ANNEX XXIII

Updated 21/11/2024

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CRR Tool Implementing Regulation 2021/637

ANNEX XXIII

Template EU CR10 – Specialised lending and equity exposures under the simple riskweighted approach

Template EU CR10.1

Specialised lending: Project finance (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.2

Specialised lending: Income-producing real estate and high volatility commercial real estate (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.3

Specialised lending: Object finance (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.4

Specialised lending: Commodities finance (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.5

Equity exposures under the simple risk-weighted approach
Categories	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Categories	a	b	c	d	e	f
Private equity exposures			190 %
Exchange-traded equity exposures			290 %
Other equity exposures			370 %
Total

Recitals Article 1 - Disclosure of key metrics and overview of risk-weighted exposure amounts Article 2 - Disclosure of risk management objectives and policies Article 3 - Disclosure of the scope of application Article 4 - Disclosure of own funds Article 5 - Disclosure of countercyclical capital buffers Article 6 - Disclosure of the leverage ratio Article 6a - Disclosure of indicators of global systemic importance Article 7 - Disclosure of liquidity requirements Article 8 - Disclosure of exposures to credit risk, dilution risk and credit quality Article 9 - Disclosure of the use of credit risk mitigation techniques Q&A Article 10 - Disclosure of the use of the standardised approach Article 11 - Disclosure of the use of the IRB approach to credit risk Article 12 - Disclosure of specialised lending and equity exposure under the simple risk weight approach Article 13 - Disclosure of exposures to counterparty credit risk Article 14 - Disclosure of exposures to securitisation positions Article 15 - Disclosure of the use of the standardised approach and of the internal models for market risk Article 16 - Disclosure of operational risk Article 16a - Disclosure of exposures to interest rate risk on positions not held in the trading book Article 17 - Disclosure of remuneration policy Q&A Article 18 - Disclosure of encumbered and unencumbered assets Article 18a - Disclosure of environmental, social and governance risks (ESG risks) Q&A Article 19 - General provisions Article 20 - Repeal Article 21 - Entry into force ANNEX I Q&A ANNEX II Q&A ANNEX III ANNEX IV ANNEX V ANNEX VI ANNEX VII ANNEX VIII ANNEX IX ANNEX X ANNEX XI ANNEX XII ANNEX XIII Q&A ANNEX XIV Q&A ANNEX XV Q&A ANNEX XVI Q&A ANNEX XVII ANNEX XVIII ANNEX XIX ANNEX XX ANNEX XXI ANNEX XXII ANNEX XXIII ANNEX XXIV ANNEX XXV ANNEX XXVI ANNEX XXVII ANNEX XXVIII ANNEX XXIX ANNEX XXX ANNEX XXXI ANNEX XXXII ANNEX XXXIII ANNEX XXXIV ANNEX XXXV ANNEX XXXVI ANNEX XXXVII ANNEX XXXVIII ANNEX XXXIX Q&A ANNEX XL Q&A

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