Response to consultation on RTS on conditions for capital requirements for mortgage exposures

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Question 2: Do you agree with the conditions for specification of the loss experience and the loss expectations? Do you agree with the adjustments allowed to be made to the loss experience on the basis of the forward-looking immovable property market developments?

Please refer to attached document.

Question 3: Do you agree with the indicative benchmarks for the assessment of the appropriateness of the risk weights and to guide the setting of higher risk weights across immovable property markets in different member states as specified in Article 4(3) and 4(4)? What levels of these indicative benchmarks would be most appropriate and why?

Please refer to attached document.

Question 4: Do you agree with the specification of the term of “financial stability considerations”?

Please refer to attached document.

Question 5: Do you agree with the other conditions for the setting of higher risk weights? (Please provide your feedback related to the indicative benchmarks (in Article 3(3) and 3(4)) in your response to Question 3 above.)

N/A

Question 6: Do you agree with the conditions for specification of the exposure weighted average LGD and the LGD expectation? Do you agree with the adjustments allowed to be made to the average exposure weighted LGD on the basis of the forward-looking immovable property market developments? Do you agree that it is not appropriate to set indicative benchmarks for the setting of higher minimum LGD values because of the specificities of national immovable property markets and because of the relationship of the LGD parameter with the other internal model parameters?

Please refer to attached document.

Question 7: Do you agree with the other conditions for the setting of higher minimum LGD values?

N/A

Question 8: Do you have any suggestions on the Impact Assessment?

N/A

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Name of organisation

EACB - European Association of Co-operative Banks