 (substitution approach)

69Article 415 (reporting obligation and reporting format)

70Article 419 (currencies with constraints on the availability of liquid assets)

71Article 430 (reporting on prudential requirements and financial information)

72Article 430b (specific reporting requirements for market risk)

73Article 430c (feasibility report on the integrated reporting system)

74Article 434a (uniform disclosure formats)

75Article 460 (liquidity)

76Article 461a (alternative standardised approach for market risk)

77Article 497 (own funds requirements for exposures to CCPs)

78Article 500 (adjustment for massive disposals)

79Article 501a (adjustment to own funds requirements for credit risk for exposures to entities that operate or finance physical structures or facilities, systems and networks that provide or support essential public services)

80Article 501b (derogation from reporting requirements)

81Article 519c (compliance tool)

2019 No. 1232

Exiting The European Union

Financial Services And Markets

The Capital Requirements (Amendment) (EU Exit) Regulations 2019 (revoked)F1

Madeat 9.00 a.m. on 5th September 2019

Laid before Parliamentat 3.00 p.m. on 5th September 2019

Coming into force in accordance with regulation 1

F1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Annotations:

Amendments (Textual)

F1

Regulations revoked (29.8.2023) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 2 (with s. 1(4)); S.I. 2023/779, reg. 3(b), Sch.