+Artikel 157 Risikogewichtete Positionsbeträge für das Verwässerungsrisiko gekaufter Forderungen
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Artikel 157 Risikogewichtete Positionsbeträge für das Verwässerungsrisiko gekaufter Forderungen

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1. Übersicht

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Article 157 1.
Institutions shall calculate the risk-weighted exposure amounts for dilution risk of purchased corporate and retail receivables in accordance with the formula set out in Article 153(1).
Article 157 2.
Institutions shall determine the input parameters PD and LGD in accordance with Section 4.
Article 157 3.
Institutions shall determine the exposure value in accordance with Section 5.
Article 157 4.
For the purposes of this Article, the value of M is 1 year.
Article 157 5.
The competent authorities shall exempt an institution from calculating and recognising risk-weighted exposure amounts for dilution risk of a type of exposures caused by purchased corporate or retail receivables where the institution has demonstrated to the satisfaction of the competent authority that dilution risk for that institution is immaterial for this type of exposures.
Article 157 6.

EBA shall develop draft regulatory technical standards to further specify:

(a) 

the methodology for the calculation of risk-weighted exposure amount for dilution risk of purchased receivables, including recognition of credit risk mitigation in accordance with Article 160(4), and the conditions for the use of own estimates and parameters of the fall-back approach;

(b) 

the assessment of the immateriality criterion for the type of exposures referred to in paragraph 5.

EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2027.

Power is delegated to the Commission to supplement this Regulation by adopting the regulatory technical standards referred to in the first subparagraph of this paragraph in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010.

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards