The reciprocated measure will apply to these exposures, if they are exposures of branches of Dutch credit institutions or cross-border exposures to Belgium. The add-on consists of two elements, namely (1) an increase of the risk-weight with 33%, and (2) an increase of the risk-weight with 5 percentage points. An institution-specific threshold of EUR 2 billion applies. Consequently, credit institutions do not have to apply the add-on, if their exposures in scope of the measure are below this threshold. The Belgium measure is applied under Article 458(2)(d)(vi) of the Capital Requirements Regulation (CRR).
Banks can react till 12 January 2019, and raise possible issues with respect to the implementation and application of the measure. During the consultation period, responses can be sent to: email@example.com. A reaction to the consultation will be made public, unless stated otherwise by the respondent.
For more information about reciprocity and measures reciprocated by DNB, click here.