Response to consultation on draft RTS concerning the assessment of appropriateness of risk weights and minimum LGD values

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1. What is the respondents' view on the types of factors to be considered (cf Article 1) during the determination of the loss expectation for the appropriateness assessment of risk weights under the SA?

Please refer to attached document.

2. What is the respondents’ view of the option of considering climate related risk in the determination of the loss expectation where the relevant authority was in a position to perform an appropriateness assessment to one or more parts of the territory of the Member State? What would for the respondent be the benefits and the challenges (costs) of such option?

Please refer to attached document.

3. What is the respondents’ view on the conditions when assessing the appropriateness of minimum LGD values (cf paragraph 1 of Article 2)?

Please refer to attached document.

4. What is the respondents’ view on the considerations to be taken into account when assessing the appropriateness of minimum LGD values (cf paragraph 2 of Article 2)?

Please refer to attached document.

5. What is the respondents’ view on the use of other data sources?

Please refer to attached document.

6. Do respondents want to raise other considerations relevant for the application of this article?

Please refer to attached document.

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Name of the organization

European Association of Co-operative Banks