Total Risk Exposure Amount definition

Total Risk Exposure Amount means, at any time, the aggregate euro amount of the total risk exposure amount of the Crédit Agricole S.A. Group or the Crédit Agricole Group, as applicable, at such time on a consolidated basis, calculated in accordance with Article 92 of the CRR Regulation (or any successor provision);
Total Risk Exposure Amount means the total risk exposure amount calculated in accordance with Article 92, paragraph (3) of Regulation (EU) No 575/2013;
Total Risk Exposure Amount means, at any time, the total risk exposure amount of the Rabobank Group at such time, calculated on a consolidated basis or, as the context requires, the total risk exposure amount of the Issuer, calculated on a solo or non-consolidated basis, in each case in accordance with the Capital Regulations and taking into account any transitional arrangements under the Capital Regulations which are applicable at such time;

Examples of Total Risk Exposure Amount in a sentence

  • As a result and in particular under the standardised approach to credit risk, any equity exposures to other resolution groups would be subject to a 250% risk weight in line with Article 48 (4) of the CRR.13r0110 - Contribution to Total Risk Exposure Amount (EUR)This value is the equivalent of the above (T02.00-r0100) but should only be reported for entities that are not subject to capital requirements on an individual basis.

  • These and other regulatory changes, and the resulting actions taken to address such regulatory changes, may have an adverse impact on the Group’s, and therefore the Issuer’s, performance and financial condition, which could in turn affect the levels of Group CET1 Capital and Group Total Risk Exposure Amount and, therefore, the resulting Group CET1 Ratio.

  • This approach prescribes a standardized credit risk weighting, depending on the exposure class and rating category, to be applied to the exposures concerned in order to determine their contribution to the Total Risk Exposure Amount (TREA)4.• Operational risk: In order to determine the capital requirement for operational risk, AEB uses the Basic Indicator Approach (BIA).

  • The changes to the methodology are related to, among other things, the determination of the MREL requirement, which is calculated on the basis of the Total Risk Exposure Amount (the "TREA") and the Total Exposure Measure (the "TEM") and the exclusion of the combined buffer requirement from MREL, which has to be met on top of the MREL requirement.

  • The changes to the methodology are related to, among other things, the determination of the MREL requirement, which is determined in relation to the Total Risk Exposure Amount (the "TREA") and the Total Exposure Measure (the "TEM") and the exclusion of the combined buffer requirement from MREL, which has to be met on top of the MREL requirement.

  • The Total Risk Exposure Amount for “Limited Licence” CIFs is the greater of the Total risk exposure amount (excluding Operational Risk) and the Fixed Overhead of the preceding year (or projected expenses as applicable) (x 12.5 x 25%).

  • KG GROUP AS OF JUNE 30, 2020 with a risk-based ratio using the Total Risk Exposure Amount (“TREA”) and a non-risk based ratio using the Leverage Ratio Exposure Measure (“LREM”).

  • Linesr0100 - Total Risk Exposure Amount (EUR)(COREP C02.00-010-010)The total risk exposure amount is equal to the prudential requirements according to article 92 (3) of the CRR.For banks reporting with the “Resolution Group” scope, the consolidation should include all the entities that do not belong to another resolution group and furthermore consider that the exposures to any other resolution groups are treated as external exposures.

  • Changes in the Group CET1 Ratio may be caused by changes in the amount of Group CET1 Capital and/or Group Total Risk Exposure Amount (each of which shall be calculated by the Issuer on aconsolidated basis and such calculation shall be binding on the Holders), as well as changes to their respective definition and interpretation under the Capital Regulations.

  • This is illustrated in the formula below: Total Risk Exposure Amount = max [total risk exposure amount (excluding Operational Risk);Fixed Overheads of the preceding year x 12,5 x25%] Under the CRR, the Fixed Overheads are calculated using the most recent audited financial statements of the preceding year.


More Definitions of Total Risk Exposure Amount

Total Risk Exposure Amount means, at any time, with respect to the Issuer or the Issuer Consolidated Situation, the sum of the risk exposure amounts (or any equivalent or successor term) of the Issuer or the Issuer Consolidated Situation, as the case may be, in each case as calculated by the Issuer in accordance with the CRD and/or the Applicable Banking Regulations.
Total Risk Exposure Amount means, at any time, the total risk exposure amount (or any equivalent or successor term) of, as the case may be, the Issuer, the Issuer Group or the Nykredit Holding Group, in each case as calculated by the Issuer in accordance with the CRD IV requirements and any applicable transitional arrangements under the CRD IV requirements;

Related to Total Risk Exposure Amount

  • Total Exposure Amount means, on any date of determination (and without duplication), the outstanding principal amount of all Loans, the aggregate amount of all Letter of Credit Outstandings and the unfunded amount of the Commitments.

  • L/C Exposure at any time, the sum of (a) the aggregate undrawn amount of all outstanding Letters of Credit at such time, and (b) the aggregate amount of all L/C Disbursements that have not yet been reimbursed or converted into Revolving Loans at such time. The L/C Exposure of any L/C Lender at any time shall equal its L/C Percentage of the aggregate L/C Exposure at such time.

  • Short Exposure means a short inversed leveraged exposure to the Reference Asset.

  • Leveraged Exposure means a leveraged long exposure to the Reference Asset.

  • Net Mark-to-Market Exposure of any Person shall mean, as of any date of determination with respect to any Hedging Obligation, the excess (if any) of all unrealized losses over all unrealized profits of such Person arising from such Hedging Obligation. “Unrealized losses” shall mean the fair market value of the cost to such Person of replacing the Hedging Transaction giving rise to such Hedging Obligation as of the date of determination (assuming such Hedging Transaction were to be terminated as of that date), and “unrealized profits” shall mean the fair market value of the gain to such Person of replacing such Hedging Transaction as of the date of determination (assuming such Hedging Transaction were to be terminated as of that date).

  • Exposure rate means the exposure per unit of time, such as roentgen per minute and milliroentgen per hour.

  • Total Credit Exposure means, as to any Lender at any time, the unused Commitments, Revolving Credit Exposure and outstanding Term Loans of such Lender at such time.

  • Aggregate Outstanding Credit Exposure means, at any time, the aggregate of the Outstanding Credit Exposure of all the Lenders.

  • Revolving Exposure means, with respect to any Lender at any time, the sum of the outstanding principal amount of such Lender’s Revolving Loans and its LC Exposure and Swingline Exposure at such time.