Article 112

Path:
Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 2 > Section 1 > Article 112
Title:
Article 112
Description: 
Exposure classes
Main content: 

Each exposure shall be assigned to one of the following exposure classes:

(a)    exposures to central governments or central banks;

(b)    exposures to regional governments or local authorities;

(c)    exposures to public sector entities;

(d)    exposures to multilateral development banks;

(e)    exposures to international organisations;

(f)    exposures to institutions;

(g)    exposures to corporates;

(h)    retail exposures;

(i)    exposures secured by mortgages on immovable property;

(j)    exposures in default;

(k)    exposures associated with particularly high risk;

(l)    exposures in the form of covered bonds;

(m)    items representing securitisation positions;

(n)    exposures to institutions and corporates with a short-term credit assessment;

(o)    exposures in the form of units or shares in collective investment undertakings (‘CIUs’);

(p)    equity exposures;

(q)    other items.