Final Q&As
Question ID: 2026_7688
Topic
Credit risk
Subject matter
US Hard test: adequacy of considering US charge-off rates corresponding to loss rates for exposures secured by residential property or commercial immovable property situated within the territory of the US
May institutions in accordance with Article 199 (4a) of Regulation (EU) No 575/2013 (CRR) apply the derogations from point (b) of paragraph 2 of Article 199 CRR, as referred to in paragraphs 3 and 4 of Article 199 CRR, for residential / commercial immovable property situated within the territory of the US, based on (adjusted) US charge-off rates as published by the Board of Governors of the Federal Reserve System (US), retrieved from FRED, Federal Reserve Bank of St. Louis?