MREL and MRP: Difference between pages

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imported>Doug Williamson
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''Bank resolution and recovery''
Market Risk Premium.


Minimum Requirement for own funds and Eligible Liabilities.


 
== See also ==
The term used in [[EU]] legislation (2014/59/EU)[http://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32014L0059] for the loss absorbing capital (LAC) of certain financial institutions. 
* [[Market risk premium]]
 
 
MREL comprises the total of a bank's:
*Loss absorption amount; and
*Recapitalisation amount.
 
 
==See also==
*[[Bailin]]
*[[Capital adequacy]]
*[[Eligible liabilities]]
*[[Gone concern]]
*[[Loss absorbing capacity]]
*[[Loss absorption amount]]
*[[Own funds]]
*[[Primary Loss Absorbing Capital]]  (PLAC)
*[[Recapitalisation amount]]
* [[Recovery]]
*[[Resolution]]
*[[SLAC]]
*[[Total Loss Absorbing Capacity]]
 
[[Category:Compliance_and_audit]]
[[Category:Risk_frameworks]]

Revision as of 10:58, 22 June 2016

Market Risk Premium.


See also