Risk weight

Risk-weights associated with the exposure, in accordance with the Regulation (EU) No 575/2013.

Variable ID

RSK_WGHT

Definition

Risk-weights associated with the exposure, in accordance with the Regulation (EU) No 575/2013.

Input layer instructions

It may be provided when the internal ratings based (IRB) approach is followed, if it can be calculated via IRB parameters.

Domain

Real

Legal references

  • No legal references provided

Used in cubes

Used in transformations