PIB App4 Credit Risk
- PIB A4.1 Credit Risk Systems and Controls
- PIB A4.2 Credit Conversion Factors (CCFs) for Calculating Exposures
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PIB A4.3 Collateral Calculations and Haircuts
- "Core Market Participants"
- Calculation of E* for Collateralised Transactions Other than OTC Derivative Transactions and Long Settlement Transactions
- Standard Supervisory Haircuts
- Own-Estimate Haircuts
- Requirements for Use of Own-Estimate Haircuts
- Minimum Holding Periods, Remargining or Revaluation Conditions
- Recognition of Eligible Financial Collateral under FCSA
- PIB A4.4 Qualifying Securities Financing Transactions (SFTs)
- PIB A4.5 Requirements for Use of VaR Models
- PIB A4.6 Credit RWA — Unsettled Transactions, free deliveries and OTC Derivatives
- PIB A4.7 Credit RWA — Repurchase Agreements, Reverse Repurchase Agreements, Similar Transactions and Other Deferred Settlements
- PIB A4.8 Credit RWA — Other Trading Book Transactions
- PIB A4.9 Exposures to Central Counterparties (CCPs)
- PIB A4.10 Securitisation
- PIB A4.11 Concentration Risk
- PIB A4.12 The Simplified Approach for Category 2 and 3A Firms