lexiara

11. ITEMS BELONGING TO REGULATORY HIGH-RISK CATEGORIES

Subject to the discretion of competent authorities, exposures associated with particularly high risks such as investments in venture capital firms and private equity investments shall be assigned a risk weight of 150 %. Competent authorities may permit non past due items to be assigned a 150 % risk weight according to the provisions of this Part and for which value adjustments have been established to be assigned a risk weight of: 100 %, if value adjustments are no less than 20 % of the exposure value gross of value adjustments; and 50 %, if value adjustments are no less than 50 % of the exposure value gross of value adjustments.

· All articles ·

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