OpenChainGraph Suite · ART-425 · Bank Credit Risk & Reg Reporting

Large Exposures Limit Check

Basel III large exposures framework (BCBS 283) and U.S. single-counterparty credit limits (Regulation YY, 12 CFR 252 Subpart H): aggregates each counterparty's gross exposure net of eligible credit-risk-mitigation, rolls connected/economically-interdependent counterparties into one group exposure, then checks the group against Tier 1 capital under the general 25% limit or the tighter 15% GSIB-to-GSIB limit. Deterministic point-in-time calculation from caller-supplied exposure, CRM, and capital figures for a single reporting date.

BCBS 283Reg YY / 12 CFR 252-H25% / 15% GSIB
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Capital Base
Counterparty Exposures
Counterparty ID / connected group
Gross exposure ($M)
Eligible CRM ($M)
Is GSIB?
Group / Counterparty Detail
Breach List
Execution Hash (SHA-256)