Article 201 › 1

Institutions may use the following parties as eligible providers of unfunded credit protection: (a) central governments and central banks; (b) regional governments or local authorities; (c) multilateral development banks; (d) international organisations exposures to which a 0 % risk weight under Article 117 is assigned; (e) public sector entities, claims on which are treated in accordance with Article 116; (f) institutions, and financial institutions for which exposures to the financial institution are treated as exposures to institutions in accordance with Article 119(5); (g) other corporate entities, including parent, subsidiary and affiliate corporate entities of the institution, where either of the following conditions is met: (i) those other corporate entities have a credit assessment by an ECAI; (ii) in the case of institutions calculating risk-weighted exposure amounts and expected loss amounts under the IRB Approach, those other corporate entities do not have a credit assessment by a recognised ECAI and are internally rated by the institution; (h) central counterparties.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04