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Circular 3/1995
See details
- Account holders' details and circumstances 3/1995.3.ª,An.I
- Account holders' rights and supension of the assignment of their details 3/1995.9.ª
  - Access rights 3/1995.9.ª1
  - Ammendment and cancellation rights 3/1995.9.ª2
  - Complaints before the Data Protection Agency 3/1995.9.ª2
  - Suspension of data assignment to third parties 3/1995.9.ª2
- Declarable account holders 3/1995.2.ª
  - Discounting of bills of exchange 3/1995.2.ª4
  - Factoring 3/1995.2.ª4
  - Pluripersonal risk 3/1995.2.ª4
  - Private and public sector 3/1995.2.ª3
  - Risk from community property 3/1995.2.ª4
  - Risk from general or limited partnerships 3/1995.2.ª4
  - Risks on behalf of account holders that are not legal persons 3/1995.2.ª4
- Declarable risks
  - Direct risks 3/1995.2.ª2,NT1
    - Financial lease transactions 3/1995.2.ª2
    - Fixed-income securities 3/1995.2.ª2
    - Monetary or contingent lending 3/1995.2.ª2
  - Indirect risks 3/1995.2.ª2
    - Guarantees, deposits and personal collateral against guarantees 3/1995.2.ª2
  - Pluripersonal risks
    - Mediation loans 3/1995.6.ª3
    - Risks subscribed with several natural or legal persons 3/1995.6.ª2
    - Risks subscribed with two or more declarant institutions 3/1995.6.ª1
- Declarant institutions 3/1995.1.ª
- Foreign branch offices 3/1995.1.ª
- Local Government risks 3/1995.7.ª,An.II,VI
- Personal data file managed by the Bank of Spain in accordance with its public functions 4/1994.1.ª,An.I
- Responsabilities and sanctions 3/1995.10.ª
- Risk details and circumstances 3/1995.4.ª
  - Account holder risk 3/1995.4.ª2
  - Financial lease transactions 3/1995.4.ª1
  - Indirect risks 3/1995.4.ª1
  - Money and contingent loans 3/1995.4.ª1
  - Risk amount 3/1995.4.ª1
  - Securities and securities lending 3/1995.4.ª1
- Use of the Central Credit Register by declarant institutions 3/1995.8.ª,An.I a III
- Way in which statement is submitted 3/1995.5.ª,An.I a III
  - Data submitted via telematic media 3/1995.5.ª1
  - Itemised information of account holders 3/1995.5.ª2,An.I a III
    - Non-resident account holders 3/1995.5.ª2
    - Resident account holders 3/1995.5.ª2
  - National ID Document or Tax ID Code of the declarable account holders 3/1995.5.ª5
  - Statement forms 3/1995.5.ª3
  - Supplementary statements 3/1995.5.ª4
Savings Banks Allocation to Reserves and Social Work area
- Also see
  - Breach of Solvency Regulations
Senior Officers of Credit Institutions: Loans
See details
- Authorisation from the Banco de España 3/2008.119ª.1
- Half-yearly report to the Banco de España 3/2008.119ª.2
Senior officers:
- Also see
  - "Register of Senior Officers"
Settlement and Delivery Risk (Trading Portfolio Risk)
See details
- Capital requierments for settlement and delivery risk
  - General system: Decided by the BE 3/2008.91ª.1
  - Generalised failure of the settlement or clearing systems and BE waiver of requirements CBE Nª91ª.4
  - Operations treated as loans 3/2008.91ª.3
  - Operations whose settlement is performed differently to delivery against payment 3/2008.91ª.2
- Also see
  - "Internal Models Approach (Trading Portfolio Risk)"
  - "Price Risk (Trading Portfolio Risk)"
Solvency Coefficient
- Also see
  - Credit Risk
Special Register of Articles of Incorporation , Circular 7/1993 Circular 10/1998.DA.1.ª
Standardised Approach (counterparty risk)
See details
- Allocation of the operations with a linear risk profile that have a debt instrument as their underlying asset to a risk position 3/2008.74ª.4
- Allocation of the operations with a linear risk profile that have shares gold, precious metals or other commodities as their underlying asset to a risk position 3/2008.74ª.3
- Amount of a risk position of an operation with a linear risk profile 3/2008.74ª.5
- Amount of a risk position of a hedge swap for credit default CBE Nª74ª.7
- Amount of a risk position of an OTC derivative with a non-linear risk profile 3/2008.74ª.8.9
- Amount of the risk position for debt instruments and cash components 3/2008.74ª.6
- Calculation of the exposure value 3/2008.74ª.1
- Consideration of "cash component of the operation" 3/2008.74ª.2
- Counterparty Risk Multipliers 3/2008.74ª.18
- Determination of the long- and short-term risk positions 3/2008.74ª.10
- Formulas for determining the amount and sign of a risk position 3/2008.74ª.11
- Grouping of the risk positions in batches of clearing positions 3/2008.74ª.12 a 17
- Prior verification of the legal certainty of colateral-based hedges 3/2008.74ª.21
- Prior verification of the operation hedge before it is included in the batch of clearing operations 3/2008.74ª. 20
- Use of the Mark-to-Market Method 3/2008.74ª.19
- Also see
Standardised Approach (Operation Risk)
See details
- Alternative Standardised Approach
  - BE authorisation for the application of the method 3/2008.97ª.7
  - Calculation of the capital requirement for commercial and retail banking business lines, replacing the relevant revenues by standardised revenues, after receiving prior authorisation from the BE 3/2008.97ª.5
  - Relevant standardised revenues 3/2008.97ª.6
- Calculation of capital requirements:
  - Determination of capital requirements and the way they are calculated 3/2008.97ª.2
  - Notification to the BE that the approach is to be applied and segmentation of activities into business lines 3/2008.97ª.1
- Classification of losses due to operational risk according to the event type 3/2008.100ª
- Standardised Approach Requirements for application
  - Compliance with the requirements laid down by the BE 3/2008.97ª.3
  - Size and scale of the credit institution activities 3/2008.97ª.4
- Also see
  - "Advanced Approaches (Operational Risk)"
  - "Basic Indicator Approach (Operational Risk)"
Standardised Approach Credit Quality Level and External Credit Ratings (Credit Risk)
See details
- Credit Quality Level
  - General provisions
    - BE acceptance of the level of credit assessments undertaken by other Member State authorities 3/2008.20ª.2
    - BE assignment and publication of the credit quality level 3/2008.20ª.1
  - Methodology for the process of assigning the credit quality level
    - Analysis of quantitative and qualitative factors 3/2008.20ª.3
    - Comparison of the default rates with a benchmark rate 3/2008.20ª.6
    - Issuers covered by each ECAI, range of ratings assigned and definition of default used by the ECAI 3/2008.20ª.5
    - Rate of long-term non-performing loans associated with all the exposures holding the same credit rating 3/2008.20ª.4
- External Credit Ratings
  - Book entries in local and foreign currency 3/2008.21ª 17.18
  - Credit ratings of issuing institutions and issues 3/2008.21ª.10 a 13
  - General provisions
    - Application and observance of rules of use 3/2008.21ª.1
    - Use of unrequested credit ratings: Principles laid down by the BE 3/2008.21ª.2
  - Short-term credit ratings 3/2008.21ª.14 a 16
  - Treatment 3/2008.21ª.3 a 9
- Securitisation
  - Correspondence between external credit ratings and credit quality levels.
    - General provisions
      - BE acceptance of a credit quality level assigned by an EU Member State 3/2008.66ª.2
      - Determination of the credit quality level by the BE 3/2008.66ª.1
    - Methodology for the process of assigning the credit quality level
      - Analysis of quantitative and qualitative factors 3/2008.66ª.3
      - Modification by the BE in the quality levels assigned to the credit ratings 3/2008.66ª.6
      - Qualitative factors: Transactions assessed by the ECAI and the meaning of each credit rating 3/2008.66ª.5
      - Quantitative factors: Default rate and/or losses associated with all the securitisation positions 3/2008.66ª.4
    - Use of internal credit ratings
      - Consistent use of ratings for al the tranches belonging to one same securitization 3/2008.67ª.3
      - Designation of one or several eligible ECAIs 3/2008.67ª.2
      - Existence of two or more credit ratings for a rated position 3/2008.67ª.4.5
      - Recognition of the credit rating in the event of the credit risk hedge being provided directly to an SSPE 3/2008.67ª.6
      - Standards for use 3/2008.67ª.1
      - Also see
        "Export Credit Agencies"
        "External Credit Assessment Institutions"
  - External credit ratings: Requirements
    - Application of the credit ratings of an ECAI: Requirements 3/2008.65ª.1
    - Recognition application and process 3/2008.65ª.3
    - Recognition of the eligible ECAI by the BE 3/2008.65ª.2
- Also see
Standardised Approach Exposure Categories (Credit Risk)
See details
- Corporations Category 3/2008.14ª.3
- Exposure categories CBE Nª14ª.1
- Retail customers Category 3/2008.14.2
- Also see
  - "Standardised Approach Credit Quality Level and External Credit Ratings (Credit Risk)"
  - "Standardised Approach Risk Measurement (Credit Risk)"
Standardised Approach Risk Measurement (Credit Risk)
See details
- Calculation of the weighted credit risk exposures
  - 0% Risk weighting: BE verification of compliance with requirements CBE Nª15ª.4.5
  - 100% Risk weighting CBE Nª15ª.3
  - Calculation and application of risk weightings CBE Nª15.1.2
  - Determination by the BE of the risk weightings and exposured to be deducted from capital 3/2008.9.5.6.
- Exposure value
  - Assets and off-balance sheet items: Book valuation CBE Nª17ª.1
  - Derivative instruments 3/2008.17ª.4
  - Entries included in off-balance sheet items 3/2008.17ª.2
  - Exposures to a central counterparty institution pending settlement 3/2008.17ª.5
  - Securities or commodities sold, delivered or lent 3/2008.17ª.3
- Risk weighting
  - A) Exposures to central governments and central banks 3/2008.16ª1.a 5.DT 5ª
  - B) Exposures to regional governments and local authorities 3/2008.16ª.6 a 8
  - C) Exposures to public sector entities and other public not-for-profit institutions 3/2008.16ª 9. a 13
  - D) Exposures to multilateral development banks CBE Nª16ª.14 a 16
  - E) Exposures to international organisations 3/2008.16ª.17
  - F) Exposures to institutions 3/2008.16ª.18 a 22
  - G) Exposures to corporations 3/2008.16ª.23.24
  - H) Exposures to retail customers CBE Nª14ª.2,16ª.25
  - I) Exposures to natural persons and corporations guaranteed with residential or commercial properties 3/2008.16ª.26 a 32
  - J) Non-performing exposures 3/2008.16ª.33.34
  - K) Exposures belonging to high-risk regulatory categories 3/2008.16ª.35
  - L) Guaranteed bonds 3/2008.16ª.36.37
  - M) Exposures corresponding to securitisation positions or exposures 3/2008.16ª.38
  - N) Exposures to institutions and corporations that have a credit rating with a short-term credit rating 3/2008.16ª.39
  - Ñ) Exposures to collective investment institutions: Calculation rules laid down by the BE CBE Nª16ª.40 a 46
  - O) Other exposures 3/2008.16ª.47 a 53
  - P) Other Provisions 3/2008.16ª.54.55
- Also see
  - "Standardised Approach Credit Quality Level and External Credit Ratings (Credit Risk)"
  - "Standardised Approach Exposure Categories (Credit Risk)"
Standardised Approach Securitisation (Credit Risk)
See details
- Credit risk mitigation in securitsation positions 3/2008.60ª.11
- General treatment 3/2008.60ª.1 a 3
- Particular treatment of lines of liquidity admissible without rating
  - Conditions governing admissibility 3/2008.60ª.8
  - Conversion factor 3/2008.60ª.9
  - Risk Weighting 3/2008.60ª.10
- Particular treatment of securitisation positions rated in the top preference tranche 3/2008.60ª.5
- Particular treatment of securitisation positions with no rating 3/2008.60ª.4
- Particular treatment of securitisation positions with no rating that are not first losses in asset-backed commercial paper prorgammes (ABCP) 3/2008.60ª.6.7
- Reduction of risk weighted positions 3/2008.60ª.12.13
- Also see
  - "IRB Approach: Securitisation (Credit Risk)"
Statistics on interest rates applied to deposits and to lending versus housholds and non-financial corporations Circular 4/2002
Subordinated Debt
- Also see
  - "Capital Composition"
Supervisor Guidelines
See details
- Recognition of External Credit Assessment Institutions 3/2008.20.1, 66ª.1
  - Also see
    - "External Credit Assessment Institutions"
    - Standardised Approach Credit Quality Level and External Credit Ratings (Credit Risk)
- Reporting Requirements 3/2008.121ª.2
  - Also see Periodic Report to the Banco de España
- Review and assessment by the BE 3/2008.107ª.3.4,108ª.2
  - Also see
    - Internal Governance of Institutions and Self-assessment of the Internal Capital
- Supervisor guidelines for self-assessment of internal capital Requirements laid down by the BE 3/2008.107ª.3.4, 108ª.2

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