Current English Ord. & Sub. Leg.
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Cap 155L s 51Interpretation of Part 4
01/01/2013
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Cap 155L Part 4 Division 2Calculation of Credit Risk under STC Approach, Exposures to be Covered in Calculation, and Classification of Exposures
09/02/2012
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Cap 155L s 52Calculation of risk-weighted amount of exposures
01/01/2013
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Cap 155L s 53On-balance sheet exposures and off-balance sheet exposures to be covered
01/01/2013
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Cap 155L s 54Classification of exposures
01/01/2013
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Cap 155L Part 4 Division 3Determination of Risk-weights Applicable to On-balance Sheet Exposures
09/02/2012
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Cap 155L s 55Sovereign exposures
09/02/2012
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Cap 155L s 56Exceptions to section 55
09/02/2012
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Cap 155L s 57Public sector entity exposures
09/02/2012
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Cap 155L s 58Multilateral development bank exposures
09/02/2012
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Cap 155L s 59Bank exposures
01/01/2013
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Cap 155L s 60Securities firm exposures
09/02/2012
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Cap 155L s 61Corporate exposures
09/02/2012
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Cap 155L s 61AApplication of section 61
09/02/2012
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Cap 155L s 62Collective investment scheme exposures
09/02/2012
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Cap 155L s 63Cash items
09/02/2012
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Cap 155L s 63AFailed delivery on transactions entered into on non-delivery-versus-payment basis
01/01/2013
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Cap 155L s 64Regulatory retail exposures
01/01/2013
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Cap 155L s 65Residential mortgage loans
01/01/2013
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Cap 155L s 66Other exposures which are not past due exposures
01/01/2013
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Cap 155L s 67Past due exposures
01/01/2013
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Cap 155L s 68Credit-linked notes
01/01/2013
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Cap 155L s 68ASignificant exposures to commercial entities
01/01/2013
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Cap 155L s 69Application of ECAI ratings
01/01/2013
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Cap 155L s 70Authorized institutions required to nominate ECAIs to be used
09/02/2012
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Cap 155L Part 4 Division 4Calculation of Risk-weighted Amount of Authorized Institution's Off-balance Sheet Exposures
09/02/2012
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Cap 155L s 70AApplication of sections 71(2) and (3), 72 and 73(b) and (c)
01/01/2013
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Cap 155L s 71Off-balance sheet exposures
09/02/2012
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Cap 155L s 72Provisions supplementary to section 71
09/02/2012
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Cap 155L s 73Calculation of credit equivalent amount of other off-balance sheet exposures not specified in Table 10 or 11
01/01/2012
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Cap 155L s 74Determination of risk-weights applicable to off-balance sheet exposures
01/01/2013
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Cap 155L s 75Calculation of risk-weighted amount of exposures in respect of assets underlying SFTs booked in banking book*
01/01/2013
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Cap 155L s 76Calculation of risk-weighted amount of exposures in respect of assets underlying SFTs booked in trading book
01/01/2013
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Cap 155L s 76ACalculation of risk-weighted amount of default risk exposures in respect of SFTs
01/01/2013
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Cap 155L Part 4 Division 5Use of Recognized Collateral in Credit Risk Mitigation: General
09/02/2012
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Cap 155L s 77Recognized collateral
01/01/2013
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Cap 155L s 78Approaches to use of recognized collateral
09/02/2012
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Cap 155L s 79Collateral which may be recognized for purposes of section 77(i)(i)
01/01/2013
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Cap 155L s 80Collateral which may be recognized for purposes of section 77(i)(ii)
01/01/2013
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Cap 155L Part 4 Division 6Use of Recognized Collateral in Credit Risk Mitigation: Simple Approach
09/02/2012
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Cap 155L s 81Calculation of risk-weighted amount of exposures taking into account credit risk mitigation effect of recognized collateral under simple approach
01/01/2013
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Cap 155L s 82Determination of risk-weight to be allocated to recognized collateral under simple approach
01/01/2013
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Cap 155L s 83Calculation of risk-weighted amount of on-balance sheet exposures
09/02/2012
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Cap 155L s 84Calculation of risk-weighted amount of off-balance sheet exposures other than OTC derivative transactions or credit derivative contracts*
09/02/2012
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Cap 155L s 85Calculation of risk-weighted amount of OTC derivative transactions and credit derivative contracts*
01/01/2013
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Cap 155L Part 4 Division 7Use of Recognized Collateral in Credit Risk Mitigation: Comprehensive Approach
09/02/2012
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Cap 155L s 86Calculation of risk-weighted amount of exposures taking into account credit risk mitigation effect of recognized collateral under comprehensive approach
09/02/2012
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Cap 155L s 87Calculation of net credit exposure of on-balance sheet exposures
09/02/2012
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Cap 155L s 88Calculation of net credit exposure of off-balance sheet exposures other than credit derivative contracts or OTC derivative transactions*
01/01/2013
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Cap 155L s 89Calculation of net credit exposure of credit derivative contracts and OTC derivative transactions*
01/01/2013
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Cap 155L s 90Haircuts
09/02/2012
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Cap 155L s 91Minimum holding periods
01/01/2013
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Cap 155L s 92Adjustment of standard supervisory haircuts in certain circumstances
01/01/2013
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Cap 155L s 93Calculation of risk-weighted amount of collateralized transactions under comprehensive approach
09/02/2012
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Cap 155L Part 4 Division 8Use of Recognized Netting in Credit Risk Mitigation
09/02/2012
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Cap 155L s 94On-balance sheet netting
09/02/2012
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Cap 155L s 94AApplication of sections 95, 96 and 97
01/01/2013
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Cap 155L s 95Netting of OTC derivative transactions and netting of credit derivative contracts*
01/01/2013
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Cap 155L s 96Netting of repo-style transactions
01/01/2013
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Cap 155L s 97Use of value-at-risk model instead of Formula 9
01/01/2013
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Cap 155L Part 4 Division 9Use of Recognized Guarantees and Recognized Credit Derivative Contracts in Credit Risk Mitigation
09/02/2012
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Cap 155L s 98Recognized guarantees
01/01/2013
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Cap 155L s 99Recognized credit derivative contracts
01/01/2013
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Cap 155L s 100Capital treatment of recognized guarantees and recognized credit derivative contracts
01/01/2013
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Cap 155L s 101Provisions supplementary to section 100
01/01/2013
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Cap 155L Part 4 Division 10Multiple Recognized Credit Risk Mitigation and Maturity Mismatches
09/02/2012
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Cap 155L s 102Multiple recognized credit risk mitigation
09/02/2012
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Cap 155L s 103Maturity mismatches
01/01/2013
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Cap 155L Part 5Calculation of Credit Risk for Non-securitization Exposures: BSC Approach
09/02/2012
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Cap 155L Part 5 Division 1General
01/01/2007
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Cap 155L s 104Application of Part 5
09/02/2012
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Cap 155L s 105Interpretation of Part 5
01/01/2013
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Cap 155L Part 5 Division 2Calculation of Credit Risk under BSC Approach, Exposures to be Covered in Calculation, and Classification of Exposures
09/02/2012
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Cap 155L s 106Calculation of risk-weighted amount of exposures
01/01/2013
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Cap 155L s 107On-balance sheet exposures and off-balance sheet exposures to be covered
01/01/2013
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Cap 155L s 108Classification of exposures
01/01/2013
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Cap 155L Part 5 Division 3Determination of Risk-weights Applicable to On-balance Sheet Exposures
09/02/2012
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Cap 155L s 109Sovereign exposures
09/02/2012
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Cap 155L s 110Exceptions to section 109
09/02/2012
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Cap 155L s 111Public sector entity exposures
09/02/2012
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Cap 155L s 112Multilateral development bank exposures
09/02/2012
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Cap 155L s 113Bank exposures
09/02/2012
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Cap 155L s 114Cash items
09/02/2012
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Cap 155L s 114A Failed delivery on transactions entered into on non-delivery-versus-payment basis
01/01/2013
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Cap 155L s 115Residential mortgage loans
09/02/2012
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Cap 155L s 116Other exposures
01/01/2013
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Cap 155L s 117Credit-linked notes
09/02/2012
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Cap 155L s 117ASignificant exposures to commercial entities
01/01/2013
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Cap 155L Part 5 Division 4Calculation of Risk-weighted Amount of Authorized Institution's Off-balance Sheet Exposures
09/02/2012
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Cap 155L s 117BApplication of sections 118(2) and (3), 119 and 120(b) and (c)
01/01/2013
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Cap 155L s 118Off-balance sheet exposures
09/02/2012
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Cap 155L s 119Provisions supplementary to section 118
09/02/2012
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Cap 155L s 120Calculation of credit equivalent amount of other off-balance sheet exposures not specified in Table 14 or 15
01/01/2012
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Cap 155L s 121Determination of risk-weights applicable to off-balance sheet exposures
01/01/2013
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Cap 155L s 122Calculation of risk-weighted amount of exposures in respect of assets underlying SFTs booked in banking book*
01/01/2013
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Cap 155L s 123Calculation of risk-weighted amount of exposures in respect of assets underlying SFTs booked in trading book
01/01/2013
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Cap 155L s 123ACalculation of risk-weighted amount of default risk exposures in respect of SFTs
01/01/2013
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Cap 155L Part 5 Division 5Use of Recognized Collateral in Credit Risk Mitigation
09/02/2012
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Cap 155L s 124Recognized collateral
01/01/2013
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Cap 155L s 125Collateral which may be recognized for purposes of section 124(h)
01/01/2013