EBA · 2013_389 Rejected question

Risk weighted exposures of CET1/AT1/T2 holdings in financial sector entities which are not deducted from the institution's CET1 capital

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
99
Topic
Supervisory reporting - COREP (incl. IP Losses)
Submitted by
Credit institution
Submitted
2013-10-16

Question

Can we exclude from the RWA, the exposures related to the trading book?

Background

As the RWA is calculated by a model with correlated products, it is not possible to isolate the concerning exposure
No answer published yet.

Original source: European Banking Authority, Q&A ID 2013_389

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

Similar Q&As

More Q&As on this topic

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

14-day free trial. No credit card required.