EBU Single Rulebook Q&A 4 March 2015 2015_1869 Risk weight for exposures to unrated institutions

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European Union · · · 11-12-2015

Does Article 121 allow unrated institutions to be assigned government ratings only in the case of a government guarantee for the deposits of that bank? Additionally, does Article 121(3) apply to unrated institutions as well? Does it say that if we have a cash balance in an unrated bank we should assign a risk weight of 20%?

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