6.3. Central government risk weight based method

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

Exposures to institutions shall be assigned a risk weight according to the credit quality step to which exposures to the central government of the jurisdiction in which the institution is incorporated are assigned in accordance with Table 3. Table 3 Credit quality step to which central government is assigned 1 2 3 4 5 6 Risk weight of exposure 20 % 50 % 100 % 100 % 100 % 150 % For exposures to institutions incorporated in countries where the central government is unrated, the risk weight shall be not more than 100 %. For exposures to institutions with an original effective maturity of three months or less, the risk weight shall be 20 %.

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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.