Go Back

Analysis Index

Majority Holdings in Entities of a Non-financial Nature
- Amount of the deductionsCBE Nª. 10ª.1
- Exclusion of the deductions3/2008.10ª.3
- Possession of a majority holding3/2008.10ª.2
- Also see
Mark-to-market method (counterpartyy risk)
- Contracts not assigned to any category3/2008.73ª.4
- Contracts with multiple exchanges of the principal3/2008.73ª.5
- Credit derivatives from the trading portfolio3/2008.73ª.8
- Determination of the exposure value3/2008.73ª.1
- Determination of the future potential credit risk amount3/2008.73ª.3.7
- Determination of the replacement costs of the positive value contracts3/2008.73ª.2
- Effects of contractual clearing agreements as a counterparty risk mitigation technique3/2008.73ª.9
- Novation contracts3/2008.73ª.10
- Residual maturity on contracts with liquidation of resulting positions on subsequent payment dates3/2008.73ª.6
- Also see
Maturity lag in Credit Risk
- Determination of the maturity
  - Concept of maturity of the covered and hedge exposure3/2008.49ª.1
  - Vendor or buyer option to terminate their commitment3/2008.49ª.2
- General provisions
  - Concept of maturity lag3/2008.48ª.1
  - In-admissibility of credit risk hedges3/2008.48ª.2
- Hedge valuation
  - Operations covered by financial collateral arrangements - Broad-based valuation method of financial collateral arrangements3/2008.50ª.1
  - Operations covered by personal collateral and credit derivatives3/2008.50ª.2
- Also see
  - "Credit Risk Mitigation: General Provisions”
Maturity Lags in Synthetic Securitisations
- Determination of the maturity of securitised exposures3/2008.62ª.3
- Lag between the maturity of the credit risk hedge which determines the division into tranches and the maturity of securitised exposures3/2008.62ª.1
- Treatment of maturity lags3/2008.62ª.2
Minimum Capital RequirementsCircular Circular 3/2008.4ª a 6ª
- Also see
  - Capital: General requirements and other obligations pertaining to the "Institutions"
Mortgage loansCircular Circular 8/1990.2.ª,3.ª1bis,5.ªf)i),6.ª7.8.12,6.ªbis,8.ª1.e),An.VII,VIII Circular Circular 1/2000
Mortgage market reference interest rateCircular Circular 8/1990.2.ª,6.ªbis 3,8.ª 1,An.VIII