+Article 383p 1.
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Article 383p 1.
The risk weights for the delta sensitivities to counterparty credit spread risk factors shall be the same for all maturities (0,5 years, 1 year, 3 years, 5 years, 10 years) within each bucket in Table 1 and shall be the following:
Table 1
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Bucket number
|
Credit quality
|
Sector
|
Risk weight
|
|
1
|
All
|
Central government, including central banks, of Member States
|
0,5 %
|
|
2
|
Credit quality step 1 to 3
|
Central government, including central banks, of third countries, multilateral development banks and international organisations referred to in Article 117(2) and Article 118
|
0,5 %
|
|
3
|
Regional government or local authority and public sector entities
|
1,0 %
|
|
4
|
Financial sector entities, including credit institutions incorporated or established by a central government, a regional government or a local authority, and promotional lenders
|
5,0 %
|
|
5
|
Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying
|
3,0 %
|
|
6
|
Consumer goods and services, transportation and storage, administrative and support service activities
|
3,0 %
|
|
7
|
Technology, telecommunications
|
2,0 %
|
|
8
|
Health care, utilities, professional and technical activities
|
1,5 %
|
|
9
|
Covered bonds issued by credit institutions established in Member States
|
1,0 %
|
|
10
|
Credit quality step 1
|
Covered bonds issued by credit institutions in third countries
|
1,5 %
|
|
Credit quality steps 2 to 3
|
2,5 %
|
|
11
|
Credit quality steps 1 to 3
|
Other sector
|
5,0 %
|
|
12
|
Qualified indices
|
1,5 %
|
|
13
|
Credit quality step 4 to 6 and unrated
|
Central government, including central banks, of third countries, multilateral development banks and international organisations referred to in Article 117(2) and Article 118
|
2,0 %
|
|
14
|
Regional government or local authority and public sector entities
|
4,0 %
|
|
15
|
Financial sector entities, including credit institutions incorporated or established by a central government, a regional government or a local authority, and promotional lenders
|
12,0 %
|
|
16
|
Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying
|
7,0 %
|
|
17
|
Consumer goods and services, transportation and storage, administrative and support service activities
|
8,5 %
|
|
18
|
Technology, telecommunications
|
5,5 %
|
|
19
|
Health care, utilities, professional and technical activities
|
5,0 %
|
|
20
|
Other sector
|
12,0 %
|
|
21
|
Qualified indices
|
5,0 %
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Where there are no external ratings for a specific counterparty, institutions may, subject to approval by the competent authorities, map the internal rating to a corresponding external rating and assign a risk weight corresponding to either credit quality step 1 to 3 or credit quality step 4 to 6. Otherwise, the risk weights for unrated exposures shall be applied.
1. Prezentare generală
1.1 Referințe
1.2 Cerințe identificate
1.3 Standarde asociate
2. Cerințe identificate
3. Standarde asociate
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