Article 87(5) of the Directive 2006/48/EC requires the publication of guidance how institutions should assign risk weights to specialised lending exposures under Internal Ratings Based Approach. In this respect, competent authorities shall release the slotting criteria on which supervised institutions will rely for specialised lending exposures.
Related information:
For an overview regarding the slotting criteria in the EU Member States see the corresponding tables on the CEBS homepage http://www.c-ebs.org/documents/Supervisory-Disclosure/spreadsheets/rules/slotting.aspx"
