Use of the rating based approach’s IRBA securitizations scaling factor 1.06 in the cases of 1.250 % risk weight securitizations’ capital deduction

Scaling factor for IRBA securitisations with 1250% risk weight under the Ratings Based Method

Answered 2015-03-27

Missing reporting of Securitization under the Internal Assessment Approach in C14.01 template

Answered 2021-04-30

IFRS 9 transitional provisions – Calculation of the increased amount of risk-weighted assets (RWA) in the standardised approach

Answered 2018-05-25

Recognition of specific credit risk adjustments on securitised defaulted exposures under Article 266(1) CRR to reduce risk-weighted exposure amounts (RWEA) on IRB securitisation positions with 1250% risk weight (RW).

Answered 2019-01-11

Interaction between Articles 473a and 127 of the CRR (risk weight factor for exposures in default under the standardised approach)

Answered 2019-07-19

Fair value hierarchy: Financial instruments at fair value (F14)

Answered 2025-03-14

Substitution approach for exposure and guarantor under different approaches

Answered 2020-09-11

Calculation and Application of incurred CVA per Article 273(6)

Answered 2016-12-09

Treatment of unrealised gains under the Common Equity Tier 1 (CET1) - unintended consequences due to a double deduction.

Answered 2014-12-19