+Article 383v 1.

Article 383v 1.

The risk weights for the delta sensitivities to equity spot price risk factors shall be the same for all equity risk exposures within each bucket in Table 1 and shall be the following:



Table 1

Bucket number

Market capitalisation

Economy

Sector

Risk weight for equity spot price

1

Large

Emerging market economy

Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities

55 %

2

Telecommunications, industrials

60 %

3

Basic materials, energy, agriculture, manufacturing, mining and quarrying

45 %

4

Financials, including government-backed financials, immovable property activities, technology

55 %

5

Advanced economy

Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities

30 %

6

Telecommunications, industrials

35 %

7

Basic materials, energy, agriculture, manufacturing, mining and quarrying

40 %

8

Financials, including government-backed financials, immovable property activities, technology

50 %

9

Small

Emerging market economy

All sectors described under bucket numbers 1, 2, 3 and 4

70 %

10

Advanced economy

All sectors described under bucket numbers 5, 6, 7 and 8

50 %

11

Other sector

70 %

12

Large

Advanced economy

Qualified indices

15 %

13

Other

Qualified indices

25 %

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards