Regulatory Alerts2022-08-29
Added · Updated
Reciprocation of the German systemic risk buffer
The measure imposes a 2% systemic risk buffer on exposures secured by residential real estate located in Germany. This requirement applies to Dutch credit institutions and their branches in Germany using the IRB or SA approaches, specifically for relevant sectoral exposures exceeding an institution-specific threshold of EUR 10 billion. The buffer is applied under Article 133 of Directive 2013/36/EU (CRD) to prevent cross-border regulatory arbitrage.
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