of risk-weighted assets (RWA) a key topic of discussion around the new framework. L'« approche standard » : l'ensemble des paramètres de calcul est défini réglementairement. For September 30, 2020 excluding central bank exposures of € 97 billion in accordance with the Decision (EU) 2020/1306 of the European Central Bank. There is a contribution of € 4.1 million from the dynamic component which compares the credit loss allowance levels since January 1, 2020 and the reporting date, whereby the IRBA portfolio contributing amounts to € 0.6 million and CRSA portfolio contribute € 3.4 million. Relevant laws are the Single Resolution Mechanism Regulation ("SRMR") and the Bank Recovery and Resolution Directive ("BRRD") as implemented through the German Recovery and Resolution Act (Sanierungs- und Abwicklungsgesetz, "SAG"). There was no contribution from the IRBA portfolios, given the regulatory expected loss exceeded IFRS 9 Credit Loss Allowances for the relevant reporting dates. The RWA for credit risk exposures under the IRB approach is almost flat with a decrease of 0.04 % or € 58 million since June 30, 2020 primarily stemming from FX related credit risk RWA movements and caused by the decrease in the category "acquisition and disposals" reflecting disposals within the Private Bank business. Ce montant se calcule sur la base d'un pourcentage des actifs, pondérés par le risque. Similar to the Addendum to the ECB Guidance to banks on non-performing loans this measure will be evaluated as part of the annual SREP process. et dépend de ses caractéristiques (nombre d'engagements, profondeur de l'historique des incidents, existence d'une modélisation du risque, etc.). It also shows the corresponding movements in capital requirements, derived from RWA with an 8 % capital ratio. With effect from June 2021 a minimum Net Stable Funding Ratio of 100 % will be introduced. It also shows the corresponding movements in capital requirements, derived from RWA with an 8 % capital ratio. Distributed by Public, unedited and unaltered, on 28 October 2020 08:34:03 UTC, Credit risk exposure and credit risk mitigation, Article 438 (d) CRR - Development of Counterparty Credit Risk RWA. IFRS 9-Fully Loaded: Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements. IFRS 9-Fully Loaded: Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, Common Equity Tier 1 (CET 1) capital as if IFRS 9 or analogous ECLs transitional arrangements had not been, Tier 1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied, Total capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied, Total risk-weighted assets as if IFRS 9 or analogous ECLs transitional arrangements had not been applied, Common Equity Tier 1 (as a percentage of risk exposure amount), Common Equity Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional, Tier 1 (as a percentage of risk exposure amount), Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had, Total capital (as a percentage of risk exposure amount), Total capital (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional, Leverage ratio total exposure measure1, 2, Leverage ratio as if IFRS 9 or analogous ECLs transitional arrangements had not been applied2. In addition to this minimum capital requirement, various capital buffer requirements were phased in starting 2016 and are fully effective from 2019 onwards. As of September 30, 2020 the IMA (Internal Models Approach) components for market risk totaled € 25.0 billion, which was a decrease of € 1.5 billion since June 30, 2020 driven by the stressed value-at-risk and incremental risk charge components. Risk-weighted assets are used to determine the minimum amount of regulatory capital that must be held by banks to maintain their solvency. The market risk RWA movements due to position changes are represented in line "Movement in risk levels". We expect first impacts on our CET 1 ratio in 2021, as these rules apply to newly originated assets after application date and foresee a two year grace period before the defined backstop requirements apply. For example the risk weights applicable to certain small or medium-sized enterprise (SME) are reduced by applying scaling factors depending on the exposure value. Instruments which qualify for TLAC and MREL are own funds (Common Equity Tier 1, Additional Tier 1 and Tier 2) as well as certain eligible liabilities (mainly plain-vanilla unsecured bonds). We calculate such "fully loaded" figures excluding the transitional arrangements for own fund instruments as provided in the currently applicable CRR/CRD. The category "book quality" reflects the increase stemming from parameter developments, in particular rating changes. In its 2019 SREP letter, ECB asks us to apply ECB's non-performing backstop requirements to the stock of Non-Performing Loans starting year end 2020. There are continuous improvements and additional regulatory guidance provided with regard to the interpretations of the CRR/CRD rules and related binding Technical Standards are still in preparation or not yet available in their final version. In January 2019, Regulations (EU) 2017/2401 and 2017/2402 introduced changes to the methodology for determining RWAs for new securitizations originated on or after January 1, 2019. Banks in the European Union are also required to meet at all times a minimum requirement for own funds and eligible liabilities ("MREL") which ensures that banks have sufficient loss absorbing capacity in resolution to avoid recourse to taxpayers' money. Due to rounding, numbers presented throughout this document may not add up precisely to the totals we provide and percentages may not precisely reflect the absolute figures. As a reaction to the COVID-19 outbreak, certain legislative changes to the prudential framework have been made and are applicable since the second quarter reporting. Click here for articles on risk-weighted assets. These guidelines provide clarity on the treatment of legislative and non- legislative moratoria applied before September 30. The capital add back in total € 58.4 million for the third quarter of 2020 includes € 54.4 million from the static component solely stemming from the CRSA portfolio due to the increase in credit loss allowances for the CRSA portfolio at transition from IAS 39 to IFRS 9 at the end of 2017 and beginning of 2018.