Article 4
Overlapping criteria at sub-factor and sub-factor component levels
Where a sub-factor or a sub-factor component has identical assessment criteria in two or more categories (‘overlapping criteria’), and the specialised lending exposure conforms to those overlapping criteria, institutions shall attribute a category to the sub-factor or sub-factor component as follows:
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(a) |
where overlapping criteria occur in two categories, institutions shall attribute the higher of the two categories; |
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(b) |
where overlapping criteria occur in three categories, institutions shall attribute the category between the lowest and the highest of the three categories. |