EBU Single Rulebook Q&A 15 October 2015 2015_2402 Assignment of Mortgage Exposures to Portfolio IDs

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European Union · · · 15-10-2015

Please clarify to what Portfolio ID(s) shall be assigned a non-defaulted mortgage exposure with a real estate collateral and a LTV of 70%. Shall it be included in "Mortgages Non-defaulted funded Credit Risk Mitigation (e.g. collaterals)" or in "Mortgages Non-defaulted ILTV >50%,<=75%" ? Or in both portfolios? In Annex I, table C.

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