EBU Single Rulebook Q&A 17 October 2019 2019_4951 Risk weight attribution to loans guaranteed by third counterparties in NSFR

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European Union · · · 11-02-2022

If a credit institution has granted loans to customers (Retail, SME or Corporate counterparties) where the customer has a guarantor for the loan (personal guarantees), which is a Sovereign/PSEs or a third financial institution, what risk weight should be attributed to those loans for purposes of NSFR?

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