Content Options:

Content Options

View Options:


You are viewing the version of the document as on 2021-10-25.

relevant credit exposures

134192exposures, other than those referred to in article 112(a) to (f) of the UK CRR192 (Exposure classes), that are subject to:

  1. (a) the own funds requirements for credit risk under Part Three, Title II of the UK CRR192;
  2. (b) where the exposure is held in the trading book, own funds requirements for specific risk under Part Three, Title IV, Chapter 2 of the UK CRR192 or incremental default and migration risk under Part Three, Title IV,184 Chapter 5 of the UK CRR192; or
  3. (c) where the exposure is a securitisation, the own funds requirements under Part Three, Title II, Chapter 5 of the UK CRR192.

[Note: article 140(4) of CRD]192