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ISRB

Article 385

Alternative to using CVA methods to calculating own funds requirements
ISRB

Article 74

Holdings of capital instruments issued by regulated financial sector entities that do not qualify as regulatory capital
ISRB

Section 3

Requirements particular to specific risk modelling
ISRB

Sub-Section 2

Originator institutions' calculation of risk-weighted exposure amounts securitised in a synthetic securitisation
ISRB

Article 94

Derogation for small trading book business
ISRB

Article 229

Valuation principles for other eligible collateral under the IRB Approach
ISRB

Section 1

Additional Tier 1 items and instruments
ISRB

Article 59

Deduction of holdings of Additional Tier 1 instruments of financial sector entities