Large exposures

Roles that need it

• Regulatory Reporting Analyst
• Capital Reporting Analyst
• Credit Risk Analyst
• Corporate Credit Analyst
• Corporate Banking Analyst
• Regulatory Consultant (Banking)

Skills it belongs to

• Basel framework and capital
• Credit analysis and creditworthiness
• Prudential and regulatory reporting (COREP, FINREP, US call reports)

Related concepts

• COREP (Common Reporting)COREP is the EU harmonised supervisory reporting framework for own funds and capital requirements of banks and investment firms under the CRR. It is set out in EBA implementing technical standards and submitted in XBRL to national supervisors, mostly every quarter.
• Risk-weighted assets (RWA)Risk-weighted assets measure a bank's exposures adjusted for risk: each exposure is multiplied by a risk weight that reflects its credit, operational or other risk. Capital ratios divide capital by RWA, so RWA also sets how much capital a bank must hold. Also called risk exposure amount.
• Leverage ratioThe leverage ratio is Tier 1 capital divided by total exposure, measured without risk weights and including off-balance-sheet items. The EU minimum is 3%, with an extra buffer for global systemically important banks. It is a backstop against risk weights that turn out too low.

Sources

• Regulation (EU) No 575/2013 (Capital Requirements Regulation), EUR-Lex (external site) accessed 31 Oct 2026
• Supervisory framework for measuring and controlling large exposures, BIS (external site) accessed 31 Oct 2026

Updated 31 Oct 2026.