19.

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

The risk weighted exposure amount shall be calculated according to the following formula: Risk weight (RW) = 190 % for private equity exposures in sufficiently diversified portfolios. Risk weight (RW) = 290 % for exchange traded equity exposures. Risk weight (RW) = 370 % for all other equity exposures. Risk‐weighted exposure amount = RW * exposure value.

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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.