Slotting Criteria for Specialised Lending Exposures

According to Article 87.§.5 of Directive 2006/48/EC competent authorities are required to publish guidance on how credit institutions should assign risk weights to specialised lending exposures under the IRB approaches.

The following table summarises information on the slotting criteria which the supervised institutions have to apply for specialised lending exposures, when their estimates of the probability of default (PD) do not meet the proper minimum requirements. In addition, references are provided to national guidance given in Circular on Own Funds PPB-2007-CPB.

Are slotting criteria relevant in Belgium? Yes
Do these criteria differ from Annex IV of the Basel agreement*? No
Comments to clarify differences with the Basel agreement No comments
National guidance Art.VI.2.§7, Art.VI.37,
Art.VI.38, Art.VI.43,
Art.VI.71.§8, Art.VI.74.§3,
Annex I
Availability in English No

For an overview regarding slotting criteria for specialised lending exposures in the EU Member States see the corresponding table on the CEBS homepage.

Additional documents: