EBU Single Rulebook Q&A 17 September 2019 2019_4917 Leverage Ratio treatment of intragroup exposures

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European Union · · · 07-05-2021

Can an institution that uses the IRB approach for determining the risk weights for its exposures within the risk based framework apply for the exemption embedded in Article 429(7) CRR - as amended by Regulation 2015/62 - for the relevant intragroup exposures which are risk weighted under the IRB approach?

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