The EBA consults on amendments to the RTS on the assignment of risk weights to specialised lending exposures under the Supervisory Slotting Criteria Approach

The European Banking Authority (EBA) today launched a public consultation on proposed amendments to its Regulatory Technical Standards (RTS), set out in a Delegated Regulation, on the assignment of risk weights to specialised lending exposures under the Supervisory Slotting Criteria Approach (SSCA). The purpose of the amendments is to update the RTS in light of the changes introduced by the revised Capital Requirements Regulation (CRR 3) and to enhance the risk sensitivity, clarity and usability of the framework. Overall, the RTS aim to ensure a consistent and robust prudential treatment of specialised lending exposures under the SSCA across the EU, supporting sound risk management and financial stability. The consultation runs until 7 August 2026.

With the proposed amendments, the RTS are aligned with the definitions and terminology introduced by CRR3. In addition, certain constraints in the current RTS methodology are removed to allow for a better reflection of risk, and several clarifications to the assessment criteria are introduced with a view to simplifying their application.

Consultation Process

Responses to this consultation can be sent to the EBA by clicking on the "send your comments" button on the consultation page. Please note that the deadline for the submission of comments is 7 August 2026.

A public hearing will take place via conference call on 27 May 2026 from 10:00 to 11:00 CEST. Please register here by 22 May 2026, 10:00 CEST.

Legal basis and background

The EBA has developed these draft amending RTS under Article 153(9) of Regulation (EU) No 575/2013, which mandates the Authority to specify how institutions are to take into account the factors referred to in Article 153(5), when assigning risk weights to specialised lending exposures under the Supervisory Slotting Criteria Approach. The mandate already existed under CRR2 and was renewed by CRR3.