(8)One of the particular requirements for the internal default risk model referred to in Article 325bp of Regulation (EU) No 575/2013 is that a credit institution’s estimates of default probabilities are floored at the percentages laid down in paragraph 5, point (a), of that Article. As a consequence, for specific issuers or obligors that do not attract any own funds requirements for default charge under the alternative standardised approach the own funds requirements for default risk under the alternative internal model approach would be higher than under the alternative standardised approach. That is the case, in particular, for highly rated central governments and central banks issuers. Several jurisdictions have deviated from the Basel standards, by allowing banks, under the internal model approach, to treat exposures to those issuers identically to how those exposures would be treated under the alternative standardised approach (i.e. no own funds requirements for default risk). Therefore, to ensure consistency across approaches and to preserve a level playing field with those jurisdictions, credit institutions in the Union should also benefit from a similar measure. That should be achieved by applying a multiplier equal to 0 to the probability of default of issuers/obligors that attract a 0 % risk-weight under the alternative standardised approach, nullifying the relevant capital charge for exposures to those issuers/obligors.