Division 3.5.1 General remarksF1
United Kingdom
Moreover, institutions applying the IRB Approach shall also report in the CR EQU IRB template risk-weighted exposure amounts for those equity exposures which attract a fixed risk-weight treatment (without however being explicitly treated in accordance with the Simple Risk Weight approach or the (temporary or permanent) partial use of the Standardised Approach for credit risk), e.g. equity exposures attracting a risk-weight of 250 % in accordance with Article 48(4) CRR, respectively a risk-weight of 370 % in accordance with Article 471(2) CRR.
- 86Division 86
- 87Division 87
- 88In accordance with Article 147(6) CRR, the following exposures shall be assigned to the equity exposure class:
- 89Division 89
- 90In accordance with Article 151(1) CRR, institutions shall provide the CR EQU IRB template when applying one of the three approaches referred to in Article 155 CRR:
- 91The following equity claims shall not be reported in the CR EQU IRB template: