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Slotting Criteria for Specialised Lending Exposures
According to Article 87 para. 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 Internal Ratings Based Approaches.
§ 74 Para. 3 SolvaV (Solvency Regulation) regulates the calculation of risk weighted exposure amounts for credit risk for specialised lending exposures (§ 22b Para. 2 lit. 3 BWG, Austrian Banking Act) in respect of which a credit institution cannot demonstrate that its PD estimates meet the minimum requirements. Instead of publishing national guidance on slotting criteria, the FMA refers to Annex VI of the Basel II Accord, which gives details on the characteristics of the individual categories with regard to relevant factors (eg. financial strength, political and legal environment, transaction and/or asset characteristics, etc.).
AUSTRIA | |
| Are Slotting Criteria relevant in Austria? | Yes. |
| Do these Criteria differ from Annex VI of the Basel Agreement? | No. |
| Comments to clarify Differences with the Basel Agreement | - |
| National Guidance | - |
| Availability in English (Yes/No) | - |
| March 2007 | |
For an overview regarding slotting criteria for specialised lending exposures in the EU Member States see the corresponding table on the CEBS homepage.
