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.
View EU regional governments and local authorities treated as exposures to central governments in accordance with Article 115(2) of Regulation (EU) 575/2013, 2 July 2014
View Exposures referred to in Article 150(1)(g) and (h) to be treated according to Standardised Approach in accordance with Article 150 of the Regulation (EU) 575/2013, 2 July 2014
View Changes to minimum values of exposure weighted average LGD for retail exposures secured by immovable property under Article 164 Regulation (EU) No 575/2013, 2 July 2014
