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Q&As refer to the provisions in force on the day of their publication. The EBA does not systematically review published Q&As following the amendment of legislative acts. Users of the Q&A tool should therefore check the date of publication of the Q&A and whether the provisions referred to in the answer remain the same.

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List of Q&A's

Risk weighted assets calculation under Article 119(2) of the CRR

What would be the applicable risk weight according to Article 119 (2) of Regulation (EU) No 575/2013 (CRR), to an exposure in the scope of Article 114(6)(a) CRR? 

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
  • ID: 2018_3753
  • Topic: Credit risk
  • Date of submission:

Application of IRB floor

How should the IRB floor requirement, stemming from Article 500 CRR (transitory Basel I floor), be applied in case of an IRB institution that uses standardised method (after regulator’s approval) as an alternative to Basel I floor in the situation when 80 % of the total minimum amount of own funds calculated under standardised method (SA) is higher than the own funds calculated under IRB approach?Is the institution in such circumstances obliged to recognise an additional capital (own fund) requirement, resulting from the difference between the floor value based on STA and the actual own funds calculated under IRB capital requirements, directly in its capital adequacy ratio (the positive difference between 80% of STA RWA and IRB RWA to be added to denominator of capital adequacy ratio calculation)?Or rather the IRB bank is only obliged to ensure that it holds own funds at the level which is more or equal to the 80% of the total minimum amount of own funds as required under Basel I (or STA under Basel II, after regulator’s approval), i.e. the level of own funds is sufficient for covering the IRB floor requirement of Art. 500 CRR?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2017_3227
  • Topic: Credit risk
  • Date of submission:

Change of minimum values of exposure weighted average LGD for exposures secured by property in their territory

Does Article 164(5) of Regulation (EU) No 575/2013 (CRR) allow competent authorities to set higher minimum values of exposure weighted average LGD for exposures in one or more parts of its territory on the basis of Financial stability considerations? (In the same way as it is possible under Article 124(2) CRR)

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2015_1992
  • Topic: Credit risk
  • Date of submission:

Application of the Basel I floor (Article 500) and the SME factor (Article 501) // Aplicación del límite mínimo de Basilea I (art. 500) y del factor reductor de PyME (art. 501)

When the Basel I requirements are compared to the requirements of Regulation (EU) No 575/2013, should the application of the SME factor specified in Article 501 be considered? Or, pursuant to Article 500(4), should only Part Three, Title II, Chapter 3 be considered and, therefore, not the application of Article 501? ¿Cuando se comparan los requerimientos de Basilea I con los requerimientos según el Reglamento (UE) No 575/2013 se debe considerar la aplicación del factor reductor de PyME especificado en el artículo 501? ¿O por el contrario y según el párrafo 4 del artículo 501 sólo se debe contemplar el capítulo 3 del título II de la parte tercera y por tanto no se contempla la aplicación del artículo 501?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2014_744
  • Topic: Credit risk
  • Date of submission:

Conditions taken into account to use the factor 0,7619

Should an institution stop using the factor 0.7619 as soon as the amount owed to the SME enterprise exceeds 1.5m EUR?

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2013_414
  • Topic: Credit risk
  • Date of submission:

Calculation of capital requirements for SME under Article 501 of CRR

How should the capital requirements be calculated for SME exposures according to Article 501 of Regulation (EU) No 575/2013 (CRR)? In essence we are asking if the risk weighted assets for qualifying SMEs should be reduced or only the capital requirements for qualifying SMEs.

  • Legal act: Regulation (EU) No 575/2013 (CRR)
  • COM Delegated or Implementing Acts/RTS/ITS/GLs: Not applicable
  • ID: 2013_257
  • Topic: Credit risk
  • Date of submission: