EBU Single Rulebook Q&A 13 June 2018 2018_3995 IFRS 9 Transitional arrangements – Calculation of the total exposure measure of the leverage ratio

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European Union · · · 15-02-2019

According to Article 473a(7)(b) of CRR, is it correct to adjust the specific credit risk adjustments by applying a scaling factor for the only exposures subject to the standardised credit risk approach for the purpose of the calculation of the total exposure measure of the transitional leverage ratio?

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