Article 235 › 1 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 235 › 1

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

For the purposes of Article 113(3) institutions shall calculate the risk-weighted exposure amounts in accordance with the following formula: where: E the exposure value in accordance with Article 111; for this purpose, the exposure value of an off-balance sheet item listed in Annex I shall be 100 % of its value rather than the exposure value indicated in Article 111(1); GA the amount of credit risk protection as calculated under Article 233(3) (G*) further adjusted for any maturity mismatch as laid down in Section 5; r the risk weight of exposures to the obligor as specified under Chapter 2; g the risk weight of exposures to the protection provider as specified under Chapter 2.

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