Credit Risk Mitigation

Policies relating to the calculation of risk-weighted assets for credit risk mitigation for banks, building societies and investment firms

UK legislation

Credit Risk General principles - Capital Requirements Regulation 575/2013 (EU) (Part Three, Title II, Chapter 1)
Internal Ratings Based Approach - Capital Requirements Regulation 575/2013 (EU) (Part Three, Title II, Chapter 3)
Credit Risk Mitigation - Capital Requirements Regulation 575/2013 (EU) (Part Three, Title II, Chapter 4)
Counterparty credit risk - Capital Requirements Regulation 575/2013 (EU) (Part Three, Title II, Chapter 6)
Types of derivatives - Capital Requirements Regulation (EU) No 575/2013 (Annex II)
Permissions under the CRR - Capital Requirements Regulations 2013 (SI 2013/3115) (Part Eight)

Credit risk: internal ratings based approaches (SS11/13)
Credit risk mitigation (SS17/13)
Underwriting standards for buy-to-let mortgage contracts (SS13/16)
Third country equivalence aspects of the credit risk provisions in the CRR, and recognised exchanges (SS20/13)

Main indices and recognised exchanges - Commission Implementing Regulation (EU) 2016/1646, as amended, including by the amendments in the Technical Standards (Capital Requirements) (EU Exit) (No.3) Instrument 2019, Annex U, and the Technical Standards (Capital Requirements) (EU Exit) (No.4) Instrument 2020, Annex E

This page was last updated 31 January 2023