Article 228

Path:
Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 4 > Section 4 > Sub-Section 1 > Article 228
Title:
Article 228
Description: 
Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral Comprehensive method
Main content: 

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.