EBU Single Rulebook Q&A 3 March 2025 2025_7363 Exposures to institutions waived from individual capital requirements according to article 7 CRR, under Credi Risk Standarised Approach
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European Union · · · 24-10-2025
How should exposures to institutions be treated under Credi Risk Standarised Approach, if such institutions have been waived of individual capital requirements? Shall these exposures be assigned to grade C, or can the level of compliance with capital requirements be assessed by taking consolidated requirements as reference?
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