Article 222 › 6
CRR
For transactions other than those referred to in paragraphs 4 and 5, institutions may assign a 0 % risk weight where the exposure and the collateral are denominated in the same currency, and either of the following conditions is met: (a) the collateral is cash on deposit or a cash assimilated instrument; (b) the collateral is in the form of debt securities issued by central governments or central banks eligible for a 0 % risk weight under Article 114, and its market value has been discounted by 20 %.
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Source: EUR-Lex CELLAR · retrieved 2026-09-04