FantasticSearch

Scroll to: TopResults

Explore European Union Legislation by Asking a Legal Question

assisted-checkbox

filter-instruction-1
positive-filters
negative-filters
act-filter tabs-all

parameters-title

query

assisted-checkbox:

result-title

total 1

Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance

article  325ae

CELEX:  02013R0575-20250629

Risk weights for general interest rate risk
1. For currencies not included in the most liquid currency sub-category as referred to in point (b) Article 325bd(7), the risk weights of the sensitivities to the risk-free rate risk factors shall be the following: Table 3 Bucket Maturity Risk Weight 1 0,25 years 1,7 % 2 0,5 years 1,7 % 3 1 year 1,6 % 4 2 years 1,3 % 5 3 years 1,2 % 6 5 years 1,1 % 7 10 years 1,1 % 8 15 years 1,1 % 9 20 years 1,1 % 10 30 years 1,1 % 2. Institutions shall apply a risk weight of 1,6 % to all sensitivities of inflation and to cross currency basis risk factors.
3. The risk weights of risk factors based on the currencies included in the most liquid currency sub-category as referred to in Article 325bd(7), point (b), and the domestic currency of the institution shall be the following:
(a) for risk-free rate risk factors, the risk weights referred to in paragraph 1, Table 3, of this Article divided by ;
(b) for inflation risk factor and cross currency basis risk factors, the risk weights referred to in paragraph 2 of this Article divided by .