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									CREDIT RISK MITIGATION INFORMATION


                                                                                                                                                                 RO

Reference in CRD                            Denomination                         Description                               Application
Annex VIII, Part 1, number 7(f)    Eligibility of collateral   The following financial items may be                  (How do competent          Widely diversified index, made up
                                                               recognised as eligible collateral under all           authorities define         of sufficiently liquid securities. List
                                                               approaches and methods:              (f) equities     'main index'?              of main indexes: not yet available.
                                                               or convertible bonds that are included in a           Publication of a list of
                                                               main index                                            'main indexes'.)

Annex VIII, Part 1, number 8(a)    Eligibility of collateral    Debt securities issued by institutions (…) may       (How do competent          Not yet available (definition to be
                                                               be recognised as eligible collateral if they fulfil   authorities define         included in a future regulation)
                                                               the following criteria:                               'recognised
                                                                (a) they are listed on a recognised exchange         exchange'?
                                                                                                                     Publication of a list of
                                                                                                                     'recognised
                                                                                                                     exchanges'.)

Annex VIII, Part 3, number 58(e) Conditions for applying a     The transaction is settled across a settlement (How do competent                 Settlement system that has proven
                                 0% volatility adjustment      system proven for that type of transaction.    authorities define a              to be viable for that type of
                                                                                                              'proven settlement                transaction.
                                                                                                              system'?)

Annex VIII, Part 3, number 58(f)   Conditions for applying a   The documentation covering the agreement is           (What kind of              Not yet available.
                                   0% volatility adjustment    standard market documentation for                     documentation do
                                                               repurchase transactions or securities lending         competent authorities
                                                               or borrowing transactions in the securities           accept as standard
                                                               concerned.                                            market
                                                                                                                     documentation?)

Annex VIII, Part 3, number 58(h) Conditions for applying a      The counterparty is considered a 'core               (Publication of a list of Not yet available.
                                 0% volatility adjustment      market participant' by the competent                  regulated collective
                                                               authorities. (…)                                      investment
                                                                                                                     undertakings that are
                                                                                                                     subject to capital or
                                                                                                                     leverage
                                                                                                                     requirements,
                                                                                                                     regulated pension
                                                                                                                     funds and recognised
                                                                                                                     clearing organisations
                                                                                                                     that are considered
                                                                                                                     'core market
                                                                                                                     participants' by the
                                                                                                                     competent authorities.)
Annex VIII, Part 3, number 62   Real estate collateral   (…) In those Member States that have laid     (National legislation   Not yet available.
                                                         down rigorous citeria for the assessment of   for the assessment of
                                                         the mortgage lending value in statutory or    the mortgage lending
                                                         regulatory provisions (…)                     value.)

								
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