- Question ID
-
2025_7356
- Legal act
- Regulation (EU) No 575/2013 (CRR)
- Topic
- Credit risk
- Article
-
113
- Subparagraph
-
2.3
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Not applicable
- Article/Paragraph
-
n/a
- Type of submitter
-
Credit institution
- Subject matter
-
Calculation of risk weights
- Question
-
How should institutions calculate a risk weight amended for credit protection in accordance with Chapter 4?
- Background on the question
-
Article 113(2) stipulates that institutions should calculate risk weighted exposure amounts by multiplying risk weights with exposures, and article 113(3) specifies that risk weights may be amended to account for the effect of credit risk mitigation in accordance with chapter 4. However, in certain cases chapter 4 does not specify how risk weights should be amended, but rather how risk-weighted exposure amounts should be amended. In these cases it is unclear how risk weights should be calculated and applied in accordance with article 113.
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because it is considered that EBA guidance or clarification is not needed with regard to the issue that it raises. For example, this can be the case where it is considered that the existing regulatory framework is sufficiently clear and unambiguous, or where different practices may be possible but it is not currently necessary to harmonise these further through the Q&A process.
The Single Rule Book Q&A tool has been established to provide explanations and non-binding interpretations on questions relating to the practical application or implementation of the provisions of legislative acts referred to in Article 1(2) of the EBA’s founding Regulation, as well as associated delegated and implementing acts, and guidelines and recommendations, adopted under these legislative acts.
For further information on the purpose of this tool and on how to submit questions, please see “Additional background and guidance for asking questions”.
- Status
-
Rejected question
