+Articolul 120 Expuneri față de instituții care beneficiază de rating
---+Article 120 1.
---+Article 120 2.
---+Article 120 3.
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Articolul 120 Expuneri față de instituții care beneficiază de rating
1. Prezentare generală
| Titlu |
Reglementare |
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Article 120 1.
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Exposures to institutions for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance with Table 1 which corresponds to the credit assessment of the ECAI in accordance with Article 136.
Table 1
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Credit quality step
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1
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2
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3
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4
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5
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6
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Risk weight
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20 %
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30 %
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50 %
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100 %
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100 %
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150 %
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Article 120 2.
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Exposures to institutions with an original maturity of three months or less for which a credit assessment by a nominated ECAI is available and exposures which arise from the movement of goods across national borders with an original maturity of six months or less and for which a credit assessment by a nominated ECAI is available, shall be assigned a risk weight in accordance with Table 2 which corresponds to the credit assessment of the ECAI in accordance with Article 136.
Table 2
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Credit quality step
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1
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2
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3
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4
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5
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6
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Risk weight
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20 %
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20 %
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20 %
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50 %
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50 %
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150 %
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|
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Article 120 3.
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The interaction between the treatment of short term credit assessment under Article 131 and the general preferential treatment for short term exposures set out in paragraph 2 shall be as follows:
(a)
If there is no short-term exposure assessment, the general preferential treatment for short-term exposures as specified in paragraph 2 shall apply to all exposures to institutions of up to three months residual maturity;
(b)
If there is a short-term assessment and such an assessment determines the application of a more favourable or identical risk weight than the use of the general preferential treatment for short-term exposures, as specified in paragraph 2, then the short-term assessment shall be used for that specific exposure only. Other short-term exposures shall follow the general preferential treatment for short-term exposures, as specified in paragraph 2;
(c)
If there is a short-term assessment and such an assessment determines a less favourable risk weight than the use of the general preferential treatment for short-term exposures, as specified in paragraph 2, then the general preferential treatment for short-term exposures shall not be used and all unrated short-term claims shall be assigned the same risk weight as that applied by the specific short-term assessment.
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1.1 Referințe
1.2 Cerințe identificate
1.3 Standarde asociate
2. Cerințe identificate
3. Standarde asociate
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