Projet

Ordonnance sur les fonds propres

Chiffre Titre Date de référence

Ch. 33 CRE: IRB approach: supervisory slotting approach for spe- 31.01.2022

cialised lending

Ch. 34 CRE: IRB approach: RWA for purchased receivables 31.01.2022 Ch. 35 CRE: IRB approach: treatment of expected losses and provi- 31.01.2022

sions

Ch. 36 CRE: IRB approach: minimum requirements to use IRB ap- 31.01.2022

proach

Ch. 40 CRE: Securitisation: general provisions 31.01.2022 Ch. 41 CRE: Securitisation: standardised approach 31.01.2022 Ch. 42 CRE: Securitisation: External-ratings-based approach (SEC- 31.01.2022

EBRA)

Ch. 43 CRE: Securitisation: Internal assessment approach (SEC- 31.01.2022

IAA)

Ch. 44 CRE: Securitisation: Internal- ratings-based approach 31.01.2022 Ch. 45 CRE: Securitisations of non-performing loans 31.01.2022 Ch. 50 CRE: Counterparty credit risk definitions and terminology 31.01.2022 Ch. 51 CRE: Counterparty credit risk overview 31.01.2022 Ch. 52 CRE: Standardised approach to counterparty credit risk 31.01.2022 Ch. 53 CRE: Internal models method for counterparty credit risk 31.01.2022 Ch. 54 CRE: Capital requirements for banks exposures to central 31.01.2022

counterparties

Ch. 55 CRE: Counterparty credit risk in the trading book 31.01.2022 Ch. 56 CRE: Minimum haircut floors for securities financing trans- 31.01.2022

actions

Ch. 60 CRE: Equity investments in funds 31.01.2022 Ch. 70 CRE: Capital treatment of unsettled transactions and failed 31.01.2022

trades

Ch. 90 CRE: Transition 31.01.2022 Ch. 99 CRE: Application guidance 31.01.2022

5. Calculation of RWA for market risk (MAR)

Ch. 10 MAR: Market risk terminology 31.01.2022 Ch. 11 MAR: Definitions and application of market risk 31.01.2022 Ch. 12 MAR: Definition of trading book 31.01.2022 Ch. 20 MAR: Standardised approach: general provisions and struc- 31.01.2022

ture

Ch. 21 MAR: Standardised approach: sensitivities-based method 31.01.2022 Ch. 22 MAR: Standardised approach: default risk capital require- 31.01.2022

ment

Ch. 23 MAR: Standardised approach: residual risk add-on 31.01.2022