+Article 325ax 2.

Article 325ax 2.

Risk weights for sensitivities to vega risk factors shall be assigned in accordance with the risk class of the risk factors, as follows:



Table 1

Risk class

Risk weights

GIRR

100 %

CSR non-securitisations

100 %

CSR securitisations (ACTP)

100 %

CSR securitisations (non-ACTP)

100 %

Equity (large cap and indices)

77,78  %

Equity (small cap and other sector)

100 %

Commodity

100 %

Foreign exchange

100 %

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards