Section 3(2)

The matters are— deductions from Common Equity Tier 1 items; the following aspects of the standardised approach to credit risk— exposure value; risk weights for exposures to institutions; exposures to corporates; exposures secured by mortgages on immovable property; retail exposures; subordinated debt and equity exposures; the use of credit assessments; exposures with particularly high risk; exposures in the form of units or shares in collective investment undertakings; classification of off-balance sheet items; the following aspects of the internal ratings based approach to credit risk— the advanced internal ratings based approach for asset classes that cannot be modelled in a robust and prudent manner; input parameters; the requirement to use the internal ratings based approach for all significant exposure classes; the 1.06 scaling factor for estimating risk-weighted assets; exposures in the form of units or shares in collective investment undertakings; risk-weighted exposure amounts for equity exposures; the treatment of expected loss amounts by exposure types; the use of credit risk mitigation techniques for exposures risk-weighted under the standardised approach to credit risk or the internal ratings based approach to credit risk; the following aspects of own funds requirements for counterparty credit risk— requirements to use particular methods for calculating the exposure value; the mark-to-market method; the original exposure method; the standardised method; own funds requirements for exposures to a central counterparty; own funds requirements for operational risk; the following aspects of own funds requirements for market risk— the approaches for calculating the own funds requirements for market risk; the scope and structure of the alternative standardised approach; foreign exchange risk factors in the alternative standardised approach; the scope and structure of the alternative internal model approach, including the use of alternative internal models; regulatory back-testing requirements and multiplication factors in the alternative internal model approach; requirements relating to risk measurement in the alternative internal model approach; own funds requirements relating to— derogations for small trading book business; the trading book; own funds requirements for credit valuation adjustment risk; large exposures; liquidity requirements; the leverage ratio; reporting requirements; disclosure requirements; any other matter which is the subject of a CRR Basel standard.

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Source: legislation.gov.uk · retrieved 2026-09-04