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Finanstilsynet notes that some companies use a risk weight of 100% for loan portfolios in default, the audit reports itself on its website Thursday.
The audit refers to Section 5-11 (2) of the Capital Requirements Regulation, which stipulates that outstanding liabilities must have a risk weight of 150%, unless the deduction is reduced by at least 20%. %.
The assessment is that companies buying non-performing loan portfolios will use a risk weight of 150% until the company has lowered its cost price by at least 20%.
In this context, the audit shows how the EBA (European Banking Authority) interprets the provision.
"Finanstilsynet will continue to argue that the Norwegian finance companies make it the basis of the practice of capital rules, it is called.
At the same time, the audit finds that the so-called "term flow" agreements, which imply that the buyer is obliged to take over loans within a specified period, are treated in accordance with the rules. on unrecognized items in section 6-1 of the Capital Requirements Regulations.
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