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Belgium - combined risk-weight increase for mortgage loans

The measure increases the risk-weight for retail exposures secured by residential immovable property located in Belgium applied by banks using the internal ratings-based approach. The measure has two components:

  1. a flat add-on of 5 percentage point to the risk-weight calculated in accordance with point (2).
  2. a proportionate add-on of 33 per cent of the exposure-weighted average of the risk-weights applied to the portfolio of these retail exposures. The exposure-weighted average is the average of the risk-weights of the individual loans calculated in accordance with Article 154 of Regulation (EU) No 575/2013, weighted by the relevant exposure value.

Measure
Recommendation ESRB/2018/5

Reciprocating countries

Last updated on 25 July 2019

The following map shows the Member States reciprocating the measure. The map also shows the Member States that chose not to reciprocate the measure in the light of currently non-material exposures. The remaining countries did not notify the ESRB of their intentions.

The following table details each Member State’s reciprocating measure.

Reciprocating countryInstitution-specific threshold[1]
Croatia€2 billion
Denmark
France
Lithuania
Netherlands€2 billion
Norway€2 billion
Portugal

[1] De minimis exemption

Download detailed data