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+Article 325ae 3. |
Article 325ae 3.The risk weights of risk factors based on the currencies included in the most liquid currency sub-category as referred to in Article 325bd(7), point (b), and the domestic currency of the institution shall be the following:
(a)
for risk-free rate risk factors, the risk weights referred to in paragraph 1, Table 3, of this Article divided by
(b)
for inflation risk factor and cross currency basis risk factors, the risk weights referred to in paragraph 2 of this Article divided by 1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
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