EBU Single Rulebook Q&A 8 June 2020 2020_5294 Risk weight for the credit risk of third countries with supervisory and regulatory arrangements at least equivalent to those applied in the Union according to Article 114(7) CRR
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European Union · · · 24-09-2021
If an institution has an exposure to a third country which has supervisory and regulatory arrangements at least equivalent to those applied in the Union (such as Turkey) but do not have fully corresponding liabilities denominated in that currency to cover the entire exposure, what risk weight for the credit risk should assigned to the exposure of this country?
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