(a) Full protection

Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) · European Union

For the purposes of Article 80, g shall be the risk weight to be assigned to an exposure which is fully protected by unfunded protection (G_(A)), where: g is the risk weight of exposures to the protection provider as specified under Articles 78 to 83; and G_(A) is the value of G* as calculated under point 84 further adjusted for any maturity mismatch as laid down in Part 4.

← 2.2.2. Standardised Approach · All articles · 87. →

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