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) limit check: 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. Emits a breach-list artifact of every group exceeding its applicable limit. Deterministic point-in-time calculation from caller-supplied exposure, CRM, and capital figures for a single reporting date.

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