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Version date: 27 June 2019 - onwards
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Article 325ah Risk weights for credit spread risk for non-securitisations

1. Risk weights for the sensitivities to credit spread risk factors for non-securitisations shall be the same for all maturities (0,5 years, 1 year, 3 years, 5 years, 10 years) within each bucket in Table 4:

Table 4

Bucket number

Credit quality


Risk weight (percentage points)



Central government, including central banks, of a Member State

0,50 %


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

0,5 %


Regional or local authority and public sector entities

1,0 %


Financial sector entities including credit institutions incorĀ­ porated or established by a central government, a regional government or a local authority and promotional lenders

5,0 %


Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying

3,0 %


Consumer goods and services, transportat