+ANNEX XXIII

ANNEX XXIII

ANNEX XXIII

Template EU CR10 – Specialised lending and equity exposures under the simple riskweighted approach

Template EU CR10.1

Specialised lending: Project finance (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.2

Specialised lending: Income-producing real estate and high volatility commercial real estate (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.3

Specialised lending: Object finance (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.4

Specialised lending: Commodities finance (Slotting approach)
Regulatory categories	Remaining maturity	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Regulatory categories	Remaining maturity	a	b	c	d	e	f
Category 1	Less than 2.5 years			50 %
Category 1	Equal to or more than 2.5 years			70 %
Category 2	Less than 2.5 years			70 %
Category 2	Equal to or more than 2.5 years			90 %
Category 3	Less than 2.5 years			115 %
Category 3	Equal to or more than 2.5 years			115 %
Category 4	Less than 2.5 years			250 %
Category 4	Equal to or more than 2.5 years			250 %
Category 5	Less than 2.5 years			—
Category 5	Equal to or more than 2.5 years			—
Total	Less than 2.5 years
Total	Equal to or more than 2.5 years

Template EU CR10.5

Equity exposures under the simple risk-weighted approach
Categories	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Categories	a	b	c	d	e	f
Private equity exposures			190 %
Exchange-traded equity exposures			290 %
Other equity exposures			370 %
Total

1. Overview

,

Summary	Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source	Requirement

3. Related Standards

Standards
Source	Requirement

Builddate: 08.01.2023 00:00:00 -Doknr: CELEX:32021R0637
EULAW -
European Regulation published on http://eur-lex.europa.eu/