Article 325ak
- Description
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Risk weights for credit spread risk for securitisations included in the ACTP
- Main content
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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 number Credit quality Sector 1 All Central government, including central banks, of Member States 2 Credit quality step 1 to 3 Central government, including central banks, of a third country, multilateral development banks and international organisations referred to in Article 117(2) or Article 118 3 Regional or local authority and public sector entities 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 Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying 6 Consumer goods and services, transportation and storage, administrative and support service activities 7 Technology, telecommunications 8 Health care, utilities, professional and technical activities 9 Covered bonds issued by credit institutions in Member States 10 Covered bonds issued by credit institutions in third countries 11 Credit quality step 4 to 6 Central government, including central banks, of a third country, multilateral development banks and international organisations referred to in Article 117(2) or Article 118 12 Regional or local authority and public sector entities 13 Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders 14 Basic 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 18 Other sector