default risk weight

Defined in Article 325v, Capital Requirements Regulation (CRR)

Definitions over time (1)

1. 27/06/2019 – today applies on 12/11/2026 Article 325v, Capital Requirements Regulation (CRR) Scope: Part III Title IV Chapter 1A Section 5

   For the purposes of this Section, the following definitions apply:

   ‘default risk weight’ means the percentage representing the estimated probability of the default of each obligor, according to the creditworthiness of that obligor.

Used in (6 places in 3 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (6 in 3)

Article 325ad² · Article 325v · Article 325y³