17 Amendments of Philippe DE BACKER related to 2011/0202(COD)
Amendment 599 #
Proposal for a regulation
Article 96 – paragraph 3 – subparagraph 1 – point a
Article 96 – paragraph 3 – subparagraph 1 – point a
(a) uniform definition, formats, frequencies and dates of reporting of the items referred to in paragraph 1 to ensure a uniform and comparable definition of losses;
Amendment 654 #
Proposal for a regulation
Article 118 – paragraph 1 – point c a (new)
Article 118 – paragraph 1 – point c a (new)
(ca) the exposure to small or medium sized enterprises shall be assigned a risk weight of 75% multiplied by 0.7619.
Amendment 673 #
Proposal for a regulation
Article 120 – paragraph 2 – point b
Article 120 – paragraph 2 – point b
Amendment 697 #
Proposal for a regulation
Article 123 – paragraph 1
Article 123 – paragraph 1
1. Institutions, where appropriate, shall assign a 150% risk weight to exposures, including exposures in the form of shares or units in a Collective Investment Undertaking that are associated with particularly high risks, where appropriate.
Amendment 698 #
Proposal for a regulation
Article 123 – paragraph 2 – introductory part
Article 123 – paragraph 2 – introductory part
2. Exposures with particularly high risks shallmay include any of the following investments:
Amendment 703 #
Proposal for a regulation
Article 123 – paragraph 2 – point b
Article 123 – paragraph 2 – point b
(b) alternative investment funds as defined by Article 4(1)(1) of Directive [inserted by OP - Directive on Alternative Investment Fund Managers] unless the institution applies the credit risk assessment method under Article 127 (2), or the look-through approach in Article 127 (4) or the average risk weight approach under Article (5) when the conditions in Article 127 (3) are met;
Amendment 707 #
Proposal for a regulation
Article 123 – paragraph 3 – subparagraph 1 – introductory part
Article 123 – paragraph 3 – subparagraph 1 – introductory part
When assessing whether an exposure other than exposuresas referred to in paragraph 2, or an exposure other than those referred to in the paragraph 2, is associated with particularly high risks, institutions shallould amongst other parameters take into account the following risk characteristics:
Amendment 763 #
Proposal for a regulation
Article 174 – paragraph 1 – subparagraph 1 – point b
Article 174 – paragraph 1 – subparagraph 1 – point b
(b) the obligor is past due more than 90 days on any material credit obligation to the institution, the parent undertaking or any of its subsidiaries. The competent authorities of each Member State may set the number of days past due up to a figure of 180 for exposures secured by mortgages on immovable property to counterparties situated in their territory, if local conditions make it appropriate.
Amendment 863 #
Proposal for a regulation
Article 379 – paragraph 7
Article 379 – paragraph 7
7. In order to determine the existence of a group of connected clients, in respect of exposures referred to in points (l) and (n) of 107 where there is an exposure to underlying assets, and in respect of exposures referred to in point (p) of Article 107 where there is a scheme and an exposure to underlying assets, an institution shall assess the scheme, its underlying exposures, or both. For that purpose, an institution shall evaluate the economic substance and the risks inherent in the structure of the transaction. If an institution with claims in the form of units or shares in collective investment undertakings ('CIUs') assesses the underlying exposures of the CIU, the exposure of the institution does not include claims in the form of CIUs.
Amendment 1029 #
Proposal for a regulation
Article 404 – paragraph 3 – subparagraph 1 – point a
Article 404 – paragraph 3 – subparagraph 1 – point a
(a) they are not issued by the institution itself or its parent or subsidiary institutions or another subsidiary of its parent institutions or parent financial holding company. This does not apply to assets referred to in (i) and (ii) in paragraph 2, point (a) , which are traded on an ongoing basis in the secondary market;
Amendment 1037 #
Proposal for a regulation
Article 404 – paragraph 3 – subparagraph 1 – point c
Article 404 – paragraph 3 – subparagraph 1 – point c
(c) their price is generally agreed upon by market participants and can easily be observed in the market, or their price can be determined by a formula that is easy to calculate based on publicly available inputs and does not depend on strong assumptions as is typically the case for structured or exotic products;
Amendment 1068 #
Proposal for a regulation
Article 404 – paragraph 5
Article 404 – paragraph 5
5. Shares or units in CIUs may be treated as liquid assets up to an absolute amount of 250 million EUR provided that the requirements in Article 127(3) are met and that the CIU, apart from derivatives to mitigate interest rate or credit riskrisks of permitted investments, only invests in liquid assets.
Amendment 1098 #
Proposal for a regulation
Article 406 – paragraph 2 – subparagraph 1 – point a
Article 406 – paragraph 2 – subparagraph 1 – point a
(a) 0% for the assets in point (a), (b) and (c) of Article 404(1) ;
Amendment 1099 #
Proposal for a regulation
Article 406 – paragraph 2 – subparagraph 1 – point b
Article 406 – paragraph 2 – subparagraph 1 – point b
Amendment 1101 #
Proposal for a regulation
Article 406 – paragraph 2 – subparagraph 1 – point c
Article 406 – paragraph 2 – subparagraph 1 – point c
(c) 2015% for the assets in point (d) of Article 404(1).
Amendment 1271 #
Proposal for a regulation
Article 416 – paragraph 2 – subparagraph 2
Article 416 – paragraph 2 – subparagraph 2
Institutions shall calculate the leverage ratio as the simple arithmetic mean of the monthly leverage ratios over aevery quarter.
Amendment 1502 #
Proposal for a regulation
Article 478 – paragraph 1
Article 478 – paragraph 1
The Commission shall, by 31 December 2015 and after consulting the EBA, report to the Parliament and the Council, together with any appropriate proposals, whether the risk weights laid down in Article 124 and the own funds requirements for specific risk in Article 325(5) are adequate for all the instruments that qualify for these treatments and whether the criteria in Article 124 should be made stare appropricater.