EBA consults on amendments to risk weight assignment standards for specialised lending

The European Banking Authority (EBA) has launched a public consultation on proposed amendments to its Regulatory Technical Standards (RTS) regarding the assignment of risk weights to specialised lending exposures under the Supervisory Slotting Criteria Approach (SSCA).

The amendments aim to update the RTS in light of changes introduced by the revised Capital Requirements Regulation (CRR 3) and to improve the framework’s risk sensitivity, clarity, and usability. The RTS seek to ensure consistent and robust prudential treatment of specialised lending exposures across the EU, supporting sound risk management and financial stability.

The proposed amendments align the RTS with the definitions and terminology introduced by CRR3. They also remove certain constraints in the current methodology to better reflect risk and introduce clarifications to simplify application.

Responses to the consultation can be submitted via the “send your comments” button on the consultation page. The deadline for submissions is 7 August 2026.

A public hearing will be held via conference call on 27 May 2026 from 10:00 to 11:00 CEST. Registration is open until 22 May 2026, 10:00 CEST.

The draft amending RTS are developed under Article 153(9) of Regulation (EU) No 575/2013, which mandates the EBA to specify how institutions should consider factors when assigning risk weights to specialised lending exposures under the Supervisory Slotting Criteria Approach. This mandate was renewed by CRR3.