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    2014-06-30

relevant credit exposures

134(in accordance with article 140(4) of CRD) exposures, other than those referred to in article 112(a) to (f) of the EU CRR (Exposure classes), that are subject to:

  1. (a) the own funds requirements for credit risk under Part Three, Title II of the EU CRR;
  2. (b) where the exposure is held in the trading book, own funds requirements for specific risk under Part Three, Title IV, Chapter 5 of the EU CRR; or
  3. (c) where the exposure is a securitisation, the own funds requirements under Part Three, Title II, Chapter 5 of the EU CRR.