43. When assigning weights to particular risk indicators, the DGS should assign at least the …

When assigning weights to particular risk indicators, the DGS should assign at least the minimum weights to the risk categories and the core risk indicators, as specified in Table 2.

Table 2: Minimum weights for the risk categories and the core risk indicators

Risk categories and core risk indicators Minimum weights

1. Capital 20% 1.1. Leverage ratio 10% 1.2. CET1 ratio or CCR 10% 2. Liquidity and funding 15% 2.1. LCR 5% 2.2. NSFR 10% 3. Asset quality 12.5% 3.1. NPL ratio 12.5% 4. Business model and management 15% 4.1. TREA / Total assets 5% 4.2. RoA 10% 5. Potential losses for the DGS 12.5% 5.1. Covered deposits / Unencumbered assets 12.5% Sum 75%

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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