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 |
Risk weight |
|---|---|---|---|
|
1 |
All |
Central government, including central banks, of Member States |
4,0 % |
|
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 |
4,0 % |
|
3 |
Regional or local authority and public sector entities |
4,0 % |
|
|
4 |
Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders |
8,0 % |
|
|
5 |
Basic materials, energy, indu |