Standardized Exposure Classes

Definition

Standardized Exposure Classes are the eligible classification categories for all exposures of Each exposure shall be assigned to one of the following exposure classes:

1. exposures to central governments or central banks;
2. exposures to regional governments or local authorities;
3. exposures to public sector entities;
4. exposures to multilateral development banks;
5. exposures to international organisations;
6. exposures to institutions;
7. exposures to corporates;
8. retail exposures;
9. exposures secured by mortgages on immovable property;
10. exposures in default;
11. exposures associated with particularly high risk;
12. exposures in the form of covered bonds;
13. items representing securitisation positions;
14. exposures to institutions and corporates with a short-term credit assessment;
15. exposures in the form of units or shares in collective investment undertakings (‘CIUs’);
16. equity exposures;
17. other items.