Question
Following validation rules are incorrect: v4764_m v4765_m v4766_m v4767_m v4768_m
Background on the question
According to the expanation provided by an institution, the applied risk weights and expected loss percentages are assigned depending on the Specialised Lending slot and residual maturity (CRR Art. 153(5), 158(6)). The final risk weight for Specialised Lending is calculated as Scaling Factor * Risk Weight. Based on the EBA request for Specialised Lending portfolio different Specialised Lending risk weights can be applied dependent on the tenant. For this purpose a separate steering table is established which holds the scaled risk weights which shall be used for given tenants processing. The Scaling Factor for the bank is 1,4.
Answer
Please note that as part of adjustments to the Single Rulebook Q&A process, agreed by the EBA and the European Commission, it has been decided to reject outstanding questions submitted before 1 January 2020, when the Q&A process was updated as part of the last ESAs Review. In particular, the question that you have submitted has now regrettably been rejected and will not be addressed.If you believe your question would still benefit from clarification, you are invited to resubmit your question, adapting it to reflect any legislative, regulatory or other relevant developments that may have occurred since the initial date of submission. The EBA will aim to address resubmitted questions as a matter of priority. When considering to resubmit, you are kindly requested to observe the updated admissibility criteria agreed in the context of the adjustment of the Q&A process, available in theAdditional background and guidance for asking questions. We hope for your understanding.For further information please refer to thepress releaseand the updatedQ&A page.