1. Risk weights for the sensitivities to equity and equity repo rate risk factors shall be specified for each bucket in Table 8 pursuant to the delegated act referred to in Article 461a:
Table 8
|
Bucket number |
Market capitalisation |
Economy |
Sector |
Risk weight for equity spot price |
Risk weight for equity repo rate |
|---|---|---|---|---|---|
|
1 |
Large |
Emerging market economy |
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities |
55 % |
0,55 % |
|
2 |
Telecommunications, industrials |
60 % |
0,60 % |
||
|
3 |
Basic materials, energy, agriculture, manufacturing, mining and quarrying |
45 % |
0,45 % |
||
|
4 |
Financials including government-backed financials, real estate activities, technology |
55 % |
0,55 % |
||
|
5 |
Advanced economy |
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities |
30 % |
0,30 % |
|
|
6 |
Telecommunications, industrials |
35 % |
0,35 % |