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For Credit Institutions

Optimal Risk-Weighted Assets (RWA) Treatment​

The Spiko Funds qualify for the look-through approach under Article 132 of the Capital Requirements Regulation (CRR), enabling highly favorable risk-weighted assets treatment. Our funds can achieve a maximum overall risk weight of 2% based on the following portfolio composition under CRR:

  • At least 90% invested in investment-grade Eurozone Treasury Bills (currently France and Germany) with risk weight 0% (Article 114 CRR)
  • Maximum 10% held as cash with CACEIS Bank (Crédit Agricole's credit rating) with risk weight 20% (Article 120 CRR)

Portfolio Monitoring and Reporting​

To facilitate look-through approach implementation, we provide daily fund composition data through our Public API.