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Standardised Approach Risk Weight

Risk weight, exposure value and risk-weighted amount of a single exposure under the standardised approach for credit risk, for the supported exposure classes. Each result names the article it rests on.

Inputs

Rule book

Drives the CRR3 transitional rules: equity phase-in, unconditionally cancellable commitments, object finance and the output floor rate.

Rating

Mapping shown for S&P long-term ratings, Implementing Regulation (EU) 2016/1799.

Used when the exposure itself is unrated.

Property

The counterparty risk weight applies to the part above 55% of the property value, and to the whole exposure when the conditions are not met.

CRR3: natural persons only; no multiplier if financial instruments or currency income hedge at least 90% of each instalment. The euro–ERM II exception applies. BDDK draft: full protection with a financial instrument is required.

Default
Fund
Exposure

Notes

Sources

CRR · BDDK standardised approach draft · BDDK capital adequacy draft

CRR3: Regulation (EU) No 575/2013, Articles 111 to 134, 465, 495a to 495d and 501, as amended by Regulation (EU) 2024/1623. BDDK draft: Temel Kredi Riskine Esas Tutarın Standart Yaklaşım ile Hesaplanmasına İlişkin Tebliğ Taslağı and the draft capital adequacy regulation, Article 11. This option calculates the published BDDK draft, not the currently applicable Turkish rules.

What is simplified

All regulatory eligibility conditions for the selected preferential treatment are assumed to be met. The SCRA sovereign floor, due-diligence rating adjustments, participation-account alpha and national options are not applied. Securitisation and counterparty credit risk are outside scope.

Credit risk mitigation, prior and pari passu liens, the 1.25 multiplier for junior liens on income-producing property, the national options for regional governments, the transitional output floor treatments of Article 465(5) and the treatment of several ratings on one exposure are not modelled. The equity phase-in assumes the weight held on 8 July 2024 was 100%, or 150% for speculative equity. The BDDK draft leaves the mapping of ratings to credit quality steps to a later Board decision; the S&P mapping shown is the EU one.