On 2 July 2014, the EBA published a set of lists, required under the CRR, to assist EU banks and investment firms to determine their capital requirements for credit risk. The lists are:
- List of EU regional governments and local authorities to be treated as central governments, with a risk wright of 0%;
- List of changes to risk weights or stricter criteria for exposures securitized by immovable property;
- List of changes to minimum LGD for retail exposures secured by residential or commercial immovable property;
- List of exposures to be treated according to the Standardized Approach; and
- List of physical collateral where firms can assume that the conditions under CRR are met.
The lists are available at: http://www.eba.europa.eu/-/eba-publishes-lists-for-the- calculation-of-capital-requirements-for-credit-risk.