+Article 383v 1.
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Article 383v 1.
The risk weights for the delta sensitivities to equity spot price risk factors shall be the same for all equity risk exposures within each bucket in Table 1 and shall be the following:
Table 1
|
Bucket number
|
Market capitalisation
|
Economy
|
Sector
|
Risk weight for equity spot price
|
|
1
|
Large
|
Emerging market economy
|
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities
|
55 %
|
|
2
|
Telecommunications, industrials
|
60 %
|
|
3
|
Basic materials, energy, agriculture, manufacturing, mining and quarrying
|
45 %
|
|
4
|
Financials, including government-backed financials, immovable property activities, technology
|
55 %
|
|
5
|
Advanced economy
|
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities
|
30 %
|
|
6
|
Telecommunications, industrials
|
35 %
|
|
7
|
Basic materials, energy, agriculture, manufacturing, mining and quarrying
|
40 %
|
|
8
|
Financials, including government-backed financials, immovable property activities, technology
|
50 %
|
|
9
|
Small
|
Emerging market economy
|
All sectors described under bucket numbers 1, 2, 3 and 4
|
70 %
|
|
10
|
Advanced economy
|
All sectors described under bucket numbers 5, 6, 7 and 8
|
50 %
|
|
11
|
Other sector
|
70 %
|
|
12
|
Large
|
Advanced economy
|
Qualified indices
|
15 %
|
|
13
|
Other
|
Qualified indices
|
25 %
|
1. Prezentare generală
1.1 Referințe
1.2 Cerințe identificate
1.3 Standarde asociate
2. Cerințe identificate
3. Standarde asociate
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