Submission #7

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AFME

1. What is the respondents' view on the types of factors to be considered (cf Article 1) during the determination of the loss expectation for the appropriateness assessment of risk weights under the SA? See pdf attached.

2. What is the respondents’ view of the option of considering climate related risk in the determination of the loss expectation where the relevant authority was in a position to perform an appropriateness assessment to one or more parts of the territory of the Member State? What would for the respondent be the benefits and the challenges (costs) of such option? See pdf attached.

3. What is the respondents’ view on the conditions when assessing the appropriateness of minimum LGD values (cf paragraph 1 of Article 2)? See pdf attached.

4. What is the respondents’ view on the considerations to be taken into account when assessing the appropriateness of minimum LGD values (cf paragraph 2 of Article 2)? See pdf attached.

5. What is the respondents’ view on the use of other data sources? See pdf attached.

6. Do respondents want to raise other considerations relevant for the application of this article?

(Please note that, in accordance with the place internal arrangements put in place by AFME to ensure that we manage our work in compliance with the conditions set by the EBA on Adam Farkas’ appointment as CEO, Adam Farkas has not been consulted on or involved in the sending of this request).

Upload files RTS RW LGDs_mortgages AFME response_20210720 FINAL.pdf

Name of the organization AFME