Desks. (Question ID: 2014_1226) (29 August 2014), Repurchase and cancellation of Tier 2 in the open market less than 5 years from issue (Question ID: 2013_290) (14 November 2014), Capital instruments that were issued with an incentive to redeem but no longer contain one (Question ID: 2013_50) (20 June 2014), Calculation of outstanding Tier 2 capital, following pre-payment of amounts that have been amortised or phased-out (Question ID: 2013_314) (20 June 2014), Own funds deduction (granted subordinated loan) (Question ID: 2013_182) (26 September 2014), Termination rights - Distinguishing between Guidelines which are directed towards 'all outsourcing arrangements' from those that are directed towards 'outsourcing arrangements for critical and important functions' (Question ID: 2019_4782) (20 November 2020), Market making prior to 5 years from issuance of AT1-/T2-Instruments - follow up of Q&A 2013_290 (Question ID: 2015_1791) (13 February 2015), Reduction of CET1 by absorbing losses which are already accounted as loss brought forward (Question ID: 2015_1815) (5 June 2015), In the case of a repurchase of CET 1 instruments, AT 1 instruments, or T 2 instruments for market making purposes, competent authorities may give their permission in advance to reducing own funds for a certain predetermined amount. (Question ID: 2015_1951) (5 February 2016), Template C 67.00 CONCENTRATION OF FUNDING BY COUNTERPARTY: How to report secured funding (Question ID: 2014_1699) (8 January 2016), Template C 69.00 - Prices for the Various Lenghts of Funding - follow-up to Q&As 2015_1901 and 2015_2204 (Question ID: 2016_2761) (12 January 2018), The treatment of Physical Stock balances (Question ID: 2016_2742) (12 January 2018), Transactions with maturities longer than 10 years (Question ID: 2016_2885) (1 December 2017), Application of exemption from monthly reporting frequency for AMML templates (Question ID: 2016_2725) (10 June 2016), Validation rule v4574_m (Question ID: 2016_2630) (3 February 2017), Reporting of significant currencies (> 5%) according to Art. (Question ID: 2014_1041) (5 March 2021), Treatment of impediments to the availability of assets and cash inflows in the C 66.00 maturity ladder template (Question ID: 2020_5156) (4 December 2020), Collateral swap in case of Domestic Central Bank Counterparty (Question ID: 2020_5190) (4 December 2020), Reporting of (committed) credit and liquidity facilities in the C 66.01 maturity ladder template (Question ID: 2020_5157) (4 December 2020), Netting of cash flows in the C 66.00 maturity ladder template (Question ID: 2020_5155) (4 December 2020), Reporting of cash flows related to 'extraordinary' and one-off transactions in the C 66.00 maturity ladder template (Question ID: 2020_5151) (4 December 2020), Reporting of cash flows related to ‘forward starting’ transactions in the C 66.00 maturity ladder template (Question ID: 2020_5154) (4 December 2020), Reporting of interest-related cash flows in the C 66.00 maturity ladder template (Question ID: 2020_5152) (4 December 2020), C 70 treatment of multiple currencies (Question ID: 2019_5058) (4 December 2020), Treatment of Central Bank Overnight deposits in ALMM Template C71 (Question ID: 2019_5028) (11 September 2020), C66: undrawn ECB open market operations backed with pre-positioned own issuances (retained CB or ABS) as “Undrawn committed facilities received”. Received: 25 May 2014. (Templates: C.51.00.w, C.51.00.x, C.52.00.w, C.52.00.x, C.52.00.y, C.52.00.z, C.53.00.w, C.53.00.x, C.53.00.y, C.54.00.a, C54.00.w) (Question ID: 2014_1042) (29 May 2015), Liquidity: Instructions on reporting outflows in relation to custody, clearing and cash managment (Question ID: 2013_150) (14 February 2014), Implementing Technical Standards (ITS) on additional liquidity monitoring metrics (Question ID: 2014_1084) (18 December 2015), Liquidity: First submission date for Stable Funding template (Question ID: 2013_106) (14 February 2014), Reporting of open ended funding products without a defined maturity (Question ID: 2014_1633) (18 December 2015), Definition of new funds and roll-over (Question ID: 2014_1650) (18 December 2015), General principle of C70 Roll-over of funding (Question ID: 2014_1632) (18 December 2015), Reporting treatment of forward starting trades (Question ID: 2013_380) (28 March 2014), Prices for various lengths of funding - Transactions volume (Question ID: 2015_2208) (18 December 2015), Reporting of amounts 'representing claims or guaranteed by multilateral development banks' (Question ID: 2013_373) (14 February 2014), Scope of funding applicable (Question ID: 2015_2061) (18 December 2015), Treatment of Deliverable FX for single Currency Returns under 422 (6) and 425 (3) (Question ID: 2013_160) (6 December 2013), Exchange rates in the template Roll-over of funding (C 70.00) (Question ID: 2015_2310) (18 December 2015), Inclusion of transactions between trade and settlement dates (Question ID: 2013_378) (30 April 2014), Reportable maturity for ALMM C69 PRICES FOR VARIOUS LENGTHS OF FUNDING (Question ID: 2015_2051) (18 December 2015), Article 415 and the treatment of forward starting collateral swaps. Frequency and torment caused by migraines direct patients toward a variety of remedies. As such, these articles could include statements based on author opinions or point of view. Honest had previously indicated shares could be sold in the IPO at $14 … (Question ID: 2015_1749) (13 December 2019), Template C 08.02 - Col 080 has Missing 'CRM Effects/Collateral' dimension (Question ID: 2014_1464) (13 December 2019), Forborne performing/classificazione cliente - Forborne performing / client classification (Question ID: 2015_1841) (13 December 2019), Inconsistencies in FINREP validation rules F01.01 versus F04.03 (Question ID: 2014_1666) (13 December 2019), Reporting of overdue factoring contracts (Question ID: 2015_1804) (13 December 2019), FINREP template 9.2 (Question ID: 2014_1661) (13 December 2019), FINREP template F 18.00 Information on performing and non-performing exposures – applicable approaches (Question ID: 2014_925) (13 December 2019), IFRS 9, validation rule v6030_m (Question ID: 2018_3835) (22 November 2019), Reporting the gross carrying amount of the credit-impaired financial assets measured at amortised cost (other than purchased or originated credit-impaired financial assets), in the context of the new FINREP framework, as provided for in the Regulation (EU) 2017/1443 (Question ID: 2017_3553) (11 October 2019), Forbearance - past term interest only mortgages (Question ID: 2015_2474) (4 October 2019), Reporting of securitisation instruments in FINREP templates F 04.01 – F 04.04 (Question ID: 2017_3477) (4 October 2019), FINREP Group Structure Template 40.02 (Question ID: 2016_2670) (4 October 2019), FINREP -contents of template F40.01 Group Structure (Question ID: 2016_2820) (4 October 2019), “Past due” columns: How to count number of days for “1 year” and “5 years” past due? The Bell 412 is a utility helicopter of the Huey family manufactured by Bell Helicopter. Nature volume 415, pages 412–416(2002)Cite this article. Methods We … et al. a CRR (Question ID: 2014_1294) (8 April 2016), Calculation of original and residual maturities in the context of ALMM (C 66.01) for puttable bonds (Question ID: 2017_3287) (2 March 2018), Can the same issuer / counterparty appear more than once in the top 10 of template C 71.00 based on currency? (Question ID: 2014_1352) (31 October 2014), Predetermined amount in case of applications for redemptions, reductions and repurchases by mutuals, cooperative societies, savings institutions or similar institutions for the purposes of Article 77 CRR (Question ID: 2015_2094) (5 February 2016), Predetermined amount for market making with partially grandfathered or amortised instruments (Question ID: 2015_2095) (5 February 2016), Prior permission for repurchase of CET 1 instruments for discretionary trading activity over treasury shares for a certain predetermined amount. (Question ID: 2013_548) (4 April 2014), How the various types of sight deposit are to be treated in ALMM templates C68.00, C69.00 & C70.00, and whether it is possible to achieve a consistent treatment given the differences in requirements across these templates. C 12.00 - Credit Risk: Securitisation - Standardised Approach to Own Funds Requirements (CR SEC SA) (Question ID: 2013_567) (4 April 2014), Financial Customer Definition - application to captive finance companies within non-financial corporate groups (Question ID: 2013_364) (23 October 2015), Definition of retail deposits. (Question ID: 2014_1251) (3 October 2014), COREP template C43.00 - Breakdown of leverage ratio exposure measure components (Question ID: 2013_551) (4 April 2014), Significant risk transfer applicable to leverage ratio computation (Question ID: 2014_1104) (12 September 2014), Leverage Ratio: C45.00 (LRCalc) r010: SFTs exposure according to CRR 220 (Question ID: 2013_188) (14 February 2014), Underwriting Commitments (Question ID: 2014_839) (22 August 2014), CCF applicable to ABCP liquidity facilities for Leverage ratio purposes (Question ID: 2014_756) (8 May 2014), Look through approach to be applied for calculation of Leverage Ratio (Question ID: 2013_635) (8 May 2014), Determining the exposure value for repurchase transactions for the purpose of calculating the leverage ratio in case the collateral provided doesn't qualify as eligible according to Regulation (EU) No 575/2013 (CRR). Aristolochic acid, an herbal compound found in many traditional medicines, had been previously linked to kidney failure, as well as cancers of the urinary tract. 412:8-100 Applicability of article. (Question ID: 2014_1186) (29 January 2016), Validations between F 13.01 and F 05 (Question ID: 2014_1141) (29 January 2016), C06.00 - Group Solvency : Information on affiliates (GS) template column 030 and column 070 to 240 (Question ID: 2014_1184) (29 January 2016), CR IRB (C08.01 and C08.02) template column 010 and CR GB (C09.02) column 080 (Question ID: 2014_1117) (29 January 2016), Concentration risk - type of counterparty (Question ID: 2014_1058) (30 October 2015), Exit Criteria NPE (Question ID: 2014_1017) (2 October 2015), Performing FBE (Question ID: 2014_1015) (2 October 2015), FINREP Templates 8.1 and 8.2 (Question ID: 2014_988) (16 January 2015), FINREP: thresholds applicable to F20.1 - 20.7 (geographical breakdown) (Question ID: 2013_113) (14 February 2014), FINREP - F13.1 Breakdown of loans and advances by collateral and guarantees - Col 030 "Other collateralized loans - Cash [Debt instruments issued]" (Question ID: 2013_84) (14 February 2014), Validation rule v1384_m (Question ID: 2017_3158) (7 April 2017), Template C 05.01 column 060 positive or not (Question ID: 2015_2482) (7 April 2017), Forbearance ITS (Question ID: 2016_2826) (7 April 2017), C 12.00 - v0519_m (Question ID: 2017_3165) (7 April 2017), Thresholds for Common Equity Tier 1 (Question ID: 2016_3035) (7 April 2017), Reporting of cash collaterals included in repurchase agreements in F 08.01 (Question ID: 2014_1667) (7 April 2017), Validation Rule v3688_s (Blocking Rule) (Question ID: 2015_1801) (7 April 2017), Exposures towards QCCPs under CRR Art. 7. 8, 2–10 (2000). Revocations. 4(1)(71)(a) and (b) CRR Question ID: 2014_1150) (29 October 2014), Definition of a financial institution (Question ID: 2014_857) (18 July 2014), Reporting thresholds - entry and exit criteria (Question ID: 2013_337) (7 March 2014), Prudential Consolidation of Financial Institutions (Question ID: 2013_310) (15 November 2013), Application of the DGS Directive to Financial Institutions (Question ID: 2016_2676) (24 June 2016), Groups of connected clients when a client is connected through various criteria (interconnection through control and/or economic interconnection) (Question ID: 2014_1443) (24 November 2017), Connected Clients and Control Relationship (Question ID: 2016_2923) (24 November 2017), Application of the definition of ‘speculative immovable property financing' under the Standardised Approach (Question ID: 2017_3173) (21 September 2018), Synthetic holdings (Question ID: 2013_9) (31 October 2013), Direct / indirect funding of own shares (Question ID: 2013_8) (31 October 2013), Funding plan for credit institutions: meaning of "maturing gros outflow" (Question ID: 2015_1969) (9 September 2016), Definition for short-term letters of credit (Question ID: 2015_1757) (19 June 2015), Scope of application of the term "securitisation" and risk retention obligation in Article 405 CRR (Question ID: 2018_3806) (22 March 2019), Validation rule v4886_m (Question ID: 2017_3339) (22 December 2017), Liquidity requirements: scope of applicability for investment firms (Question ID: 2014_1645) (10 April 2015), HQLA and amortised cost classification (Question ID: 2018_3955) (8 May 2020), Continuation of current liquidity waivers (Question ID: 2013_270) (25 April 2014), Derogation from the application of liquidity requirements on an individual basis (Question ID: 2013_503) (20 June 2014), Liquidity-sub group (Question ID: 2013_437) (27 June 2014), CAP for synthetic securitisations of originator institutions in STD based on Article 252 (Question ID: 2017_3610) (25 May 2018), Hierarchy of Permissions between Article 8 and Article 9 of the CRR (Question ID: 2015_1938) (1 April 2016), Scope of Waiver for Amended Solo Consolidation and Impact on Supervisory Reporting (Question ID: 2014_752) (10 October 2014), Application of requirements on a sub-consolidated basis (Question ID: 2013_20) (3 July 2013), Application of Article 11 CRR in terms of determining the scope of application for multi-national banking groups (Question ID: 2015_2366) (15 January 2016), Third countries considered to have supervisory arrangements equivalent to EU (Question ID: 2016_2823) (4 August 2017), Capital requirements for a subgroup integrated by a parent holding company in a Member State and its institutions and subsidiary financial institutions (Question ID: 2013_521) (9 January 2015), Disclosure on the basis of consolidated situation of EU parent financial holding company (Question ID: 2014_1502) (24 April 2015), Disclosure of certain information of significant subsidiaries and those subsidiaries which are of material significance for their local market on an individual or sub-consolidated basis (Question ID: 2014_759) (30 April 2014), Disclosure requirement on individual basis (Question ID: 2014_1379) (27 March 2015), Methods for prudential consolidation (Question ID: 2013_483) (4 April 2014), Inclusion of ancillary services undertakings in prudential consolidation (Question ID: 2013_382) (4 April 2014), Interpretation of Article 24 of the CRR regarding own funds requirement at solo level (Question ID: 2013_110) (24 October 2014), Definition of Active Contractual Relationship (Question ID: 2015_2461) (26 February 2016), Assigning Specific Credit Risk Adjustments for a group of exposures to the exposures within the group (Question ID: 2016_2574) (18 November 2016), CVA Risk Charge Calculation for derivatives in the banking book with local GAAP (Question ID: 2015_1975) (27 November 2015), Need of prior permission to include minority interest arising from Common Equity Tier 1 instruments issued by subsidiaries located in EU member state and third countries in consolidated CET1 capital of parent institutions established in the EU. (Question ID: 2013_244) (14 February 2014), IP Losses: Direct and Indirect costs associated with immovable property losses (Question ID: 2013_116) (14 February 2014), Datos C.15.00 / data C 15.00 (Question ID: 2014_961) (15 April 2016), CR IP Losses (Question ID: 2015_1713) (15 April 2016), Offset of Additional Value Adjustments (AVA) against day one profits deferral (Question ID: 2019_4458) (29 November 2019), Review and validation of criteria for the use of a reduced number of parameters (Question ID: 2016_2949) (20 January 2017), Valuation input consisting of a matrix of parameters (Question ID: 2016_2948) (17 March 2017), Calculation of the threshold for using the simplified approach for the determination of AVAs. 19 () JORF 31 décembre 1988. 2 Outre les personnes mentionnées à l'article L. 412-2, bénéficient également des dispositions du présent livre, sous réserve des prescriptions spéciales du décret en Conseil d'Etat : No. 575/2013 (CRR) (Question ID: 2013_157) (15 November 2013), Position Risk Own Funds Requirement for options positions on CIUs (Question ID: 2016_2692) (11 November 2016), Treatment of CIUs in internal model for market risk - possible restrictions (Question ID: 2018_4378) (4 December 2020), Treatment of CIUs in the standardised approach – Derivatives on CIUs (Question ID: 2018_4381) (4 December 2020), Netting of Exposures arising from CIUs (Question ID: 2016_2917) (31 March 2017), Market risk capital requirement for CIUs where a look-through approach is applied (Question ID: 2017_3099) (12 May 2017), CIU Correlation Test (Question ID: 2017_3538) (2 March 2018), Exclusion of positions from the calculation of net open currency positions (Question ID: 2015_2317) (28 April 2016), De Minimis and weighting for foreign exchange risk (Question ID: 2015_1795) (17 July 2015), Determination of own funds requirements for gold positions denominated in foreign currency (Question ID: 2018_4167) (7 May 2021), Clarification of the treatment of contracts for difference (CFD) (Question ID: 2017_3137) (29 November 2019), Treatment of negative accrued interests in the foreign exchange risk (Question ID: 2016_2797) (11 November 2016), Own funds requirements for non-continuous options which are perfectly matched (Question ID: 2016_2571) (11 November 2016), Calculation of foreign exchange position for non-FX derivatives denominated in foreign currency (Question ID: 2014_1171) (12 September 2014), Closely correlated currencies (Question ID: 2018_4142) (8 May 2020), Reporting currency as closely correlated currency (Question ID: 2015_2139) (3 June 2016), Choice of method for commodities risk when an entity has 2 different business lines (Question ID: 2014_940) (12 September 2014), Stock financing (Question ID: 2013_422) (28 March 2014), Risks other than Delta for non-linear products (Question ID: 2014_1008) (12 September 2014), Treatment of commodity indices (Question ID: 2013_163) (15 November 2013), Own funds requirements for commodities risk (Question ID: 2013_589) (30 April 2014), Clarification of the treatment of positions in commodities for the purposes of calculating net and gross position according to Article 360(1) of Regulation (EU) No 575/2013 (CRR) (Question ID: 2015_1813) (25 September 2015), Separate IMA approval or summation approach for market risk OFR at consolidated level (Question ID: 2018_4021) (29 November 2019), Number of distinct calculations required to assess materiality of changes to internal IRC models (Question ID: 2015_2058) (25 September 2015), Application level of materiality threshold for assessing the materiality of extensions and changes to the IMA (Question ID: 2015_2466) (20 January 2017), Capability to perform an impact analysis for 15 consecutive business days for extensions and changes of internal approaches for market risk (Question ID: 2016_2763) (27 January 2017), Reference date for determination of previous day's values (Question ID: 2017_3559) (6 April 2018), Standardised Method (Question ID: 2013_464) (16 May 2014), Internal model for correlation trading (Question ID: 2014_1422) (19 December 2014), Inclusion of derivatives in the product list mentioned in Article 378 (Question ID: 2014_851) (24 October 2014), Exclusion of intragroup transactions from own funds requirements for CVA risk (Question ID: 2015_1929) (9 December 2016), Scope of calculation of own funds requirements for CVA risk (Question ID: 2013_130) (15 November 2013), Exclusion of centrally cleared transactions (Question ID: 2016_3009) (20 January 2017), Exclusion of provisioned counterparties from the CVA capital charge (Question ID: 2013_99) (15 November 2013), CVA for client exposures (Question ID: 2013_692) (23 May 2014), Determination of clearing threshold of non-financial counterparties (Question ID: 2013_472) (11 April 2014), Calculation of own funds requirements for CVA risk on a consolidated basis (Question ID: 2013_471) (21 February 2014), CVA for Exposures in structures with underlying assets (Question ID: 2013_637) (13 May 2016), Usage of the internal model for determining the own funds requirements for the specific risk associated with traded debt positions in the advanced method for Credit Valuation Adjustment (CVA) risk (Question ID: 2014_1686) (5 June 2015), Break clauses in capital requirements and Residual maturity (Question ID: 2015_2252) (9 December 2016), CVA Standardised Method for Securities Financing Transactions (SFTs) (Question ID: 2014_1376) (30 June 2017), Calculation of EADi(total) for CVA purposes under the standardised method (Question ID: 2013_616) (23 May 2014), Exclusion of eligible CVA hedges from the specific risk capital requirements (market risk) (Question ID: 2013_402) (28 March 2014), Eligibility of index CDS hedges in Advanced CVA charge (Question ID: 2013_360) (21 February 2014), Eligible hedge of Credit Valuation Adjustment (CVA) (Question ID: 2014_949) (5 June 2015), Treatment of cash at bank under the large exposures regime (Question ID: 2014_1598) (4 October 2019), Large AFS exposures and accounting for OCI unrealised gains (Question ID: 2015_1716) (25 September 2015), Exposure for Large Exposure Reporting - Accrued interests (Question ID: 2013_638) (11 April 2014), Inclusion of indirect holdings in the large exposures regime (Question ID: 2013_624) (11 April 2014), Large Exposures treatment of Nostro Accounts used for correspondent banking (Question ID: 2019_4805) (15 May 2020), Treatment of stock futures under Article 390(3) and Article 327(1) (Question ID: 2015_1873) (2 October 2015), Treatment of collateral posted from client to clearing Member in Large Exposures (Question ID: 2013_474) (28 March 2014), Large exposures - excluding exposures if fully deducted from own funds (Question ID: 2014_787) (19 September 2014), Definition of "institution" for large exposure purposes (Question ID: 2014_1692) (15 July 2016), Definition of a large exposure (Question ID: 2013_57) (31 October 2013), Additional Reporting templates for FINREP (large exposures) (Question ID: 2014_939 ) (16 January 2015), Reporting of connected clients and underlying individual clients exposures and type of counterparty indication in C27 (Question ID: 2020_5487) (19 March 2021), Original Exposure value of Securities Financing Transactions calculated under Article 220 of Regulation (EU) No 575/2013 (CRR) (Question ID: 2017_3590) (4 October 2019), Exposures in the trading book - reporting of the exposure to individual clients as defined by Article 390(3) CRR (Question ID: 2015_1897) (4 October 2019), How to fill out the COREP C 28.00 for an exposure secured by an insurance wrapper?
Décolonisation Française Livre, Policier En Feu Nantes, Pavé Gris 10x10 Brico Dépôt, Mk2 Bibliothèque Tarif, Attrape Nigaud Bière,