2. CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

2.

CRR

REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

Exposures to an institution of up to three months residual maturity for which a credit assessment by a nominated ECAI is available shall be assigned a risk-weight according to Table 4 which corresponds to the credit assessment of the ECAI in accordance with Article 136: Table 4 Credit quality step 1 2 3 4 5 6 Risk weight 20 % 20 % 20 % 50 % 50 % 150 %

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.