12. An eligible retail exposure should be considered a large eligible retail exposure when the …

An eligible retail exposure should be considered a large eligible retail exposure when the ratio of its exposure value over the sum of the exposure values of all the institution’s eligible retail exposures exceeds the threshold of 0.2%. For the purpose of identifying large eligible retail exposures, the institution should treat the eligible retail exposures to a client or to a group of connected clients, as applicable, as a single exposure, summing their exposure values.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/