Regulatory Alerts2012-01-03
Decree of the National Bank of Slovakia No 1/2012 amending capital requirements for banks and securities dealers
The National Bank of Slovakia issued Decree No 1/2012 to amend capital requirements for banks and securities dealers in alignment with EU regulatory standards. The decree introduces revised risk-weighting tables for securitisation and re-securitisation positions, establishes specific capital charges for settlement risk, and mandates conservative valuation adjustments for less liquid trading book positions. Additionally, it updates the internal market risk model requirements by defining stressed value-at-risk calculations and refining back-testing procedures for regulatory capital adequacy.
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