+Article 30 1.
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Article 30 1.
All collateral for both bilateral and cleared transactions referred to in Article 25 shall be subject to volatility adjustments in accordance with the following table:
Table 4
|
Asset class
|
Volatility adjustment repurchase transactions
|
Volatility adjustment other transactions
|
|
Debt securities issued by central governments or central banks
|
≤ 1 year
|
0,707 %
|
1 %
|
|
> 1 year ≤ 5 years
|
2,121 %
|
3 %
|
|
> 5 years
|
4,243 %
|
6 %
|
|
Debt securities issued by other entities
|
≤ 1 year
|
1,414 %
|
2 %
|
|
> 1 year ≤ 5 years
|
4,243 %
|
6 %
|
|
> 5 years
|
8,485 %
|
12 %
|
|
Securitisation positions
|
≤ 1 year
|
2,828 %
|
4 %
|
|
> 1 year ≤ 5 years
|
8,485 %
|
12 %
|
|
> 5 years
|
16,970 %
|
24 %
|
|
Listed equities and convertibles
|
14,143 %
|
20 %
|
|
Other securities and commodities
|
17,678 %
|
25 %
|
|
Gold
|
10,607 %
|
15 %
|
|
Cash
|
0 %
|
0 %
|
For the purposes of Table 4, securitisation positions shall not include re‐securitisation positions. Competent authorities may change the volatility adjustment for certain types of commodities for which there are different levels of volatility in prices. They shall notify EBA of such decisions together with the reasons for the changes.
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: 09.01.2024 00:00:00 -Doknr: CELEX:32019R2033
- EULAW -
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