CP13/6 - CRD IV for Investment Firms - Financial Conduct Authority

FCA 2013/xx
direction
non-core large
exposures group
exemption
OTC derivative
transaction
own funds instruments
own funds
requirements
PRA-regulated
Activities Order
relevant credit
exposures
the exemption in IFPRU 8.2.4R (Intra-group exposures: non-core
large exposures group).
a derivative financial instrument of a type listed on Annex II to the
CRR that is traded over the counter.
has the meaning in article 4(1)(119) of the EU CRR.
as defined in article 92 (Own funds requirements) of the CRR.
the Financial Services and Market Act 2000 (PRA-regulated
Activities) Order 2013 (SI 2013/556).
(in accordance with article 140(4) of CRD) exposures, other than
those referred to in article 112(a) to (f) of CRR (Exposure classes),
that are subject to:
(a)
(b)
(c)
the own funds requirements for credit risk under Part Three,
Title II of the CRR;
where the exposure is held in the trading book, own funds
requirements for specific risk under Part Three, Title IV,
Chapter 5 of the CRR; or
where the exposure is a securitisation, the own funds
requirements under Part Three, Title II, Chapter 5 of the
CRR.
risk control rules
risk of excessive
leverage
significant IFPRU firm
sub-consolidated basis
systemically important
institution
systemic risk
third country
IFPRU 2.2.58R to IFPRU 2.2.60R.
has the meaning in article 4(1)(94) of the CRR.
has the meaning in IFPRU 1.1.20R (Significant IFPRU firm).
has the meaning in article 4(1)(49) of the CRR.
(in accordance with article 3(30) of CRD) an EEA parent
institution, an EEA parent financial holding company, an EEA
parent mixed financial holding company or an institution the
failure or malfunction of which could lead to systemic risk.
a risk of disruption in the financial system with the potential to
have serious negative consequences for the financial system and
the real economy.
a territory or country which is not an EEA State.
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