+Article 29 7.

Article 29 7.

The supervisory factor (SF) for each asset class shall be set in accordance with the following table:



Table 3

Asset class

Supervisory factor

Interest rate

0,5 %

Foreign exchange

4 %

Credit

1 %

Equity single name

32 %

Equity index

20 %

Commodity and emission allowance

18 %

Other

32 %

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards