Credit Risk Mitigation

The following table provides reference to national guidance given in the field of credit risk mitigation.


Reference in CRD Denomination. Description BE
Annex VIII, Part 1, number 7(f) Eligibility of collateral The following financial items may be recognised as eligible collateral under all approaches and methods: (f) equities or convertible bonds that are included in a main index No specification is provided
Annex VIII, Part 1, number 8(a) Eligibility of collateral Debt securities issued by institutions (…) may be recognised as eligible collateral if they fulfil the following criteria: (a) they are listed on a recognised exchange For a list of the Belgian recognised markets, please refer to the FSMA website.
Annex VIII, Part 3, number 58(e) Conditions for applying a 0% volatility adjustment The transaction is settled across a settlement system proven for that type of transaction. No specification is provided
Annex VIII, Part 3, number 58(f) Conditions for applying a 0% volatility adjustment The documentation covering the agreement is standard market documentation for repurchase transactions or securities lending or borrowing transactions in the securities concerned. No specification is provided
Annex VIII, Part 3, number 58(h) Conditions for applying a 0% volatility adjustment The counterparty is considered a 'core market participant' by the competent authorities. (…) For a list of regulated CIU or pension funds, please see the FSMA website
Annex VIII, Part 3, number 62 Real estate collateral (…) In those Member States that have laid down rigorous citeria for the assessment of the mortgage lending value in statutory or regulatory provisions (…) NA

 

For an overview regarding guidance on credit risk mitigation in the EU Member States see the corresponding table on the EBA homepage.