Vorlage

Eigenmittelverordnung

Ziffer Titel Referenzdatum

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

ution test requirements

Ziffer 33 MAR: Internal models approach: capital requirements calcu- 31.01.2022

lation

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

6. Calculation of RWA for operational risk (OPE)

Ziffer 10 OPE: Definitions and application 31.01.2022 Ziffer 25 OPE: Standardised approach 31.01.2022

7. Leverage Ratio (LEV)

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

important banks

Ziffer 90 LEV: Transition 31.01.2022

8 Large exposure (LEX)

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

banks

9 Margin requirements (MGN)

Ziffer 10 MGN: Definitions and application 31.01.2022 Ziffer 20 MGN: Requirements 31.01.2022 Ziffer 90 MGN: Transition 31.01.2022

10 Supervisory review process (SRP)

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