Specific risk weight

Specific risk weight.

Variable ID

SPCFC_RSK_WGHT

Definition

Specific risk weight.

Input layer instructions

It has to be provided when a specific risk weight, which is not derived from other input information, is applied. The absence of the variable (value “null”) must be distinguished from the value “0”. In particular, it covers the following cases:
– exposures to Member States’ central governments, and central banks denominated and funded in the domestic currency of that central government and central bank (Article 114, Paragraph 4, of CRR), if that currency is not the domestic currency of the owner;
– exposures to the central governments or central banks of Member States denominated and funded in the domestic currency of any other Member State (Article 495, Paragraph 2, of CRR, as recalled by Article 114, Paragraph 6);
– exposures to central governments or central banks referred to in Article 114, Paragraph 7, of CRR;
– exposures to regional governments or local authorities to be treated as exposures to the central government in whose jurisdiction they are established (Article 115, Paragraph 2, of CRR), when for that central government a specific risk weight has to be provided;
– exposures to regional governments or local authorities referred to in Article 115, Paragraph 4, of CRR;
? exposures to regional governments or local authorities of the Member States denominated and funded in the domestic currency of that regional government or local authority (Article 115, Paragraph 5, of CRR), if that currency is not the domestic currency of the owner;
– exposures to public sector entities to be treated as exposures to the central government, regional government or local authority in whose jurisdiction they are established (Article 116, Paragraph 4, of CRR), when for that central government, regional government or local authority a specific risk weight has to be provided;
– exposures to public sector entities referred to in Article 116, Paragraph 5, of CRR;
– exposures to institutions referred to in Article 119, Paragraph 2, of CRR, except the case in which the institution is resident in a Member State, the exposure is denominated in the domestic currency of that institution and that currency is the domestic currency of the owner;
– exposures in the form of units or shares in collective investment undertakings, when the bank applies the look-through approach or the average risk weight approach (Article 132, Paragraphs 3-5, of CRR).

Domain

Real

Legal references

  • No legal references provided

Used in cubes

Used in transformations