+Artikel 325ae Risikogewichte für das allgemeine Zinsrisiko
---+Article 325ae 1.
---+Article 325ae 2.
---+Article 325ae 3.

Artikel 325ae Risikogewichte für das allgemeine Zinsrisiko

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1. Übersicht

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Article 325ae 1.

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

Bucket

Maturity

Risk Weight

1

0,25 years

1,7 %

2

0,5 years

1,7 %

3

1 year

1,6 %

4

2 years

1,3 %

5

3 years

1,2 %

6

5 years

1,1 %

7

10 years

1,1 %

8

15 years

1,1 %

9

20 years

1,1 %

10

30 years

1,1 %
Article 325ae 2.
Institutions shall apply a risk weight of 1,6 % to all sensitivities of inflation and to cross currency basis risk factors.
Article 325ae 3.

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 image;

(b) 

for inflation risk factor and cross currency basis risk factors, the risk weights referred to in paragraph 2 of this Article divided by image.

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards