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ADGM LEGAL FRAMEWORK

  • ABU DHABI GLOBAL MARKET
    • FEDERAL LAW NO (8) OF 2004
    • FEDERAL DECREE NO (15) OF 2013
    • CABINET RESOLUTION NO (4) OF 2013
    • CABINET RESOLUTION NO. 28 OF 2007
    • ABU DHABI LAW NO. (4) OF 2013
    • ABU DHABI LAW NO. (12) OF 2020
    • ADGM LEGAL FRAMEWORK
      • COMMERCIAL LEGISLATION
      • FSRA LEGISLATION
        • Regulations
        • Rules
          • Anti-Money Laundering and Sanctions Rules and Guidance (AML) [VER06.310321]
          • Captive Insurance Business Rules (CIB) [VER04.030220]
          • Conduct of Business Rulebook (COBS) [VER11.080222]
          • Fees Rules (FEES) [VER13.270422]
          • Fund Passporting Rules (FP) [VER01.110319]
          • Fund Rules (FUNDS) [VER06.250521]
          • General Rulebook (GEN) [VER05.030220]
          • Glossary (GLO) [VER13.270422]
          • Islamic Finance Rules (IFR) [VER04.030220]
          • Market Infrastructure Rulebook (MIR) [VER05.240220]
          • Market Rules (MKT) [VER04.080222]
          • Prudential — Insurance Business (PIN) [VER04.270422]
          • Prudential — Investment, Insurance Intermediation and Banking Rules (PRU) [VER11.270422]
            • PRU 1 APPLICATION, INTERPRETATION AND CATEGORISATION
            • PRU 2 GENERAL REQUIREMENTS
            • PRU 3 CAPITAL AND LEVERAGE
            • PRU 4 CREDIT RISK
              • Introduction
              • PRU PART 1 — Application
              • PRU PART 2 — Credit Risk systems and controls
              • PRU PART 3 — CRCOM
                • PRU 4.6 Application
                • PRU 4.7 Simplified Approach
                • PRU 4.8 Calculation of the CRCOM
                • PRU 4.9 Methodology for measurement of Exposures
                • PRU 4.10 Categorisation of Credit Risk Exposures (CR Exposures)
                • PRU 4.11 Credit Quality Grade and External Credit Assessments
                • PRU 4.12 Risk weights
                • PRU 4.13 Credit Risk mitigation
                • PRU 4.14 Securitisation
                  • Application
                  • Interpretation
                  • Systems and controls for the use of securitisations
                  • Calculation of Credit RWA arising from securitisations
                  • Deductions
                  • Implicit Support
                  • Requirements in order for a Traditional Securitisation to be excluded from the calculation of RWA
                  • Requirements in order for a Synthetic Securitisation to be excluded from the calculation of RWA
                  • Operational requirements for use of external credit assessments
                  • Calculation of RWA amounts for securitisation Exposures
                  • Assigning risk weights
                  • Exceptions to deduction of unrated securitisation Exposures
                  • Most senior Exposure in a securitisation
                  • Exposures that are in a second loss position or better of an ABCP
                    • PRU 4.14.41
                  • Eligible liquidity positions
                  • Overlapping Exposures
                  • Credit Risk mitigation
                  • Capital Requirements for securitisations with Early Amortisation provisions
                  • Calculation of Credit RWA amounts for securitisation positions subject to Early Amortisation clause
                  • Non-Controlled Early Amortisation
                  • Transfers to Special Purpose Entities (SPEs)
                  • Dealing
                  • Recognition of eligible financial Collateral under FCSA Approach
                • PRU 4.15 Concentration Risk
            • PRU 5 MARKET RISK
            • PRU 6 OPERATIONAL RISK
            • PRU 7 INTEREST RATE RISK IN THE NON-TRADING BOOK
            • PRU 8 GROUP RISK
            • PRU 9 LIQUIDITY RISK
            • PRU 10 SUPERVISORY REVIEW AND EVALUATION PROCESSES
            • PRU 11 DISCLOSURE REQUIREMENTS
            • PRU APP1 CATEGORIES OF AUTHORISED PERSONS
            • PRU APP2 GENERAL REQUIREMENTS
            • PRU APP3 CAPITAL
            • PRU APP4 CREDIT RISK
            • PRU APP5 CREDIT VALUATION ADJUSTMENT (CVA) RISK
            • PRU APP6 MARKET RISK
            • PRU APP7 CALCULATING THE OPERATIONAL RISK CAPITAL REQUIREMENT
            • PRU APP8 NOT USED
            • PRU APP9 NOT USED
            • PRU APP10 LIQUIDITY
            • PRU APP11 SUPERVISORY REVIEW AND EVALUATION PROCESSES
            • PRU APP12 PUBLIC DISCLOSURE REQUIREMENTS
          • Rules of Market Conduct [VER02.210218]
          • Past Versions
        • Waivers and Modifications
      • ADGM COURTS LEGISLATION
      • ARBITRATION LEGISLATION
    • ADGM COURTS PROCEDURES
    • GUIDANCE & POLICY STATEMENTS
    • PUBLIC CONSULTATION PAPERS
    • NOTICES OF PUBLICATION
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Breadcrumb

  1. ABU DHABI GLOBAL MARKET
  2. ADGM LEGAL FRAMEWORK
  3. FSRA LEGISLATION
  4. Rules
  5. Prudential — Investment, Insurance Intermediation and Banking Rules (PRU) [VER11.270422]
  6. PRU 4 CREDIT RISK
  7. PRU PART 3 — CRCOM
  8. PRU 4.14 Securitisation
  9. Exposures that are in a second loss position or better of an ABCP
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  Versions

 
  • Oct 21 2015 - Oct 20 2015
  • Oct 21 2015
‹ PRU 4.14.40 PRU 4.14.41 ›

Exposures that are in a second loss position or better of an ABCP

  • PRU 4.14.41
‹ PRU 4.14.40 PRU 4.14.41 ›
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