EBU Single Rulebook Q&A 31 May 2018 2018_3947 New risk weights for exposures to central governments or central banks not applicable in DPM 2.7 for C 07.00

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European Union · · · 22-02-2019

How should the new risk weights be applied when they are not currently available in the DPM 2.7? Article 114 (5) CRR states”Until 31 December 2017, the same risk weight shall be assigned in relation to exposures to the central governments or central banks of Member States denominated and funded in the domestic currency of any Member State as would be applied to such exposures denominated and

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