Risk weight measures

These measures allow stricter risk weight requirements to be applied. They address risks related to exposures secured by mortgages on residential or commercial immovable property.

In particular, these measures include:

• higher risk weights or stricter criteria on risk weights applied to exposures secured by mortgages on immovable property for institutions applying the standardised approach to the calculation of own funds requirements (Article 124 CRR);
• increased minimum values for loss given default applied to retail exposures secured by immovable property for institutions applying the internal ratings-based approach to the calculation of own funds requirements (Article 164 CRR).

Risk weights can also be increased in accordance with Article 458 CRR (see the section on Other measures).

Please consult the respective national authorities’ websites for the most up-to-date information. The tables below will be updated after the ESRB receives official notifications of the measures (last updated: 28 May 2024).

The following table shows risk weight measures that are currently actively applied in Europe:

Data

Notifications