Criterion D15: Credit Risk of Underlying Exposures
Effective from Dec 28 2022 - Dec 31 2022
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| 18.94 | At the portfolio cut-off date the underlying exposures have to meet the conditions under the Standardized Approach for credit risk, and after taking into account any eligible credit risk mitigation, for being assigned a risk weight equal to or smaller than: | |
| (1) | 40% on a value-weighted average exposure basis for the portfolio where the exposures are "regulatory residential real estate" exposures as defined in paragraph 7.69; | |
| (2) | 50% on an individual exposure basis where the exposure is a "regulatory commercial real estate" exposure as defined in paragraph 7.70, an "other real estate" exposure as defined in paragraph 7.80 or a land ADC exposure as defined in paragraph 7.82; | |
| (3) | 75% on an individual exposure basis where the exposure is a "regulatory retail" exposure, as defined in paragraph 7.57; or | |
| (4) | 100% on an individual exposure basis for any other exposure. | |