High-quality original submissions are welcome from research results and applications of all areas of AI. We are very sorry to
We have been working on two alternative forms for the rescheduled conference. We are
European Forum for Innovation Facilitators,EBA regulation and institutional framework,Current procurement procedures with a value of €139,000 or more,Current procurement procedures between €15,000 and €139,000,Archived Information on ex-post publicity,Implementing FSB Key Attributes on resolution matters,Guidelines on Accounting for Expected Credit,Guidelines on communication between competent authorities and auditors,RTS on methods of prudential consolidation,Anti-Money Laundering and Countering the Financing of Terrorism,Guidelines on risk factors and simplified and enhanced customer due diligence,Guidelines to prevent transfers of funds can be abused for ML and TF,JC Guidelines on cooperation and information exchange for AML/CFT supervision purposes,RTS on CCP to strengthen fight against financial crime,RTS on the implementation of group wide AML/CFT policies in third countries,Guidelines for cooperation between consolidating supervisors and host supervisors,Guidelines for the joint assessment and joint decision regarding the capital adequacy of cross-border groups,Guidelines for the operational functioning of colleges,Implementing Technical Standards on joint decisions on institution-specific prudential requirements,Implementing technical standards on joint decisions on prudential requirements,Recommendation amending EBA/Rec/2015/01 on the equivalence of confidentiality regimes,Regulatory and implementing technical standards on the functioning of colleges of supervisors,Consumer protection and financial innovation,Decision on specifying the benchmark rate under the Mortgage Credit Directive,Discussion Paper on automation in financial advice,Discussion Paper on innovative uses of consumer data by financial institutions,Discussion paper on draft requirements on passport notifications for credit intermediaries,Extension of the application of the Joint Committee Guidelines on complaints-handling to the new institutions under PSD2 and MCD,Guidelines for complaints-handling for the securities (ESMA) and banking (EBA) sectors,Guidelines on creditworthiness assessment,Guidelines on product oversight and governance arrangements for retail banking products,Guidelines on remuneration policies for sales staff,Guidelines on standardised fee terminology for payment accounts in the EU,Guidelines on the security of internet payments,Regulatory Technical Standards (RTS) on Professional Indemnity Insurance (PII) for mortgage credit intermediaries,Regulatory Technical Standards on the content and presentation of the KIDs for PRIIPs,Technical Advice on possible delegated acts on criteria and factors for intervention powers concerning structured deposits,Technical Standards on standardised terminology and disclosure documents under the PAD,Discussion Paper and Call for Evidence on SMEs and the SME Supporting Factor,Discussion Paper on the future of the IRB Approach,Draft Regulatory Technical Standards (RTS) on the method for the identification of the geographical location of the relevant credit exposures under Article 140(7) of the Capital Requirements Directive (CRD),Draft Regulatory Technical Standards on the calculation of credit risk adjustments,Guidelines on legislative and non-legislative moratoria on loan repayments applied in the light of the COVID-19 crisis,Guidelines on loan origination and monitoring,Guidelines on management of non-performing and forborne exposures,Guidelines on specification of types of exposures to be associated with high risk,Guidelines on the application of the definition of default,Guidelines on the implementation, validation and assessment of Advanced Measurement (AMA) and Internal Ratings Based (IRB) Approaches,Mechanistic references to credit ratings in the ESAs’ guidelines and recommendations,RTS on conditions for capital requirements for mortgage exposures,Regulatory Technical Standards in relation to credit valuation adjustment risk,Regulatory Technical Standards on assessment methodology for IRB approach,Regulatory Technical Standards on materiality threshold of credit obligation past due,Regulatory Technical Standards on the treatment of equity exposures under the IRB Approach,Regulatory technical standards on disclosure of information related to the countercyclical capital buffer,Regulatory technical standards on specialised lending exposures,Regulatory technical standards on the permanent and temporary use of IRB approach,External Credit Assessment Institutions (ECAI),Decision on the Use of Unsolicited Credit Assessments,Draft Implementing Technical Standards on the mapping of ECAIs credit assessments under the SA,Guidelines on the recognition of External Credit Assessment Institutions (repealed),ITS on the mapping of ECAIs Credit Assessments for securitisation positions,Revised Guidelines on the recognition of External Credit Assessment Institutions (repealed),Consultation on the Joint Committee response to the Call for Advice on the Fundamental Review of the Financial Conglomerates Directive (FICOD) received from the European Commission in April 2011,Draft Regulatory Technical Standards on the uniform conditions of application of the calculation methods for determining the amount of capital required at the level of the financial conglomerate,Guidelines on the convergence of supervisory practices relating to the consistency of supervisory coordination arrangements for financial conglomerates,Regulatory Technical Standards on risk concentration and intra-group transactions within financial conglomerates,Guidelines on ICT and security risk management,Guidelines on Internal Governance (repealed),Guidelines on internal governance (revised),Guidelines on internal governance (second revision),Guidelines on the assessment of the suitability of members of the management body and key function holders (repealed),Joint ESMA and EBA Guidelines on the assessment of the suitability of members of the management body (revised),Joint ESMA and EBA Guidelines on the assessment of the suitability of members of the management body,Recommendations on outsourcing to cloud service providers (repealed),New prudential regime for investment firms,Regulatory Technical Standards on prudential requirements for investment firms,Draft Regulatory Technical Standards on the determination of the overall exposure to a client or a group of connected clients in respect of transactions with underlying assets,Guidelines on common reporting of large exposures,Guidelines on conditions for the application of the alternative treatment of institutions’ exposures related to tri-party repurchase agreements,Guidelines on limits on exposures to shadow banking,Guidelines on the revised large exposures regime,Implementation Guidelines on large exposures exemptions for money transmission, correspondent banking, clearing and settlement and custody services,Regulatory Technical standards on the determination of indirect exposures to underlying clients of derivative and credit derivative contracts,Draft Implementing Technical Standards (ITS) on disclosure for leverage ratio,Defining Liquid Assets in the Liquidity Coverage ratio,Guidelines on Retail Deposits subject to higher outflows for the purposes of liquidity reporting,Guidelines on harmonised definitions and templates for funding plans of credit institutions,Guidelines on liquidity cost benefit allocation,Implementing Technical Standards (ITS) amending ITS on additional liquidity monitoring metrics,Implementing Technical Standards (ITS) on additional liquidity monitoring metrics,Implementing Technical Standards on currencies with an extremely narrow definition of central bank eligibility,Regulatory Technical Standards on additional liquidity outflows,Regulatory Technical Standards on criteria for a preferential treatment in cross-border intragroup financial support under LCR,Technical Standards (TS) on currencies with constraints on the availability of liquid assets,Draft regulatory technical standards on the margin periods for risk used for the treatment of clearing members' exposures to clients,Draft Implementing Technical Standards On the Hypothetical Capital of a Central Counterparty (CCPs),Draft Regulatory Technical Standards (RTS) on risk mitigation techniques for OTC derivatives not cleared by a central counterparty (CCP),Draft Regulatory Technical Standards on capital requirements for Central Counterparties (CCPs),Regulatory Technical Standards on prudential requirements for central securities depositories (CSDs),Amending Regulatory Technical Standards (RTS) on CVA proxy spread,Discussion Paper on EU implementation of MKR and CCR revised standards,Discussion paper on the treatment of structural FX under Article 352(2) of the CRR,Draft technical standards on the IMA under the FRTB,Guidelines on Stressed Value-At-Risk (Stressed VaR),Guidelines on corrections to modified duration for debt instruments,Guidelines on criteria for the use of data inputs in the expected shortfall risk measure under the IMA,Guidelines on the Incremental Default and Migration Risk Charge (IRC),Guidelines on the treatment of CVA risk under SREP,Guidelines on the treatment of structural FX under 352(2) of the CRR,Implementing Technical Standards (ITS) on appropriately diversified indices,Implementing Technical Standards (ITS) on closely correlated currencies,Regulatory Technical Standards (RTS) on Internal Model Approach for Assessment Methodology,Regulatory Technical Standards (RTS) on default probabilities and losses given default for default risk model under the Fundamental Review of the Trading Book,Regulatory Technical Standards (RTS) on exclusion from CVA of non-EU non-financial counterparties,Regulatory Technical Standards (RTS) on non-delta risk of options in the standardised market risk approach,Regulatory Technical Standards (RTS) on prudent valuation,Regulatory Technical Standards (RTS) on the capitalisation of non-modellable risk factors under the FRTB,Regulatory Technical Standards (RTS) on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk,Regulatory Technical Standards (RTS) on the definition of market,Regulatory Technical Standards (RTS) on the definition of materiality thresholds for specific risk in the trading book,Regulatory Technical Standards (RTS) on the standardised approach for counterparty credit risk,Regulatory Technical Standards (RTS) on the treatment of non-trading book positions subject to foreign-exchange risk or commodity risk,Guidelines on Credit Risk Mitigation for institutions applying the IRB approach with own estimates of LGDs,Guidelines on PD estimation, LGD estimation and treatment of defaulted assets,RTS and GL on estimation and identification of an economic downturn in IRB modelling,Regulatory Technical Standards on the conditions according to which competent authorities may grant permission for data waiver,Guidelines on operational risk mitigation techniques,Guidelines on the management of operational risk in market-related activities,Regulatory Technical Standards on assessment methodologies for the use of AMAs for operational risk,Amended Regulatory Technical Standards (RTS) on own funds and eligible liabilities,Discussion Paper on the impact on the volatility of own funds of the revised IAS 19 and the deduction of defined pension assets from own funds,Guidelines for Hybrid Capital Instruments,Guidelines for the identification of global systemically important institutions (G-SIIs),Guidelines on criteria to to assess other systemically important institutions (O-SIIs),Guidelines on instruments referred to in Article 57(a) of the CRD,Guidelines on prudential filters for regulatory capital,Implementing Technical Standards (ITS) on Disclosure for Own Funds,Regulatory Technical Standards (RTS) on Own Funds,Regulatory Technical Standards (RTS) on own funds requirements for investment firms,Regulatory Technical Standards on the prudential treatment of software assets,Technical Advice to the Commission on possible treatments of unrealised gains measured at fair value,Technical standards for the identification of global systemically important institutions (G-SIIs),Amended RTS and ITS on passport notification,Guidelines for Passport Notifications for credit institutions,Guidelines on passport notifications for credit intermediaries,Guidelines on supervision of significant branches,Regulatory Technical Standards on passporting under PSD2,Technical Standards on Passport Notifications for credit institutions,Technical Standards on information exchange between home and host competent authorities,Guidelines on authorisation and registration under PSD2,Guidelines on major incidents reporting under PSD2,Guidelines on procedures for complaints of alleged infringements of the PSD2,Guidelines on security measures for operational and security risks under the PSD2,Guidelines on the conditions to be met to benefit from an exemption from contingency measures under Article 33(6) of Regulation (EU) 2018/389 (RTS on SCA & CSC),Guidelines on the criteria on how to stipulate the minimum monetary amount of the professional indemnity insurance under PSD2,Regulatory Technical Standards on payment card schemes and processing entities under the IFR,Regulatory Technical Standards on strong customer authentication and secure communication under PSD2,Technical Standards on the EBA Register under PSD2,Discussion paper on the application of EIMs under the BRRD,Guidelines on Business Reorganisation Plans,Guidelines on cooperation agreements between deposit guarantee schemes,Guidelines on early intervention triggers,Guidelines on how information should be provided under the BRRD,Guidelines on measures to reduce or remove impediments to resolvability,Guidelines on methods for calculating contributions to Deposit Guarantee Schemes (DGSs),Guidelines on stress tests of deposit guarantee schemes,Guidelines on the range of scenarios to be used in recovery plans,Guidelines on the rate of conversion of debt to equity in bail-in,Guidelines on the treatment of shareholders in bail-in,Guidelines on the types of tests, reviews or exercises that may lead to support measures,Guidelines on treatment of liabilities in bail-in,Guidelines specifying the various conditions for the provision of group financial support,ITS on MREL reporting by Resolution Authorities,Implementing Technical Standards (ITS) on the disclosure of group financial support agreements,Implementing Technical Standards on procedures, forms and templates for resolution planning,Implementing Technical Standards on reporting of MREL decisions,Implementing Technical Standards on simplified obligations,Notifications on resolution cases and use of DGS funds,Cooperative Bank of Peloponnese Coop Ltd resolution case,RTS defining methodologies for the valuation of derivative liabilities,Recommendation on the development of recovery plans,Recommendations on the coverage of entities in a group recovery plan,Regulatory Technical Standards (RTS) on conditions for the provision of group financial support,Regulatory Technical Standards (RTS) on indirect subscription of MREL instruments within groups,Regulatory Technical Standards (RTS) on methodology to estimate P2 and CBR for setting MREL requirements,Regulatory Technical Standards on Business Reorganisation Plans,Regulatory Technical Standards on Simplified Obligations,Regulatory Technical Standards on contractual recognition of bail-in,Regulatory Technical Standards on detailed records of financial contracts,Regulatory Technical Standards on independent valuers,Regulatory Technical Standards on minimum requirement for own funds and eligible liabilities (MREL),Regulatory Technical Standards on notifications and notice of suspension,Regulatory Technical Standards on resolution colleges,Regulatory Technical Standards on resolution planning,Regulatory Technical Standards on the assessment of recovery plans,Regulatory Technical Standards on the content of recovery plans,Regulatory Technical Standards on the contractual recognition of stay powers under BRRD,Regulatory Technical Standards on valuation,Report on the appropriate target level basis for resolution financing arrangements under BRRD,Report on the implementation of the Guidelines on methods for calculating contributions to DGSs,Technical Standards on impracticability of contractual recognition of bail-in,ITS package for 2017 benchmarking exercise,ITS package for 2018 benchmarking exercise,ITS package for 2019 benchmarking exercise,ITS package for 2020 benchmarking exercise,RTS and ITS 2016 on benchmarking portfolio assessment standards and assessment sharing procedures,Guidelines on Remuneration Policies and Practices,Guidelines on sound remuneration policies,Guidelines on the applicable notional discount rate for variable remuneration,Guidelines on the data collection exercise regarding high earners,Guidelines on the remuneration benchmarking exercise,Regulatory Technical Standards (RTS) on classes of instruments that are appropriate to be used for the purposes of variable remuneration,Regulatory Technical Standards for the definition of material risk takers for remuneration purposes,Regulatory Technical Standards on pay out in instruments for variable remuneration under the Investment Firms Directive (IFD),Regulatory Technical Standards on the criteria to identify material risk takers under the Investment Firms Directive (IFD),Revised Regulatory Technical Standards on identified staff for remuneration purposes,CEBS Guidelines on the application of article 122a of the CRD,Discussion Paper On the Significant Risk Transfer in Securitisation,Discussion Paper on simple standard and transparent securitisations,Guidelines on implicit support for securitisation transactions,Guidelines on significant risk transfer (SRT) for securitisation transactions,Guidelines on the STS criteria for ABCP and non-ABCP securitisation,RTS on the calculation of Kirb in accordance with the purchased receivables approach,RTS on the homogeneity of the underlying exposures in securitisation,Regulatory Technical Standards (RTS) on close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets relating to the institution’s own credit risk,Regulatory Technical Standards (RTS) on securitisation retention rules and Draft Implementing Technical Standards (ITS) to clarify the measures to be taken in the case of non-compliance with such obligations,Cost of compliance with supervisory reporting,Data Point Model and Taxonomies for Implementing Technical Standard (ITS) on Supervisory Reporting,Draft ITS on specific reporting requirements for market risk,Guidelines for the implementation of the framework for consolidated financial reporting (FINREP) (2005),Guidelines for the implementation of the framework for consolidated financial reporting (FINREP) – Recast (2006),Guidelines for the implementation of the framework for consolidated financial reporting (FINREP) – Revision 1 (2007),Guidelines for the implementation of the framework for consolidated financial reporting (FINREP) – Revision 2 (2009),Guidelines on Common Reporting – Recast (2006),Guidelines on Common Reporting – Revision 1 (2010),Guidelines on Common Reporting – Revision 2 (2011),Guidelines on Covid -19 measures reporting and disclosure,Guidelines on supervisory reporting and disclosure requirements in compliance with CRR “quick fix” in response to the COVID‐19 pandemic,ITS on Supervisory Reporting amendments with regards to COREP LCR,ITS on Supervisory Reporting amendments with regards to COREP securitisation,ITS on Supervisory Reporting amendments with regards to FINREP,Implementing Technical Standard (ITS) on Supervisory Reporting (Asset Encumbrance),Implementing Technical Standard (ITS) on Supervisory Reporting (Forbearance and non-performing exposures),Implementing Technical Standards (ITS) on supervisory reporting changes related to CRR2 and Backstop Regulation,Implementing Technical Standards Amending Commission Implementing Regulation (EU) No 680/2014 on Supervisory Reporting of institutions - March 2015,Implementing Technical Standards Amending Commission Implementing Regulation (EU) No 680/2014 on Supervisory Reporting of institutions - March 2016,Implementing Technical Standards Amending Commission Implementing Regulation (EU) No 680/2014 on Supervisory Reporting of institutions,Implementing Technical Standards Amending Regulation (EU) No 680/2014 on Supervisory Reporting of institutions with regard to prudent valuation,Implementing Technical Standards amending Commission Implementing Regulation (EU) No 680/2014 (ITS on supervisory reporting) with regard to the Leverage Ratio (LR),Implementing Technical Standards amending Commission Implementing Regulation (EU) No 680/2014 with regard to the Liquidity Coverage Ratio,Implementing Technical Standards amending Implementing Regulation (EU) No 680/2014 with regard to operational risk and sovereign exposures,Implementing Technical Standards on Supervisory Reporting,Implementing Technical Standards on amendments to FINREP due to IFRS 9,Recommendation on the use of Legal Entity Identifier (LEI),Revised final draft ITS on reporting for v3.0,Technical Standards on reporting and disclosures requirements for investment firms,Updated Guidelines on harmonised definitions and templates for funding plans of credit institutions,Supervisory Review and Evaluation Process (SREP) and Pillar 2,Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing,Guidelines on ICAAP and ILAAP information,Guidelines on ICT Risk Assessment under the SREP,Guidelines on Technical aspects of the management of interest rate risk arising from non-trading activities under the supervisory review process,Guidelines on capital measures for foreign currency lending,Guidelines on the Application of the Supervisory Review Process under Pillar 2,Guidelines on the management of concentration risk under the supervisory review process,Guidelines on the pragmatic 2020 supervisory review and evaluation process in light of the COVID-19 crisis,Third country equivalence and international cooperation,First update to recommendation on equivalence of non-EU authorities for participation in supervisory colleges,Fourth update to recommendation on equivalence of non-EU authorities for participation in supervisory colleges,Guidelines on equivalence of non-EU authorities for participation in supervisory colleges,Recommendation on the equivalence of confidentiality regimes,Second update to recommendation on equivalence of non-EU authorities for participation in supervisory colleges,Third update to recommendation on equivalence of non-EU authorities for participation in supervisory colleges,Guidelines on disclosure of encumbered and unencumbered assets,Guidelines on disclosure of non-performing and forborne exposures,Guidelines on disclosure requirements on IFRS 9 transitional arrangements,Guidelines on disclosure requirements under Part Eight of Regulation (EU),Guidelines on materiality, proprietary and confidentiality and on disclosure frequency,Guidelines to amend disclosure guidelines EBA/GL/2018/01,Implementing Technical Standards (ITS) on institutions’ public disclosures of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013,Joint RTS on ESG disclosure standards for financial market participants,RTS on the disclosure of encumbered and unencumbered assets,Approach to financial technology (Fintech),Guidelines on Impact Assessment for EU Lamfalussy Level 3 Committees,Guidelines on the appropriate subsets of exposures in the application of the systemic risk buffer,Guidelines regarding revised Article 3 of Directive 2006/48/EC,ITS on the procedures and forms in respect of acquisitions and increases of qualifying holdings,Implementing Technical Standards (ITS) on the format, structure, contents list and annual publication date of the supervisory information to be disclosed by competent authorities,Joint Guidelines for the assessment of mergers and acquisitions,Joint Guidelines for the prudential assessment of acquisitions of qualifying holdings,Principles for Benchmarks-Setting Processes in the EU,RTS and ITS on the authorisation of credit institutions,Recommendation to the Bulgarian National Bank and the Bulgarian Deposit Insurance Fund,Recommendations on supervisory oversight of activities related to banks’ participation in the Euribor panel,Revised Guidelines on Supervisory Disclosure,Discussion Paper on the future changes to the EU-wide stress test,Global Systemically Important Institutions (G-SIIs),Other Systemically Important Institutions (O-SIIs),Review on the consistency of Risk Weighted Assets,Quantitative impact study/Basel III monitoring,Finalised Basel III standards (Dec 2017) – Call for Advice,Register of payment and electronic money institutions under PSD2,National registers of admitted credit intermediaries under the MCD,National competent authorities for consumer protection.Capital Requirements Regulation (CRR): REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on...TITLE I: SUBJECT MATTER, SCOPE AND DEFINITIONS,Article 3: Application of stricter requirements by institutions,Article 5: Definitions specific to capital requirements for credit risk,TITLE II: LEVEL OF APPLICATION OF REQUIREMENTS,CHAPTER 1: Application of requirements on an individual basis,Article 7: Derogation from the application of prudential requirements on an individual basis,Article 8: Derogation from the application of liquidity requirements on an individual basis,Article 9: Individual consolidation method,Article 10: Waiver for credit institutions permanently affiliated to a central body,Section 1: Application of requirements on a consolidated basis.Article 12: Financial holding company or mixed financial holding company with both a subsidiary credit...Article 13: Application of disclosure requirements on a consolidated basis,Article 14: Application of requirements of Part Five on a consolidated basis.Article 15: Derogation from the application of own funds requirements on a consolidated basis for groups of...Article 16: Derogation from the application of the leverage ratio requirements on a consolidated basis for...Article 17: Supervision of investment firms waived from the application of own funds requirements on a...Section 2: Methods for prudential consolidation,Article 18: Methods for prudential consolidation,Section 3: Scope of prudential consolidation,Article 19: Entities excluded from the scope of prudential consolidation,Article 20: Joint decisions on prudential requirements,Article 21: Joint decisions on the level of application of liquidity requirements,Article 22: Sub-consolidation in cases of entities in third countries,Article 23: Undertakings in third countries,Article 24: Valuation of assets and off-balance sheet items,Section 1: Common Equity Tier 1 items and instruments.Article 27: Capital instruments of mutuals, cooperative societies, savings institutions or similar institutions...Article 28: Common Equity Tier 1 instruments.Article 29: Capital instruments issued by mutuals, cooperative societies, savings institutions and similar...Article 30: Consequences of the conditions for Common Equity Tier 1 instruments ceasing to be met,Article 31: Capital instruments subscribed by public authorities in emergency situations,Article 33: Cash flow hedges and changes in the value of own liabilities,Article 35: Unrealised gains and losses measured at fair value,Section 3: Deductions from Common Equity Tier 1 items, exemptions and alternatives,Sub-Section 1: Deductions from Common Equity Tier 1 items,Article 36: Deductions from Common Equity Tier 1 items,Article 37: Deduction of intangible assets,Article 38: Deduction of deferred tax assets that rely on future profitability.Article 39: Tax overpayments, tax loss carry backs and deferred tax assets that do not rely on future...Article 40: Deduction of negative amounts resulting from the calculation of expected loss amounts,Article 41: Deduction of defined benefit pension fund assets,Article 42: Deduction of holdings of own Common Equity Tier 1 instruments,Article 43: Significant investment in a financial sector entity.Article 44: Deduction of holdings of Common Equity Tier 1 instruments of financial sector entities and where an...Article 45: Deduction of holdings of Common Equity Tier 1 instruments of financial sector entities.Article 46: Deduction of holdings of Common Equity Tier 1 instruments where an institution does not have a...Article 47: Deduction of holdings of Common Equity Tier 1 instruments where an institution has a significant...Sub-Section 2: Exemptions from and alternatives to deduction from Common Equity Tier 1 items,Article 48: Threshold exemptions from deduction from Common Equity Tier 1 items.Article 49: Requirement for deduction where consolidation, supplementary supervision or institutional...Section 1: Additional Tier 1 items and instruments,Article 52: Additional Tier 1 instruments.Article 53: Restrictions on the cancellation of distributions on Additional Tier 1 instruments and features...Article 54: Write down or conversion of Additional Tier 1 instruments,Article 55: Consequences of the conditions for Additional Tier 1 instruments ceasing to be met,Section 2: Deductions from Additional Tier 1 items,Article 56: Deductions from Additional Tier 1 items,Article 57: Deductions of holdings of own Additional Tier 1 instruments.Article 58: Deduction of holdings of Additional Tier 1 instruments of financial sector entities and where an...Article 59: Deduction of holdings of Additional Tier 1 instruments of financial sector entities.Article 60: Deduction of holdings of Additional Tier 1 instruments where an institution does not have a...Article 64: Amortisation of Tier 2 instruments,Article 65: Consequences of the conditions for Tier 2 instruments ceasing to be met,Article 67: Deductions of holdings of own Tier 2 instruments.Article 68: Deduction of holdings of Tier 2 instruments of financial sector entities and where an institution...Article 69: Deduction of holdings of Tier 2 instruments of financial sector entities.Article 70: Deduction of Tier 2 instruments where an institution does not have a significant investment in a...Article 73: Distributions on own funds instruments.Article 74: Holdings of capital instruments issued by regulated financial sector entities that do not qualify...Article 75: Deduction and maturity requirements for short positions,Article 76: Index holdings of capital instruments,Article 77: Conditions for reducing own funds,Article 78: Supervisory permission for reducing own funds,Article 79: Temporary waiver of deduction from own funds,Article 80: Continuing review of quality of own funds,TITLE II: MINORITY INTEREST AND ADDITIONAL TIER 1 AND TIER 2 INSTRUMENTS ISSUED BY SUBSIDIARIES,Article 81: Minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital,Article 82: Qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds,Article 83: Qualifying Additional Tier 1 and Tier 2 capital issued by a special purpose entity,Article 84: Minority interests included in consolidated Common Equity Tier 1 capital,Article 85: Qualifying Tier 1 instruments included in consolidated Tier 1 capital,Article 86: Qualifying Tier 1 capital included in consolidated Additional Tier 1 capital,Article 87: Qualifying own funds included in consolidated own funds,Article 88: Qualifying own funds instruments included in consolidated Tier 2 capital,TITLE III: QUALIFYING HOLDINGS OUTSIDE THE FINANCIAL SECTOR,Article 89: Risk weighting and prohibition of qualifying holdings outside the financial sector,Article 90: Alternative to 1 250 % risk weight,TITLE I: GENERAL REQUIREMENTS, VALUATION AND REPORTING,Section 1: Own funds requirements for institutions,Article 93: Initial capital requirement on going concern,Article 94: Derogation for small trading book business.Section 2: Own funds requirements for investment firms with limited authorisation to provide investment...Article 95: Own funds requirements for investment firms with limited authorisation to provide investment...Article 96: Own funds requirements for investment firms which hold initial capital as laid down in Article 28(2...Article 97: Own Funds based on Fixed Overheads,Article 98: Own funds for investment firms on a consolidated basis,CHAPTER 2: Calculation and reporting requirements,Article 99: Reporting on own funds requirements and financial information,Article 100: Additional reporting requirements,Article 101: Specific reporting obligations,Article 102: Requirements for the trading book,Article 103: Management of the trading book,Article 104: Inclusion in the trading book,Article 105: Requirements for prudent valuation,TITLE II: CAPITAL REQUIREMENTS FOR CREDIT RISK,Article 108: Use of credit risk mitigation technique under the Standardised Approach and the IRB Approach,Article 109: Treatment of securitised exposures under the Standardised Approach and the IRB Approach,Article 110: Treatment of credit risk adjustment,Article 113: Calculation of risk-weighted exposure amounts,Article 114: Exposures to central governments or central banks,Article 115: Exposures to regional governments or local authorities,Article 116: Exposures to public sector entities,Article 117: Exposures to multilateral development banks,Article 118: Exposures to international organisations,Article 120: Exposures to rated institutions,Article 121: Exposures to unrated institutions,Article 124: Exposures secured by mortgages on immovable property,Article 125: Exposures fully and completely secured by mortgages on residential property,Article 126: Exposures fully and completely secured by mortgages on commercial immovable property,Article 128: Items associated with particular high risk,Article 129: Exposures in the form of covered bonds,Article 130: Items representing securitisation positions,Article 131: Exposures to institutions and corporates with a short-term credit assessment,Article 132: Exposures in the form of units or shares in CIUs,Section 3: Recognition and mapping of credit risk assessment,Article 135: Use of credit assessments by ECAIs,Sub-Section 2: Mapping of ECAI's credit assessments,Article 136: Mapping of ECAI's credit assessments,Sub-Section 3: Use of credit assessments by Export Credit Agencies,Article 137: Use of credit assessments by export credit agencies,Section 4: Use of the ECAI credit assessments for the determination of risk weights,Article 139: Issuer and issue credit assessment,Article 140: Long-term and short-term credit assessments,Article 141: Domestic and foreign currency items,CHAPTER 3: Internal Ratings Based Approach,Section 1: Permission by competent authorities to use the IRB approach,Article 143: Permission to use the IRB Approach,Article 144: Competent authorities' assessment of an application to use an IRB Approach,Article 145: Prior experience of using IRB approaches,Article 146: Measures to be taken where the requirements of this Chapter cease to be met,Article 147: Methodology to assign exposures to exposure classes,Article 148: Conditions for implementing the IRB Approach across different classes of exposure and business units,Article 149: Conditions to revert to the use of less sophisticated approaches,Article 150: Conditions for permanent partial use,Section 2: Calculation of risk-weighted exposure amounts,Sub-Section 1: Treatment by type of exposure class,Article 152: Treatment of exposures in the form of units or shares in CIUs,Sub-Section 2: Calculation of risk- weighted exposure amounts for credit risk.Article 153: Risk-weighted exposure amounts for exposures to corporates, institutions and central governments...Article 154: Risk-weighted exposure amounts for retail exposures,Article 155: Risk-weighted exposure amounts for equity exposures,Article 156: Risk-weighted exposure amounts for other non credit-obligation assets,Sub-Section 3: Calculation of risk-weighted exposure amounts for dilution risk of purchased receivables,Article 157: Risk-weighted exposure amounts for dilution risk of purchased receivables,Article 159: Treatment of expected loss amounts,Sub-Section 1: Exposures to corporates , institutions and central governments and central banks,Sub-Section 3: Equity exposures subject to PD / LGD method,Article 165: Equity exposures subject to the PD/LGD method,Article 166: Exposures to corporates, institutions, central governments and central banks and retail exposures,Article 168: Other non credit-obligation assets,Section 6: Requirements for the IRB approach,Article 171: Assignment to grades or pools,Article 173: Integrity of assignment process,Article 175: Documentation of rating systems,Article 177: Stress tests used in assessment of capital adequacy,Article 179: Overall requirements for estimation,Article 180: Requirements specific to PD estimation,Article 181: Requirements specific to own-LGD estimates,Article 182: Requirements specific to own-conversion factor estimates.Article 183: Requirements for assessing the effect of guarantees and credit derivatives for exposures to...Article 184: Requirements for purchased receivables,Sub-Section 3: Validation of internal estimates,Article 185: Validation of internal estimates,Sub-Section 4: Requirements for equity exposures under the internal models approach,Article 186: Own funds requirement and risk quantification,Article 187: Risk management process and controls,Article 188: Validation and documentation,Sub-Section 5: Internal governance and oversight,Section 1: Definitions and general requirements,Article 193: Principles for recognising the effect of credit risk mitigation techniques,Article 194: Principles governing the eligibility of credit risk mitigation techniques,Section 2: Eligible forms of credit risk mitigation.Article 196: Master netting agreements covering repurchase transactions or securities or commodities lending or...Article 197: Eligibility of collateral under all approaches and methods,Article 198: Additional eligibility of collateral under the Financial Collateral Comprehensive Method,Article 199: Additional eligibility for collateral under the IRB Approach,Article 200: Other funded credit protection,Sub-Section 2: Unfunded credit protection,Article 201: Eligibility of protection providers under all approaches.Article 202: Eligibility of protection providers under the IRB Approach which qualify for the treatment set out...Article 203: Eligibility of guarantees as unfunded credit protection,Article 204: Eligible types of credit derivatives.Article 205: Requirements for on-balance sheet netting agreements other than master netting agreements referred...Article 206: Requirements for master netting agreements covering repurchase transactions or securities or...Article 207: Requirements for financial collateral,Article 208: Requirements for immovable property collateral,Article 209: Requirements for receivables,Article 210: Requirements for other physical collateral,Article 211: Requirements for treating lease exposures as collateralised,Article 212: Requirements for other funded credit protection,Sub-Section 2: Unfunded credit protection and credit linked notes,Article 213: Requirements common to guarantees and credit derivatives,Article 214: Sovereign and other public sector counter-guarantees,Article 215: Additional requirements for guarantees,Article 216: Additional requirements for credit derivatives,Article 217: Requirements to qualify for the treatment set out in Article 153(3),Section 4: Calculating the effects of credit risk mitigation.Article 220: Using the Supervisory Volatility Adjustments Approach or the Own Estimates Volatility Adjustments...Article 221: Using the internal models approach for master netting agreements,Article 222: Financial Collateral Simple Method,Article 223: Financial Collateral Comprehensive Method,Article 224: Supervisory volatility adjustment under the Financial Collateral Comprehensive Method,Article 225: Own estimates of volatility adjustments under the Financial Collateral Comprehensive Method,Article 226: Scaling up of volatility adjustment under the Financial Collateral Comprehensive Method.Article 227: Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive...Article 228: Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral...Article 229: Valuation principles for other eligible collateral under the IRB Approach.Article 230: Calculating risk-weighted exposure amounts and expected loss amounts for other eligible collateral...Article 231: Calculating risk-weighted exposure amounts and expected loss amounts in the case of mixed pools of...Article 232: Other funded credit protection.Article 234: Calculating risk-weighted exposure amounts and expected loss amounts in the event of partial...Article 235: Calculating risk-weighted exposure amounts under the Standardised Approach,Article 236: Calculating risk-weighted exposure amounts and expected loss amounts under the IRB Approach,Article 238: Maturity of credit protection,Article 240: First-to-default credit derivatives,Article 241: Nth-to-default credit derivatives,Section 2: Recognition of significant risk transfer,Section 3: Calculation of the risk-weighted exposure amounts,Article 245: Calculation of risk-weighted exposure amounts,Article 247: Recognition of credit risk mitigation for securitisation positions.Sub-Section 2: Originator institutions' calculation of risk-weighted exposure amounts securitised in a...Article 250: Treatment of maturity mismatches in synthetic securitisations,Sub-Section 3: Calculation of risk-weighted exposure amounts under the Standardised Approach,Article 252: Originator and sponsor institutions,Article 253: Treatment of unrated positions,Article 254: Treatment of securitisation positions in a second loss tranche or better in an ABCP programme,Article 255: Treatment of unrated liquidity facilities.Article 256: Additional own funds requirements for securitisations of revolving exposures with early...Article 257: Credit risk mitigation for securitisation positions subject to the Standardised Approach,Article 258: Reduction in risk-weighted exposure amounts,Sub-Section 4: Calculation of risk-weighted exposure amounts under the IRB approach,Article 260: Maximum risk-weighted exposure amounts,Article 264: Credit risk mitigation for securitisation positions subject to the IRB Approach.Article 265: Additional own funds requirements for securitisations of revolving exposures with early...Article 266: Reduction in risk-weighted exposure amounts,Article 267: Use of Credit Assessments by ECAIs,Article 268: Requirements to be met by the credit assessments of ECAIs,Article 271: Determination of the exposure value,Section 2: Methods for calculating the exposure value,Article 273: Methods for calculating the exposure value,Article 277: Transactions with a linear risk profile,Article 278: Transactions with a non-linear risk profile,Article 280: Calculation of risk positions,Article 281: Interest rate risk positions,Article 283: Permission to use the Internal Model Method,Article 285: Exposure value for netting sets subject to a margin agreement,Article 286: Management of CCR — Policies, processes and systems,Article 287: Organisation structures for CCR management,Article 288: Review of CCR management system,Article 292: Integrity of the modelling process,Article 293: Requirements for the risk management system,Article 295: Recognition of contractual netting as risk-reducing,Article 296: Recognition of contractual netting agreements,Article 298: Effects of recognition of netting as risk-reducing,Section 9: Own funds requirements for exposures to a central counterparty,Article 302: Monitoring of exposures to CCPs,Article 303: Treatment of clearing members' exposures to CCPs,Article 304: Treatment of clearing members' exposures to clients,Article 305: Treatment of clients' exposures,Article 306: Own funds requirements for trade exposures,Article 307: Own funds requirements for pre-funded contributions to the default fund of a CCP,Article 308: Own funds requirements for pre-funded contributions to the default fund of a QCCP.Article 309: Own funds requirements for pre-funded contributions to the default fund of a non-qualifying CCP and...Article 310: Alternative calculation of own funds requirement for exposures to a QCCP,Article 311: Own funds requirements for exposures to CCPs that cease to meet certain conditions,TITLE III: OWN FUNDS REQUIREMENTS FOR OPERATIONAL RISK,CHAPTER 1: General principles governing the use of the different approaches,Article 313: Reverting to the use of less sophisticated approaches,Article 314: Combined use of different approaches,Article 318: Principles for business line mapping,Article 319: Alternative Standardised Approach,Article 320: Criteria for the Standardised Approach,CHAPTER 4: Advanced measurement approaches,Article 323: Impact of insurance and other risk transfer mechanisms,Article 324: Loss event type classification,TITLE IV: OWN FUNDS REQUIREMENTS FOR MARKET RISK,Article 325: Allowances for consolidated requirements,CHAPTER 2: Own funds requirements for position risk,Section 1: General provisions and specific instruments,Article 326: Own funds requirements for position risk,Article 328: Interest rate futures and forwards,Article 331: Interest rate risk on derivative instruments,Article 333: Securities sold under a repurchase agreement or lent,Article 334: Net positions in debt instruments,Article 335: Cap on the own funds requirement for a net position,Article 336: Own funds requirement for non-securitisation debt instruments,Article 337: Own funds requirement for securitisation instruments,Article 338: Own funds requirement for the correlation trading portfolio,Article 339: Maturity-based calculation of general risk,Article 340: Duration-based calculation of general risk,Article 341: Net positions in equity instruments,Article 342: Specific risk of equity instruments,Article 343: General risk of equity instruments,Section 5: Specific risk own funds requirements for positions hedged by credit derivatives,Article 346: Allowance for hedges by credit derivatives,Article 347: Allowance for hedges by first and nth-to default credit derivatives,Section 6: Own funds requirements for CIUs,Article 348: Own funds requirements for CIUs,CHAPTER 3: Own funds requirements for foreign-exchange risk,Article 351: De minimis and weighting for foreign exchange risk,Article 352: Calculation of the overall net foreign exchange position,Article 353: Foreign exchange risk of CIUs,Article 354: Closely correlated currencies,CHAPTER 4: Own funds requirements for commodities risk,Article 355: Choice of method for commodities risk,Article 356: Ancillary commodities business,Article 361: Extended maturity ladder approach,CHAPTER 5: Use of internal models to calculate own funds requirements,Section 1: Permission and own funds requirements,Article 363: Permission to use internal models,Article 364: Own funds requirements when using internal models,Article 365: VaR and stressed VaR Calculation,Article 366: Regulatory back testing and multiplication factors,Article 367: Requirements on risk measurement,Section 3: Requirements particular to specific risk modelling,Article 370: Requirements for modelling specific risk,Article 371: Exclusions from specific risk models,Section 4: Internal model for incremental default and migration risk,Article 372: Requirement to have an internal IRC model,Article 373: Scope of the internal IRC model,Article 374: Parameters of the internal IRC model,Article 375: Recognition of hedges in the internal IRC model,Article 376: Particular requirements for the internal IRC model,Section 5: Internal model for correlation trading,Article 377: Requirements for an internal model for correlation trading,TITLE V: OWN FUNDS REQUIREMENTS FOR SETTLEMENT RISK,TITLE VI: OWN FUNDS REQUIREMENTS FOR CREDIT VALUATION ADJUSTMENT RISK,Article 381: Meaning of credit valuation adjustment,Article 385: Alternative to using CVA methods to calculating own funds requirements,Article 390: Calculation of the exposure value,Article 391: Definition of an institution for large exposures purposes,Article 392: Definition of a large exposure,Article 393: Capacity to identify and manage large exposures,Article 396: Compliance with large exposures requirements,Article 397: Calculating additional own funds requirements for large exposures in the trading book,Article 398: Procedures to prevent institutions from avoiding the additional own funds requirement,Article 399: Eligible credit mitigation techniques,Article 401: Calculating the effect of the use of credit risk mitigation techniques,Article 402: Exposures arising from mortgage lending,PART FIVE: EXPOSURES TO TRANSFERRED CREDIT RISK,TITLE I: GENERAL PROVISIONS FOR THIS PART,TITLE II: REQUIREMENTS FOR INVESTOR INSTITUTIONS,Article 405: Retained interest of the issuer,TITLE III: REQUIREMENTS FOR SPONSOR AND ORIGINATOR INSTITUTIONS,Article 408: Criteria for credit granting,Article 410: Uniform condition of application,TITLE I: DEFINITIONS AND LIQUIDITY COVERAGE REQUIREMENT,Article 412: Liquidity coverage requirement,Article 414: Compliance with liquidity requirements,Article 415: Reporting obligation and reporting format,Article 417: Operational requirements for holdings of liquid assets,Article 419: Currencies with constraints on the availability of liquid assets,Article 422: Outflows on other liabilities,Article 424: Outflows from credit and liquidity facilities,Article 426: Updating Future liquidity requirements,Article 427: Items providing stable funding,Article 428: Items requiring stable funding,Article 429: Calculation of the leverage ratio,Article 429a: Exposure value of derivatives.Article 429b: Counterparty credit risk add-on for repurchase transactions, securities or commodities lending or...Article 431: Scope of disclosure requirements,Article 432: Non-material, proprietary or confidential information,TITLE II: TECHNICAL CRITERIA ON TRANSPARENCY AND DISCLOSURE,Article 435: Risk management objectives and policies,Article 439: Exposure to counterparty credit risk,Article 441: Indicators of global systemic importance,Article 447: Exposures in equities not included in the trading book,Article 448: Exposure to interest rate risk on positions not included in the trading book,Article 449: Exposure to securitisation positions,TITLE III: QUALIFYING REQUIREMENTS FOR THE USE OF PARTICULAR INSTRUMENTS OR METHODOLOGIES,Article 452: Use of the IRB Approach to credit risk,Article 453: Use of credit risk mitigation techniques,Article 454: Use of the Advanced Measurement Approaches to operational risk,Article 455: Use of Internal Market Risk Models,PART NINE: DELEGATED AND IMPLEMENTING ACTS,Article 457: Technical adjustments and corrections,Article 458: Macroprudential or systemic risk identified at the level of a Member State,Article 461: Review of the phasing-in of the liquidity coverage requirement,Article 463: Objections to regulatory technical standards,PART TEN: TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS,CHAPTER 1: Own funds requirements, unrealised gains and losses measured at fair value and deductions,Article 466: First time application of International Financial Reporting Standards,Section 2: Unrealised gains and losses measured at fair value,Article 467: Unrealised losses measured at fair value,Article 468: Unrealised gains measured at fair value,Article 469: Deductions from Common Equity Tier 1 items,Article 470: Exemption from deduction from Common Equity Tier 1 items,Article 471: Exemption from Deduction of Equity Holdings in Insurance Companies from Common Equity Tier 1 Items,Article 472: Items not deducted from Common Equity Tier 1,Article 473: Introduction of amendments to IAS 19,Sub-Section 2: Deductions from Additional Tier 1 items,Article 474: Deductions from Additional Tier 1 items,Article 475: Items not deducted from Additional Tier 1 items,Sub-Section 3: Deductions from Tier 2 items,Article 476: Deductions from Tier 2 items,Article 477: Deductions from Tier 2 items,Sub-Section 4: Applicable percentages for deduction,Article 478: Applicable percentages for deduction from Common Equity Tier 1, Additional Tier 1 and Tier 2 items,Section 4: minority interest and additional Tier 1 and Tier 2 instruments is sued by subsidiaries.Article 479: Recognition in consolidated Common Equity Tier 1 capital of instruments and items that do not...Article 480: Recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and...Section 5: Additional filters and deductions,Article 481: Additional filters and deductions,Article 482: Scope of application for derivatives transactions with pension funds,CHAPTER 2: Grandfathering of capital instruments,Section 1: Instruments constituting State aid,Article 483: Grandfathering of State aid instruments,Section 2: Instruments not constituting State aid,Sub-Section 1: Grandfathering eligibility and limits.Article 484: Eligibility for grandfathering of items that qualified as own funds under national transposition...Article 485: Eligibility for inclusion in the Common Equity Tier 1 of share premium accounts related to items...Article 486: Limits for grandfathering of items within Common Equity Tier 1, Additional Tier 1 and Tier 2 items.Article 487: Items excluded from grandfathering in Common Equity Tier 1 or Additional Tier 1 items in other...Article 488: Amortisation of items grandfathered as Tier 2 items,Sub-Section 2: Inclusion of instruments with a call and incentive to redeem in additional Tier 1 and Tier 2 items,Article 489: Hybrid instruments with a call and incentive to redeem,Article 490: Tier 2 items with an incentive to redeem,CHAPTER 3: Transitional provisions for disclosure of own funds,CHAPTER 4: Large exposures, own funds requirements, leverage and the Basel I Floor,Article 493: Transitional provisions for large exposures,Article 494: Transitional provisions for eligible capital,Article 495: Treatment of equity exposures under the IRB Approach,Article 496: Own funds requirements for covered bonds,Article 497: Own funds requirements for exposures to CCPs,Article 498: Exemption for Commodities dealers,Article 500: Transitional provisions — Basel I floor,Article 501: Capital requirements deduction for credit risk on exposures to SMEs,Article 502: Cyclicality of capital requirements,Article 503: Own funds requirements for exposures in the form of covered bonds,Article 504: Capital instruments subscribed by public authorities in emergency situations,Article 505: Review of long-term financing,Article 506: Credit risk — definition of default,Article 510: Net Stable Funding Requirements,Article 512: Exposures to transferred credit risk,Article 514: Counterparty credit risk and the Original Exposure Method,Article 517: Definition of eligible capital,Article 518: Review of capital instruments which may be written down or converted at the point of non-viability,Article 519: Deduction of defined benefit pension fund assets from Common Equity Tier 1 items,Article 520: Amendment of Regulation (EU) No 648/2012,Article 521: Entry into force and date of application,ANNEX I: Classification of off-balance sheet items,ANNEX III: Items subject to supplementary reporting of liquid assets.