Article 234 CRR — Calculating risk-weighted exposure amounts and expected loss amounts in the event of partial protection and tranching

Article 234 — Calculating risk-weighted exposure amounts and expected loss amounts in the event of partial protection and tranching

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

Where an institution transfers a part of the risk of a loan in one or more tranches, the rules set out in Chapter 5 shall apply. Institutions may consider materiality thresholds on payments below which no payment shall be made in the event of loss to be equivalent to retained first loss positions and to give rise to a tranched transfer of risk.

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