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.