-
- Account holders' details and circumstances3/1995.3.ª,An.I
- Account holders' rights and supension of the assignment of their details3/1995.9.ª
- Access rights3/1995.9.ª1
- Ammendment and cancellation rights3/1995.9.ª2
- Complaints before the Data Protection Agency3/1995.9.ª2
- Suspension of data assignment to third parties3/1995.9.ª2
- Access rights3/1995.9.ª1
- Declarable account holders3/1995.2.ª
- Discounting of bills of exchange3/1995.2.ª4
- Factoring3/1995.2.ª4
- Pluripersonal risk3/1995.2.ª4
- Private and public sector3/1995.2.ª3
- Risk from community property3/1995.2.ª4
- Risk from general or limited partnerships3/1995.2.ª4
- Risks on behalf of account holders that are not legal persons3/1995.2.ª4
- Discounting of bills of exchange3/1995.2.ª4
- Declarable risks
- Direct risks3/1995.2.ª2,NT1
- Financial lease transactions3/1995.2.ª2
- Fixed-income securities3/1995.2.ª2
- Monetary or contingent lending3/1995.2.ª2
- Financial lease transactions3/1995.2.ª2
- Indirect risks3/1995.2.ª2
- Guarantees, deposits and personal collateral against guarantees3/1995.2.ª2
- Guarantees, deposits and personal collateral against guarantees3/1995.2.ª2
- Pluripersonal risks
- Mediation loans3/1995.6.ª3
- Risks subscribed with several natural or legal persons3/1995.6.ª2
- Risks subscribed with two or more declarant institutions3/1995.6.ª1
- Mediation loans3/1995.6.ª3
- Direct risks3/1995.2.ª2,NT1
- Declarant institutions3/1995.1.ª
- Foreign branch offices3/1995.1.ª
- Local Government risks3/1995.7.ª,An.II,VI
- Personal data file managed by the Bank of Spain in accordance with its public functions4/1994.1.ª,An.I
- Responsabilities and sanctions3/1995.10.ª
- Risk details and circumstances3/1995.4.ª
- Account holder risk3/1995.4.ª2
- Financial lease transactions3/1995.4.ª1
- Indirect risks3/1995.4.ª1
- Money and contingent loans3/1995.4.ª1
- Risk amount3/1995.4.ª1
- Securities and securities lending3/1995.4.ª1
- Account holder risk3/1995.4.ª2
- Use of the Central Credit Register by declarant institutions3/1995.8.ª,An.I a III
- Way in which statement is submitted3/1995.5.ª,An.I a III
- Data submitted via telematic media3/1995.5.ª1
- Itemised information of account holders3/1995.5.ª2,An.I a III
- Non-resident account holders3/1995.5.ª2
- Resident account holders3/1995.5.ª2
- Non-resident account holders3/1995.5.ª2
- National ID Document or Tax ID Code of the declarable account holders3/1995.5.ª5
- Statement forms3/1995.5.ª3
- Supplementary statements3/1995.5.ª4
- Data submitted via telematic media3/1995.5.ª1
- Account holders' details and circumstances3/1995.3.ª,An.I
- Savings Banks Allocation to Reserves and Social Work area
- Also see
- Senior Officers of Credit Institutions: Loans
- Authorisation from the Banco de España3/2008.119ª.1
- Half-yearly report to the Banco de España3/2008.119ª.2
- Authorisation from the Banco de España3/2008.119ª.1
- Senior officers:
- Also see
- Settlement and Delivery Risk (Trading Portfolio Risk)
- Capital requierments for settlement and delivery risk
- General system: Decided by the BE3/2008.91ª.1
- Generalised failure of the settlement or clearing systems and BE waiver of requirementsCBE Nª91ª.4
- Operations treated as loans3/2008.91ª.3
- Operations whose settlement is performed differently to delivery against payment3/2008.91ª.2
- General system: Decided by the BE3/2008.91ª.1
- Also see
- Capital requierments for settlement and delivery risk
- Solvency Coefficient
- Also see
- Special Register of Articles of Incorporation ,Circular Circular 7/1993
Circular Circular 10/1998.DA.1.ª
- Standardised Approach (counterparty risk)
- Allocation of the operations with a linear risk profile that have a debt instrument as their underlying asset to a risk position3/2008.74ª.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 position3/2008.74ª.3
- Amount of a risk position of an operation with a linear risk profile3/2008.74ª.5
- Amount of a risk position of a hedge swap for credit defaultCBE Nª74ª.7
- Amount of a risk position of an OTC derivative with a non-linear risk profile3/2008.74ª.8.9
- Amount of the risk position for debt instruments and cash components3/2008.74ª.6
- Calculation of the exposure value3/2008.74ª.1
- Consideration of "cash component of the operation"3/2008.74ª.2
- Counterparty Risk Multipliers3/2008.74ª.18
- Determination of the long- and short-term risk positions3/2008.74ª.10
- Formulas for determining the amount and sign of a risk position3/2008.74ª.11
- Grouping of the risk positions in batches of clearing positions3/2008.74ª.12 a 17
- Prior verification of the legal certainty of colateral-based hedges3/2008.74ª.21
- Prior verification of the operation hedge before it is included in the batch of clearing operations3/2008.74ª. 20
- Use of the Mark-to-Market Method3/2008.74ª.19
- Also see
- Allocation of the operations with a linear risk profile that have a debt instrument as their underlying asset to a risk position3/2008.74ª.4
- Standardised Approach (Operation Risk)
- Alternative Standardised Approach
- BE authorisation for the application of the method3/2008.97ª.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 BE3/2008.97ª.5
- Relevant standardised revenues3/2008.97ª.6
- BE authorisation for the application of the method3/2008.97ª.7
- Calculation of capital requirements:
- Determination of capital requirements and the way they are calculated3/2008.97ª.2
- Notification to the BE that the approach is to be applied and segmentation of activities into business lines3/2008.97ª.1
- Determination of capital requirements and the way they are calculated3/2008.97ª.2
- Classification of losses due to operational risk according to the event type3/2008.100ª
- Standardised Approach Requirements for application
- Compliance with the requirements laid down by the BE3/2008.97ª.3
- Size and scale of the credit institution activities3/2008.97ª.4
- Compliance with the requirements laid down by the BE3/2008.97ª.3
- Also see
- Alternative Standardised Approach
- Standardised Approach Credit Quality Level and External Credit Ratings (Credit Risk)
- Credit Quality Level
- General provisions
- BE acceptance of the level of credit assessments undertaken by other Member State authorities3/2008.20ª.2
- BE assignment and publication of the credit quality level3/2008.20ª.1
- BE acceptance of the level of credit assessments undertaken by other Member State authorities3/2008.20ª.2
- Methodology for the process of assigning the credit quality level
- Analysis of quantitative and qualitative factors3/2008.20ª.3
- Comparison of the default rates with a benchmark rate3/2008.20ª.6
- Issuers covered by each ECAI, range of ratings assigned and definition of default used by the ECAI3/2008.20ª.5
- Rate of long-term non-performing loans associated with all the exposures holding the same credit rating3/2008.20ª.4
- Analysis of quantitative and qualitative factors3/2008.20ª.3
- General provisions
- External Credit Ratings
- Book entries in local and foreign currency3/2008.21ª 17.18
- Credit ratings of issuing institutions and issues3/2008.21ª.10 a 13
- General provisions
- Application and observance of rules of use3/2008.21ª.1
- Use of unrequested credit ratings: Principles laid down by the BE3/2008.21ª.2
- Application and observance of rules of use3/2008.21ª.1
- Short-term credit ratings3/2008.21ª.14 a 16
- Treatment3/2008.21ª.3 a 9
- Book entries in local and foreign currency3/2008.21ª 17.18
- Securitisation
- Correspondence between external credit ratings and credit quality levels.
- General provisions
- BE acceptance of a credit quality level assigned by an EU Member State3/2008.66ª.2
- Determination of the credit quality level by the BE3/2008.66ª.1
- BE acceptance of a credit quality level assigned by an EU Member State3/2008.66ª.2
- Methodology for the process of assigning the credit quality level
- Analysis of quantitative and qualitative factors3/2008.66ª.3
- Modification by the BE in the quality levels assigned to the credit ratings3/2008.66ª.6
- Qualitative factors: Transactions assessed by the ECAI and the meaning of each credit rating3/2008.66ª.5
- Quantitative factors: Default rate and/or losses associated with all the securitisation positions3/2008.66ª.4
- Analysis of quantitative and qualitative factors3/2008.66ª.3
- Use of internal credit ratings
- Consistent use of ratings for al the tranches belonging to one same securitization3/2008.67ª.3
- Designation of one or several eligible ECAIs3/2008.67ª.2
- Existence of two or more credit ratings for a rated position3/2008.67ª.4.5
- Recognition of the credit rating in the event of the credit risk hedge being provided directly to an SSPE3/2008.67ª.6
- Standards for use3/2008.67ª.1
- Also see
- Consistent use of ratings for al the tranches belonging to one same securitization3/2008.67ª.3
- General provisions
- External credit ratings: Requirements
- Application of the credit ratings of an ECAI: Requirements3/2008.65ª.1
- Recognition application and process3/2008.65ª.3
- Recognition of the eligible ECAI by the BE3/2008.65ª.2
- Application of the credit ratings of an ECAI: Requirements3/2008.65ª.1
- Correspondence between external credit ratings and credit quality levels.
- Also see
- Credit Quality Level
- Standardised Approach Exposure Categories (Credit Risk)
- Corporations Category3/2008.14ª.3
- Exposure categoriesCBE Nª14ª.1
- Retail customers Category3/2008.14.2
- Also see
- Corporations Category3/2008.14ª.3
- Standardised Approach Risk Measurement (Credit Risk)
- Calculation of the weighted credit risk exposures
- 0% Risk weighting: BE verification of compliance with requirementsCBE Nª15ª.4.5
- 100% Risk weightingCBE Nª15ª.3
- Calculation and application of risk weightingsCBE Nª15.1.2
- Determination by the BE of the risk weightings and exposured to be deducted from capital3/2008.9.5.6.
- 0% Risk weighting: BE verification of compliance with requirementsCBE Nª15ª.4.5
- Exposure value
- Assets and off-balance sheet items: Book valuationCBE Nª17ª.1
- Derivative instruments3/2008.17ª.4
- Entries included in off-balance sheet items3/2008.17ª.2
- Exposures to a central counterparty institution pending settlement3/2008.17ª.5
- Securities or commodities sold, delivered or lent3/2008.17ª.3
- Assets and off-balance sheet items: Book valuationCBE Nª17ª.1
- Risk weighting
- A) Exposures to central governments and central banks3/2008.16ª1.a 5.DT 5ª
- B) Exposures to regional governments and local authorities3/2008.16ª.6 a 8
- C) Exposures to public sector entities and other public not-for-profit institutions3/2008.16ª 9. a 13
- D) Exposures to multilateral development banksCBE Nª16ª.14 a 16
- E) Exposures to international organisations3/2008.16ª.17
- F) Exposures to institutions3/2008.16ª.18 a 22
- G) Exposures to corporations3/2008.16ª.23.24
- H) Exposures to retail customersCBE Nª14ª.2,16ª.25
- I) Exposures to natural persons and corporations guaranteed with residential or commercial properties3/2008.16ª.26 a 32
- J) Non-performing exposures3/2008.16ª.33.34
- K) Exposures belonging to high-risk regulatory categories3/2008.16ª.35
- L) Guaranteed bonds3/2008.16ª.36.37
- M) Exposures corresponding to securitisation positions or exposures3/2008.16ª.38
- N) Exposures to institutions and corporations that have a credit rating with a short-term credit rating3/2008.16ª.39
- Ñ) Exposures to collective investment institutions: Calculation rules laid down by the BECBE Nª16ª.40 a 46
- O) Other exposures3/2008.16ª.47 a 53
- P) Other Provisions3/2008.16ª.54.55
- A) Exposures to central governments and central banks3/2008.16ª1.a 5.DT 5ª
- Also see
- Calculation of the weighted credit risk exposures
- Standardised Approach Securitisation (Credit Risk)
- Credit risk mitigation in securitsation positions3/2008.60ª.11
- General treatment3/2008.60ª.1 a 3
- Particular treatment of lines of liquidity admissible without rating
- Conditions governing admissibility3/2008.60ª.8
- Conversion factor3/2008.60ª.9
- Risk Weighting3/2008.60ª.10
- Conditions governing admissibility3/2008.60ª.8
- Particular treatment of securitisation positions rated in the top preference tranche3/2008.60ª.5
- Particular treatment of securitisation positions with no rating3/2008.60ª.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 positions3/2008.60ª.12.13
- Also see
- Credit risk mitigation in securitsation positions3/2008.60ª.11
- Statistics on interest rates applied to deposits and to lending versus housholds and non-financial corporationsCircular Circular 4/2002
- Subordinated Debt
- Also see
- Supervisor Guidelines
- Recognition of External Credit Assessment Institutions3/2008.20.1, 66ª.1
- Reporting Requirements3/2008.121ª.2
- Review and assessment by the BE3/2008.107ª.3.4,108ª.2
- Supervisor guidelines for self-assessment of internal capital Requirements laid down by the BE3/2008.107ª.3.4, 108ª.2
- Recognition of External Credit Assessment Institutions3/2008.20.1, 66ª.1
