+Artikel 383k risikogewichtetenPositionsbeträge für das Zinsrisiko
---+Article 383k 1.
---+Article 383k 2.
---+Article 383k 3.
---+Article 383k 4.
---+Article 383k 5.

Artikel 383k risikogewichtetenPositionsbeträge für das Zinsrisiko

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1. Übersicht

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Article 383k 1.

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

Bucket

Maturity

Risk weight

1

1 year

1,11  %

2

2 years

0,93  %

3

5 years

0,74  %

4

10 years

0,74  %

5

30 years

0,74  %
Article 383k 2.
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  %.
Article 383k 3.
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  %.
Article 383k 4.
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  %.
Article 383k 5.
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 %.

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards