lexiara

29.

A 0 % risk weight may be assigned where the exposure and the collateral are denominated in the same currency, and either: the collateral is cash on deposit or a cash assimilated instrument; or the collateral is in the form of debt securities issued by central governments or central banks eligible for a 0 % risk weight under Articles 78 to 83, and its market value has been discounted by 20 %. For the purposes of this point ‘debt securities issued by central governments or central banks’ shall to include those indicated under point 28.

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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.