+Article 325ap 1.

Article 325ap 1.

Risk weights for the sensitivities to equity and equity repo rate risk factors shall be specified for each bucket in Table 8 pursuant to the delegated act referred to in Article 461a:

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Table 8

Bucket number

Market capitali-sation

Economy

Sector

Risk weight for equity spot price

Risk weight for equity repo rate

1

Large

Emerging market economy

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

55 %

0,55 %

2

Telecommunications, industrials

60 %

0,60 %

3

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

45 %

0,45 %

4

Financials including government-backed financials, real estate activities, technology

55 %

0,55 %

5

Advanced economy

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

30 %

0,30 %

6

Telecommunications, industrials

35 %

0,35 %

7

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

40 %

0,40 %

8

Financials including government-backed financials, real estate activities, technology

50 %

0,50 %

9

Small

Emerging market economy

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

70 %

0,70 %

10

Advanced economy

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

50 %

0,50 %

11

Other sector

70 %

0,70 %

12

Large market cap, advanced economy indices

15 %

0,15 %

13

Other indices

25 %

0,25 %

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1. Overview

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement