+Article 325ap 1.
|
Article 325ap 1.
Risk weights for the sensitivities to equity and equity repo rate risk factors shall be specified for each bucket in Table 8 pursuant to the delegated act referred to in Article 461a:
▼M12
Table 8
|
Bucket number
|
Market capitali-sation
|
Economy
|
Sector
|
Risk weight for equity spot price
|
Risk weight for equity repo rate
|
|
1
|
Large
|
Emerging market economy
|
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities
|
55 %
|
0,55 %
|
|
2
|
Telecommunications, industrials
|
60 %
|
0,60 %
|
|
3
|
Basic materials, energy, agriculture, manufacturing, mining and quarrying
|
45 %
|
0,45 %
|
|
4
|
Financials including government-backed financials, real estate activities, technology
|
55 %
|
0,55 %
|
|
5
|
Advanced economy
|
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities
|
30 %
|
0,30 %
|
|
6
|
Telecommunications, industrials
|
35 %
|
0,35 %
|
|
7
|
Basic materials, energy, agriculture, manufacturing, mining and quarrying
|
40 %
|
0,40 %
|
|
8
|
Financials including government-backed financials, real estate activities, technology
|
50 %
|
0,50 %
|
|
9
|
Small
|
Emerging market economy
|
All sectors described under bucket numbers 1, 2, 3 and 4
|
70 %
|
0,70 %
|
|
10
|
Advanced economy
|
All sectors described under bucket numbers 5, 6, 7 and 8
|
50 %
|
0,50 %
|
|
11
|
Other sector
|
70 %
|
0,70 %
|
|
12
|
Large market cap, advanced economy indices
|
15 %
|
0,15 %
|
|
13
|
Other indices
|
25 %
|
0,25 %
|
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1. Übersicht
| Bezeichnung |
Regulierung |
,
1.1 Referenzen
1.2 Identifizierte Anforderungen
1.3 Zugehörige Standards
2. Identifizierte Anforderungen
Anforderungen
| Quelle |
Anforderung |
3. Zugehörige Standards
Standards
| Quelle |
Anforderung |
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
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