Credit Risk Capital definition

Credit Risk Capital means an amount of Permanent Capital equal to the sum of the credit risk capital charges for FHLBI’s assets, off-balance sheet items and Derivative Contracts. These charges are calculated using the methodology and risk weights assigned to each classification in the Capital Regulation, as the same may be amended from time to time. Assets that are not rated directly or indirectly by any NRSRO shall be rated by the FHLBI using standards available from an NRSRO or similar standards.
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Credit Risk Capital means an amount of Permanent Capital equal to the sum of the credit risk capital charges for FHLBI's assets, off-balance sheet items and Derivative Contracts. These charges are calculated using the methodology and credit risk percentage assigned to each such asset, item or contract in the Capital Regulations. Assets will be rated in the manner provided by the Capital Regulations, as in effect at the time the rating is performed.
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Examples of Credit Risk Capital in a sentence

  • This chapter imposes systems and controls pertaining to Credit Risk, and prescribes the manner of calculation of the Credit Risk Capital Requirement (also referred to in this module as CRCOM).

  • CRCOM 3.8.3 An Authorised Firm must calculate its Credit Risk Capital Requirement in accordance with the applicable Rules in chapter 4.

  • The Credit Risk Capital Requirement (also referred to in this module as CRCOM) is a component of the calculation of the overall Capital Requirement of an Authorised Firm, as provided in Rules 3.8.2 and 3.8.3. The Rules in this part 3, supplemented by App4, govern the manner of calculation of the CRCOM.

  • An Authorised Firm should refer to chapters 4, 5 and 6 to determine whether it is required to calculate a Credit Risk Capital Requirement (also referred to in this module as CRCOM), a Market Risk Capital Requirement or an Operational Risk Capital Requirement, respectively.

  • The Company follows the Standardized Approach under Pillar I for calculating its Credit Risk Capital Requirements, as specified in CRR.

  • Nevertheless, such an Authorised Firm should calculate the Credit Risk Capital Component by applying the appropriate risk weightings and Credit Conversion Factors.

  • An Authorised Firm should refer to chapters 4 and 5 to determine whether it is required to calculate a Credit Risk Capital Requirement and a Market Risk Capital Requirement respectively.

  • Guidance Detailed Rules and Guidance in respect of the Credit Risk Capital Requirement are contained in chapter 4.

  • An Authorised Person should refer to Chapters 4, 5 and 6 to determine whether it is required to calculate a Credit Risk Capital Requirement (also referred to in these Rules as CRCOM), a Market Risk Capital Requirement or an Operational Risk Capital Requirement, respectively.

  • Guidance Holdings of capital instruments issued by Regulated Financial Institutions that are not material holdings are subject to Credit Risk Capital Requirements if held in the Non-Trading Book or Market Risk Capital Requirements if held in the Trading Book.

Related to Credit Risk Capital

  • Credit Risk means the risk of loss or of adverse change in the financial situation, resulting from fluctuations in the credit standing of issuers of securities, counterparties and any debtors to which insurance and reinsurance undertakings are exposed, in the form of counterparty default risk, or spread risk, or market risk concentrations;

  • Credit Risk Manager The Murrayhill Company, a Colorado corporation.

  • Credit Risk Management Fee The amount payable to the Credit Risk Manager on each Distribution Date as compensation for all services rendered by it in the exercise and performance of any and all powers and duties of the Credit Risk Manager under the Credit Risk Management Agreements, which amount shall equal one twelfth of the product of (i) the Credit Risk Management Fee Rate multiplied by (ii) the Stated Principal Balance of the Mortgage Loans and any related REO Properties as of the first day of the related Due Period.

  • Credit Risk Manager Fee The fee payable to the Credit Risk Manager on each Distribution Date for its services as Credit Risk Manager, in an amount equal to one-twelfth of the Credit Risk Manager Fee Rate multiplied by the Stated Principal Balance of the Mortgage Loans immediately prior to such Distribution Date. Credit Risk Manager Fee Rate: 0.0165% per annum.

  • Credit Risk Obligation Any Collateral Obligation that, in the judgment of the Collateral Manager (which may not be called into question due to subsequent events or investment determinations made by the Collateral Manager for its other clients or investment vehicles managed by the Collateral Manager), has a material risk of declining in credit quality or price; provided that during a Restricted Trading Period, a Collateral Obligation will qualify as a Credit Risk Obligation for purposes of sales of Collateral Obligations only if (i) such Collateral Obligation has been downgraded by S&P at least one rating sub-category (which rating may include a credit estimate) or has been placed and remains on a credit watch with negative implication by S&P since it was acquired by the Issuer, (ii) the Credit Risk Criteria are satisfied with respect to such Collateral Obligation or (iii) a Majority of the Controlling Class consents to treat such Collateral Obligation as a Credit Risk Obligation.

  • Credit Risk Retention Rules shall have the meaning set forth in Section 4.9(a).

  • Liquid Investments means:

  • Financial Futures Contract means the firm commitment to buy or sell fixed income securities including, without limitation, U.S. Treasury Bills, U.S. Treasury Notes, U.S. Treasury Bonds, domestic bank certificates of deposit, and Eurodollar certificates of deposit, during a specified month at an agreed upon price.

  • Letter-of-Credit Rights means "letter-of-credit rights" as such term is defined in the UCC, now owned or hereafter acquired by any Person, including rights to payment or performance under a letter of credit, whether or not such Person, as beneficiary, has demanded or is entitled to demand payment or performance.

  • financial holding company means a financial holding company as defined in point (20) of Article 4(1) of Regulation (EU) No 575/2013;

  • Investment Services means the Investment Services under the Company’s CIF license which can be found in the document “Company Information” on the Website.

  • Treasury Management Obligations means obligations under any agreement governing the provision of treasury or cash management services, including deposit accounts, funds transfer, automated clearinghouse, zero balance accounts, returned check concentration, controlled disbursement, lockbox, account reconciliation and reporting and trade finance services. Treasury Management Obligations shall not constitute Indebtedness.

  • Letter-of-Credit Right means a right to payment or performance under a letter of credit, whether or not the beneficiary has demanded or is at the time entitled to demand payment or performance. The term does not include the right of a beneficiary to demand payment or performance under a letter of credit.

  • PIPE Investment has the meaning specified in the Recitals hereto.

  • Private Investment means a securities offering that is exempt from registration under certain provisions of the U.S. securities laws and/or similar laws of non-U.S. jurisdictions. It includes investments in hedge funds, private equity funds, limited partnerships, real estate, peer to peer lending clubs and private businesses.

  • Barclays Capital is a reference to Barclays Capital, the investment banking division of Barclays Bank PLC;

  • Consumer credit transaction means a consumer credit sale or consumer loan, or a refinancing or consolidation thereof, or a consumer lease, or a consumer rental purchase agreement.

  • Investment Management Services means any services which involve: (i) the management of an investment account or Fund (or portions thereof or a group of investment accounts or Funds); (ii) the giving of advice with respect to the investment and/or reinvestment of assets or funds (or any group of assets or funds); or (iii) otherwise acting as an “investment adviser” within the meaning of the Investment Advisers Act of 1940, as amended, including, without limitation, in each of the foregoing cases, performing activities related or incidental thereto.

  • Commercial motor vehicle means a motor vehicle or combination of motor vehicles used in commerce to transport passengers or property if the motor vehicle:

  • Appraisal management services means one or more of the following:

  • Digital Banking (a) means our present and future online banking services which can be accessed through 365 Online, Business Online, Bank of Ireland Mobile Banking, and services available on www.bankofireland.com; and

  • CET1 Capital means, as of any Balance Sheet Date, the aggregate amount, in Swiss francs, of items that constitute common equity tier 1 capital of the Group as of such Balance Sheet Date, less any deductions from common equity tier 1 capital required to be made, in each case as determined by the Group Holding Company pursuant to the BIS Regulations applicable to the Group Holding Company as of such Balance Sheet Date, and as (i) disclosed in the Quarterly Financial Accounts published on the relevant Ordinary Publication Date or (ii) may be disclosed as a component of the Reviewed Interim Measurement published upon the instruction of the FINMA on the relevant Extraordinary Publication Date, as applicable. For the avoidance of doubt, the term "common equity tier 1 capital" as used in this definition has the meaning assigned to such term in the BIS Regulations in effect as of the relevant Balance Sheet Date.