Article 325ak

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Capital Requirements Regulation (CRR) > PART THREE > TITLE IV > CHAPTER 1a > Section 6 > Subsection 1 > Article 325ak
Title:
Article 325ak
Description: 
Risk weights for credit spread risk for securitisations included in the ACTP
Main content: 

Risk weights for the sensitivities to credit spread risk factors for securitisations included in the ACTP risk factors shall be the same for all maturities (0,5 years, 1 year, 3 years, 5 years, 10 years) within each bucket and shall be specified for each bucket in Table 6 pursuant to the delegated act referred to in Article 461a:

Table 6
Bucket numberCredit qualitySector
1AllCentral government, including central banks, of Member States
2Credit quality step 1 to 3Central government, including central banks, of a third country, multilateral development banks and international organisations referred to in Article 117(2) or Article 118
3Regional or local authority and public sector entities
4Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders
5Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying
6Consumer goods and services, transportation and storage, administrative and support service activities
7Technology, telecommunications
8Health care, utilities, professional and technical activities
9Covered bonds issued by credit institutions in Member States
10Covered bonds issued by credit institutions in third countries
11Credit quality step 4 to 6Central government, including central banks, of a third country, multilateral development banks and international organisations referred to in Article 117(2) or Article 118
12Regional or local authority and public sector entities
13Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders
14Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying
15 Consumer goods and services, transportation and storage, administrative and support service activities
16 Technology, telecommunications
17 Health care, utilities, professional and technical activities
18Other sector