Response to consultation on amendments to RTS on credit risk adjustments in the context of the calculation of the Risk Weight

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Question 1: Do you agree with the proposed amendment to Commission Delegated Regulation (EU) No 183/2014?

We agree with this approach because in our opinion the amendment is consistent with a fundamental principle that should inspire any regulation on capital requirements, namely a “portfolio invariance of the capital charge”, or in other words that an exposure risk weight should depend only on its risks and not on its owner. Through this amendment, the difference in the regulatory treatment between buyer and seller is eliminated.

Name of the organization

illimity Bank S.p.A.