‹ CA-3.4.17 CA-4.1 Overarching Issues › CA-4 Credit Risk — The Standardized Approach — Credit Risk Mitigation CA-4.1 Overarching Issues Introduction General remarks Legal Certainty CA-4.2 Overview of Credit Risk Mitigation Techniques13 Collateralised Transactions Overall Framework and Minimum Conditions The Simple Approach The Comprehensive Approach On-balance Sheet Netting Guarantees and Credit Derivatives Maturity Mismatch Miscellaneous CA-4.3 Collateral Eligible Financial Collateral The Comprehensive Approach The Simple Approach Collateralised OTC Derivatives Transactions CA-4.4 On-balance Sheet Netting CA-4.4.1 CA-4.5 Guarantees and Credit Derivatives Operational Requirements Range of Eligible Guarantors (counter-guarantors)/Protection Providers Risk Weights Currency Mismatches Sovereign Guarantees and Counter-guarantees CA-4.6 Maturity Mismatches CA-4.6.1 Definition of Maturity Risk Weights for Maturity Mismatches CA-4.7 Other Items Related to the Treatment of CRM Techniques Treatment of Pools of CRM Techniques First-to-default Credit Derivatives Second-to-default Credit Derivatives ‹ CA-3.4.17 CA-4.1 Overarching Issues ›
