Criterion D15: Credit Risk of Underlying Exposures
No: 44047144
Date(g): 27/12/2022 | Date(h): 4/6/1444
Effective from Jan 01 2023 - Dec 31 2022 To view other versions open the versions tab on the right
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.
