+Article 325y 1.

Article 325y 1.

Net JTD amounts, irrespective of the type of counterparty, shall be multiplied by the default risk weights that correspond to their credit quality, as specified in Table 2:



Table 2

Credit quality category

Default risk weight

Credit quality step 1

0,5 %

Credit quality step 2

3 %

Credit quality step 3

6 %

Credit quality step 4

15 %

Credit quality step 5

30 %

Credit quality step 6

50 %

Unrated

15 %

Defaulted

100 %

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards