Regulatory Alerts2019-10-15
Added · Updated
Consultation Regulation on risk weighting for mortgage loans
The regulation obliges banks using internal models to apply a minimum floor to their risk weighting of domestic mortgage loan portfolios granted to private individuals in the Netherlands. It specifies the calculation method for this floor, utilizing the discretions provided by Article 458 of the Capital Requirements Regulation (CRR). This measure amends the Regulation providing specific rules regarding CRD IV and the CRR 2019 to address systemic risks in the Dutch housing market. The consultation period for this proposed regulation closed on 25 November 2019.
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