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:
- (a) the own funds requirements for credit risk under Part Three, Title II of the UK CRR192;
- (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
- (c) where the exposure is a securitisation, the own funds requirements under Part Three, Title II, Chapter 5 of the UK CRR192.