What changed, Directive 2006/48/EC

− 2. The Commission may request the European Banking Committee to give general guidance as to whether the consolidated supervision arrangements of competent authorities in third countries are likely to achieve the objectives of consolidated supervision as defined in this Chapter, in relation to credit…
− 5. For the third twelve-month period referred to in paragraph 1, the amount of own funds shall be 80 % of the total minimum amount of own funds that would be required to be held during that period by the credit institution under Article 4 of Directive 93/6/EEC as that Directive and Directive 2000/12…
− CMVi = the current market value of transaction i;
− RPClj = risk position from collateral l with respect to hedging set j;
− Effective EEtk = max(Effective EEtk-1; EEtk)
− 5. For credit institutions adopting the Financial Collateral Comprehensive Method under Part 3 , the effects of bilateral netting contracts covering repurchase transactions, securities or commodities lending or borrowing transactions, and/or other capital market-driven transactions with a counterpar…
− 6. The maturity of the securitised exposures shall be taken to be the longest maturity of any of those exposures subject to a maximum of five years. The maturity of the credit protection shall be determined in accordance with Annex VIII .
− RW* is Risk-weighted exposure amounts for the purposes of Article 75(a) ;
− Cm is the ratio of the sum of the exposure values of the largest ‘m’ exposures to the sum of the exposure values of the exposures securitised . The level of ‘m’ may be set by the credit institution.
+ — in Croatia, the ‘kreditne unije’ and the ‘Hrvatska banka za obnovu i razvitak’,
+ 2. The Commission may request the European Banking Committee to give general guidance as to whether the consolidated supervision arrangements of competent authorities in third countries are likely to achieve the objectives of consolidated supervision as defined in this Chapter, in relation to credit…
+ 5. For the third twelve-month period referred to in paragraph 1, the amount of own funds shall be 80 % of the total minimum amount of own funds that would be required to be held during that period by the credit institution under Article 4 of Directive 93/6/EEC as that Directive and Directive 2000/12…
+ CMVi= the current market value of transaction i;
+ RPClj= risk position from collateral l with respect to hedging set j;
+ Effective EEtk = max (Effective EEtk-1; EEtk)
+ 5. For credit institutions adopting the Financial Collateral Comprehensive Method under Part 3, the effects of bilateral netting contracts covering repurchase transactions, securities or commodities lending or borrowing transactions, and/or other capital market-driven transactions with a counterpart…
+ 6. The maturity of the securitised exposures shall be taken to be the longest maturity of any of those exposures subject to a maximum of five years. The maturity of the credit protection shall be determined in accordance with Annex VIII.
+ RW* is Risk-weighted exposure amounts for the purposes of Article 75(a);
+ Cm is the ratio of the sum of the exposure values of the largest ‘m’ exposures to the sum of the exposure values of the exposures securitised. The level of ‘m’ may be set by the credit institution.