IRB method – introduction

As for other loan portfolios, IRB roll-out plan proceeds according to arrangements made with competent authorities. The exceptions are portfolios of exposures to central banks and governments, institutions, leasing and capital exposures, which are included in the permanent exclusions from the IRB approach implementation.

As at 31 December, 2019, average risk weights under IRB method are as follows:

• Total RRE portfolio         25.4%
• RRE FX:                           28.5%
• RRE PLN:                         22.9%
• QRRE:                              30.2%.

Information in that chapter is disclosed according to the requirements of Table EU CRE – Qualitative disclosure requirements related to IRB models (EBA/GL/2016/11).