Division 3.2.3 Assignment of exposures to exposure classes under the Standardised ApproachF1

United Kingdom

1. 58In order to ensure a consistent categorisation of exposures into the different exposure classes referred to in Article 112 CRR the following sequential approach shall be applied:
2. 59Division 59
3. 60Division 60
4. 61Division 61
5. 62Division 62
6. 63Division 63
7. 64With this background the assessment ranking in the decision tree mentioned below shall follow the following order:
8. 65Division 65
9. 66Division 66
10. 67Division 67
11. DECISION TREE ON HOW TO ASSIGN THE ORIGINAL EXPOSURE PRE-CONVERSION FACTORS TO THE EXPOSURE CLASSES OF THE STANDARDISED APPROACH IN ACCORDANCE WITH THE CRR