Projet

Ordonnance sur les fonds propres

Chiffre Titre Date de référence

Ch. 30 MAR: Internal models approach: general provisions 31.01.2022 Ch. 31 MAR: Internal models approach: model requirements 31.01.2022 Ch. 32 MAR: Internal models approach: Backtesting and P&L attrib-31.01.2022

ution test requirements

Ch. 33 MAR: Internal models approach: capital requirements calcu- 31.01.2022

lation

Ch. 40 MAR: Simplified standardised approach 31.01.2022 Ch. 50 MAR: Credit valuation adjustment framework 31.01.2022 Ch. 90 MAR: Transitional arrangements 31.01.2022 Ch. 99 MAR: Guidance on use of the internal models approach 31.01.2022

6. Calculation of RWA for operational risk (OPE)

Ch. 10 OPE: Definitions and application 31.01.2022 Ch. 25 OPE: Standardised approach 31.01.2022

7. Leverage Ratio (LEV)

Ch. 10 LEV: Definitions and application 31.01.2022 Ch. 20 LEV: Calculation 31.01.2022 Ch. 30 LEV: Exposure measurement 31.01.2022 Ch. 40 LEV: Leverage ratio requirements for global systemically 31.01.2022

important banks

Ch. 90 LEV: Transition 31.01.2022

8 Large exposure (LEX)

Ch. 10 LEX: Definitions and application 31.01.2022 Ch. 20 LEX: Requirements 31.01.2022 Ch. 30 LEX: Exposure measurement 31.01.2022 Ch. 40 LEX: Large exposure rules for global systemically important31.01.2022

banks

9 Margin requirements (MGN)

Ch. 10 MGN: Definitions and application 31.01.2022 Ch. 20 MGN: Requirements 31.01.2022 Ch. 90 MGN: Transition 31.01.2022

10 Supervisory review process (SRP)

Ch. 10 SRP: Importance of supervisory review 31.01.2022 Ch. 20 SRP: Four key principles 31.01.2022 Ch. 30 SRP: Risk management 31.01.2022