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Risk Weighting for Covered Bonds


Engelhard, Fritz: Covered Bonds and the EU Capital Requirements Directive, ECBC Fact Book 2007

Weighting of covered bonds complying with Art. 63 (2) Consolidated Banking Directive 2000/12/EC (former Art. 11 II Solvency Ratio Directive), as at 11/2006

Kälberer, Wolfgang (speech): The treatment of mortgages (RRE & CRE) and covered bonds under the new Capital Requirements Directive (CRD). Budapest, Dezember 2004



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