+Artikel 325ae Risikogewichte für das allgemeine Zinsrisiko
---+Article 325ae 1.
---+Article 325ae 2.
---+Article 325ae 3.
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Artikel 325ae Risikogewichte für das allgemeine Zinsrisiko
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1. Übersicht
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Regulierung |
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Article 325ae 1.
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For currencies not included in the most liquid currency sub-category as referred to in point (b) Article 325bd(7), the risk weights of the sensitivities to the risk-free rate risk factors shall be the following:
Table 3
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Bucket
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Maturity
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Risk Weight
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1
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0,25 years
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1,7 %
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2
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0,5 years
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1,7 %
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3
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1 year
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1,6 %
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4
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2 years
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1,3 %
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5
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3 years
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1,2 %
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6
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5 years
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1,1 %
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7
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10 years
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1,1 %
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8
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15 years
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1,1 %
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9
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20 years
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1,1 %
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10
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30 years
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1,1 %
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Article 325ae 2.
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Institutions shall apply a risk weight of 1,6 % to all sensitivities of inflation and to cross currency basis risk factors.
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Article 325ae 3.
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The risk weights of risk factors based on the currencies included in the most liquid currency sub-category as referred to in Article 325bd(7), point (b), and the domestic currency of the institution shall be the following:
(a)
for risk-free rate risk factors, the risk weights referred to in paragraph 1, Table 3, of this Article divided by  ;
(b)
for inflation risk factor and cross currency basis risk factors, the risk weights referred to in paragraph 2 of this Article divided by .
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1.1 Referenzen
1.2 Identifizierte Anforderungen
1.3 Zugehörige Standards
2. Identifizierte Anforderungen
Anforderungen
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Anforderung |
3. Zugehörige Standards
Standards
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Anforderung |
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
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