EBU Single Rulebook Q&A 24 November 2015 2015_2484 Risk weight for exposures to central-government-risk Public Sector Entities (PSEs) denominated and funded in domestic currency
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European Union · · · 15-07-2016
May exposures to PSEs established in a Member State, whose level of risk in the opinion of the competent authority of the Member State in question does not differ from the level of risk of the central government, be assigned a risk weight of 0% in accordance with Article 114(4) of CRR if they are denominated and funded in domestic currency?
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