Article 228

Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 4 > Section 4 > Sub-Section 1 > Article 228
Article 228
Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral Comprehensive method
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1. Under the Standardised Approach, institutions shall use E* as calculated under Article 223(5) as the exposure value for the purposes of Article 113. In the case of off-balance sheet items listed in Annex I, institutions shall use E* as the value to which the percentages indicated in Article 111(1) shall be applied to arrive at the exposure value.