Legislation

Analysis index

M

• Majority Holdings in Entities of a Non-financial Nature 
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  • Amount of the deductions CBE Nª. 10ª.1   
  • Exclusion of the deductions 3/2008.10ª.3   
  • Possession of a majority holding 3/2008.10ª.2   
  • Also see  
    • "Capital: Composition" 
    • "Capital: Deductions" 
    • "Capital: Limits in the calculation" 
• Mark-to-market method (counterpartyy risk) 
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  • Contracts not assigned to any category 3/2008.73ª.4   
  • Contracts with multiple exchanges of the principal 3/2008.73ª.5   
  • Credit derivatives from the trading portfolio 3/2008.73ª.8   
  • Determination of the exposure value 3/2008.73ª.1   
  • Determination of the future potential credit risk amount 3/2008.73ª.3.7   
  • Determination of the replacement costs of the positive value contracts 3/2008.73ª.2   
  • Effects of contractual clearing agreements as a counterparty risk mitigation technique 3/2008.73ª.9   
  • Novation contracts 3/2008.73ª.10   
  • Residual maturity on contracts with liquidation of resulting positions on subsequent payment dates 3/2008.73ª.6   
  • Also see  
    • "Internal Models Approach (counterparty Risk)" 
    • "Original Exposure Method (counterparty risk)" 
    • "Standardised Approach (counterparty risk)" 
• Maturity lag in Credit Risk 
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  • Determination of the maturity 
    • Concept of maturity of the covered and hedge exposure 3/2008.49ª.1   
    • Vendor or buyer option to terminate their commitment 3/2008.49ª.2   
  • General provisions 
    • Concept of maturity lag 3/2008.48ª.1   
    • In-admissibility of credit risk hedges 3/2008.48ª.2   
  • Hedge valuation 
    • Operations covered by financial collateral arrangements - Broad-based valuation method of financial collateral arrangements 3/2008.50ª.1   
    • Operations covered by personal collateral and credit derivatives 3/2008.50ª.2   
  • Also see  
    • "Credit Risk Mitigation: General Provisions” 
• Maturity Lags in Synthetic Securitisations 
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  • Determination of the maturity of securitised exposures 3/2008.62ª.3   
  • Lag between the maturity of the credit risk hedge which determines the division into tranches and the maturity of securitised exposures 3/2008.62ª.1   
  • Treatment of maturity lags 3/2008.62ª.2   
• Minimum Capital Requirements Circular 3/2008.4ª a 6ª   
  • Also see 
    • Capital: General requirements and other obligations pertaining to the "Institutions" 
• Mortgage loans Circular 8/1990.2.ª,3.ª1bis,5.ªf)i),6.ª7.8.12,6.ªbis,8.ª1.e),An.VII,VIII    Circular 1/2000   
• Mortgage market reference interest rate Circular 8/1990.2.ª,6.ªbis 3,8.ª 1,An.VIII