+Article 325ae 1.

Article 325ae 1.

For currencies not included in the most liquid currency sub-category as referred to in point (b) Article 325bd(7), the risk weights of the sensitivities to the risk-free rate risk factors shall be the following:



Table 3

Bucket

Maturity

Risk Weight

1

0,25 years

1,7 %

2

0,5 years

1,7 %

3

1 year

1,6 %

4

2 years

1,3 %

5

3 years

1,2 %

6

5 years

1,1 %

7

10 years

1,1 %

8

15 years

1,1 %

9

20 years

1,1 %

10

30 years

1,1 %

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards