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Capital Requirements Regulation (CRR)
Article 140

Article 140 - Long-term and short-term credit assessments

Status
In force
Selected consolidated version from
30/09/2021
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Article 140

Long-term and short-term credit assessments

1.  
Short-term credit assessments may only be used for short-term asset and off-balance sheet items constituting exposures to institutions and corporates.
2.  

Any short-term credit assessment shall only apply to the item the short-term credit assessment refers to, and it shall not be used to derive risk weights for any other item, except in the following cases:

(a) 

if a short-term rated facility is assigned a 150 % risk weight, then all unrated unsecured exposures on that obligor whether short-term or long-term shall also be assigned a 150 % risk weight;

(b) 

if a short-term rated facility is assigned a 50 % risk-weight, no unrated short-term exposure shall be assigned a risk weight lower than 100 %.

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