Article 134 - Other items
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Article 387 - Subject matterArticle 389 - DefinitionQ&AArticle 390 - Calculation of the exposure valueITS/RTSQ&AArticle 391 - Definition of an institution for large exposures purposesITS/RTSQ&AArticle 392 - Definition of a large exposureQ&AArticle 393 - Capacity to identify and manage large exposuresArticle 394 - Reporting requirementsITS/RTSQ&AArticle 395 - Limits to large exposuresQ&AOPGLArticle 396 - Compliance with large exposures requirementsGLArticle 397 - Calculating additional own funds requirements for large exposures in the trading bookArticle 398 - Procedures to prevent institutions from avoiding the additional own funds requirementArticle 399 - Eligible credit mitigation techniquesQ&AArticle 400 - ExemptionsQ&AArticle 401 - Calculating the effect of the use of credit risk mitigation techniquesQ&AOPArticle 402 - Exposures arising from mortgage lendingQ&AArticle 403 - Substitution approachQ&AGL
Article 429 - Calculation of the leverage ratioQ&AArticle 429a - Exposures excluded from the total exposure measureQ&ADCArticle 429b - Calculation of the exposure value of assetsQ&AArticle 429c - Calculation of the exposure value of derivativesQ&AArticle 429d - Additional provisions on the calculation of the exposure value of written credit derivativesQ&AArticle 429e - Counterparty credit risk add-on for securities financing transactionsQ&AArticle 429f - Calculation of the exposure value of off-balance-sheet itemsQ&AArticle 429g - Calculation of the exposure value of regular-way purchases and sales awaiting settlementQ&A
Article 430 - Reporting on prudential requirements and financial informationITS/RTSQ&AArticle 430a - Specific reporting obligationsQ&AArticle 430b - Specific reporting requirements for market riskITS/RTSArticle 430c - Feasibility report on the integrated reporting system
Article 456 - Delegated actsQ&AOPArticle 457 - Technical adjustments and correctionsArticle 458 - Macroprudential or systemic risk identified at the level of a Member StateOPArticle 459 - Prudential requirementsArticle 460 - LiquidityITS/RTSQ&AArticle 461 - Review of the phasing-in of the liquidity coverage requirementArticle 461a - Alternative standardised approach for market riskArticle 462 - Exercise of the delegationArticle 463 - Objections to regulatory technical standardsArticle 464 - European Banking Committee
Tangible assets within the meaning of item 10 under the heading 'Assets' in Article 4 of Directive 86/635/EEC shall be assigned a risk weight of 100 %.
Cash items in the process of collection shall be assigned a 20 % risk weight. Cash in hand and equivalent cash items shall be assigned a 0 % risk weight.
Gold bullion held in own vaults or on an allocated basis to the extent backed by bullion liabilities shall be assigned a 0 % risk weight.
In the case of asset sale and repurchase agreements and outright forward purchases, the risk weight shall be that assigned to the assets in question and not to the counterparties to the transactions.
Where an institution provides credit protection for a number of exposures subject to the condition that the nth default among the exposures shall trigger payment and that this credit event shall terminate the contract, the risk weights of the exposures included in the basket will be aggregated, excluding n-1 exposures, up to a maximum of 1 250 % and multiplied by the nominal amount of the protection provided by the credit derivative to obtain the risk-weighted exposure amount. The n-1 exposures to be excluded from the aggregation shall be determined on the basis that they shall include those exposures each of which produces a lower risk-weighted exposure amount than the risk-weighted exposure amount of any of the exposures included in the aggregation.
The exposure value for leases shall be the discounted minimum lease payments. Minimum lease payments are the payments over the lease term that the lessee is or can be required to make and any bargain option the exercise of which is reasonably certain. A party other than the lessee may be required to make a payment related to the residual value of a leased property and that payment obligation fulfils the set of conditions in Article 201 regarding the eligibility of protection providers as well as the requirements for recognising other types of guarantees provided in Articles 213 to 215, that payment obligation may be taken into account as unfunded credit protection under Chapter 4. These exposures shall be assigned to the relevant exposure class in accordance with Article 112. When the exposure is a residual value of leased assets, the risk-weighted exposure amounts shall be calculated as follows: 1/t * 100 % * residual value, where t is the greater of 1 and the nearest number of whole years of the lease remaining.
Final Q&A 2020_5357
Final Q&A 2015_2001
Final Q&A 2019_4689
Rejected Q&A 2016_2831
Final Q&A 2016_3011
Final Q&A 2017_3649
Final Q&A 2014_1241
Q&A under review 2020_5550
Final Q&A 2016_2935