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Capital Requirements Regulation (CRR)
Article 141

Article 141 - Domestic and foreign currency items

Status
In force
Selected consolidated version from
30/09/2021
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Article 141

Domestic and foreign currency items

A credit assessment that refers to an item denominated in the obligor's domestic currency cannot be used to derive a risk weight for another exposure on that same obligor that is denominated in a foreign currency.

When an exposure arises through an institution's participation in a loan that has been extended by a multilateral development bank whose preferred creditor status is recognised in the market, the credit assessment on the obligors' domestic currency item may be used for risk weighting purposes.



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