+Artikel 383k risikogewichtetenPositionsbeträge für das Zinsrisiko
---+Article 383k 1.
---+Article 383k 2.
---+Article 383k 3.
---+Article 383k 4.
---+Article 383k 5.
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Artikel 383k risikogewichtetenPositionsbeträge für das Zinsrisiko
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1. Übersicht
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Regulierung |
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Article 383k 1.
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For the currencies referred to in Article 383c(2), the risk weights of risk-free rate delta sensitivities for each bucket in Table 1 shall be the following:
Table 1
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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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1 year
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1,11 %
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2
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2 years
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0,93 %
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3
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5 years
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0,74 %
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4
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10 years
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0,74 %
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5
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30 years
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0,74 %
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Article 383k 2.
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For currencies other than the currencies referred to in Article 383c(2), the risk weight of risk-free rate delta sensitivities shall be 1,58 %.
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Article 383k 3.
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For inflation rate risk denominated in one of the currencies referred to in Article 383c(2), the risk weight of the delta sensitivity to the inflation rate risk shall be 1,11 %.
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Article 383k 4.
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For inflation rate risk denominated in a currency other than the currencies referred to in Article 383c(2), the risk weight of the delta sensitivity to the inflation rate risk shall be 1,58 %.
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Article 383k 5.
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The risk weights to be applied to sensitivities to interest rate vega risk factors and to inflation rate vega risk factors for all currencies shall be 100 %.
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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
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