Supporting Factors Specification¶

SME supporting factor and infrastructure supporting factor under CRR.

Regulatory Reference: CRR Articles 501, 501a

Test Group: CRR-F

SME Supporting Factor (CRR Art. 501)¶

A tiered discount applied to RWA for qualifying SME exposures.

Eligibility¶

• Counterparty must be classified as Corporate SME
• Turnover < EUR 50m (converted from GBP at the configured FX rate)
• Aggregated at counterparty level, not per-exposure

Tiered Application¶

Blended Formula¶

For exposures that span both tiers:

SF = [min(D, threshold) x 0.7619 + max(D - threshold, 0) x 0.85] / D

Where D is the on-balance-sheet amount (max(0, drawn_amount) + interest) aggregated at counterparty level, and threshold is EUR 2.5m (or GBP equivalent).

Infrastructure Supporting Factor (CRR Art. 501a)¶

A flat 0.75 factor applied to qualifying infrastructure lending exposures.

Eligibility¶

• Exposure must be flagged as is_infrastructure = true
• Applied regardless of exposure size

Combined Application¶

When both factors apply to an exposure, the calculator uses the minimum (most beneficial) factor.

Key Scenarios¶