The European Banking Authority (EBA) has published a series of lists relating to credit risk in accordance with the Capital Requirements Regulation, which will help EU institutions determine their capital requirements for credit risk. The lists cover:
- EU regional authorities, including regional governments and local authorities, that are treated as central governments due to their reduced risk level;
- changes to capital requirements for exposures secured by immovable property;
- treatment of equity exposures by banks using the internal ratings-based approach; and
- changes to minimum values of exposure weighted average loss given default for retail exposures secured by residential or commercial immovable property.