+Article 383k 1.

Article 383k 1.

For the currencies referred to in Article 383c(2), the risk weights of risk-free rate delta sensitivities for each bucket in Table 1 shall be the following:



Table 1

Bucket

Maturity

Risk weight

1

1 year

1,11  %

2

2 years

0,93  %

3

5 years

0,74  %

4

10 years

0,74  %

5

30 years

0,74  %

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards