Article 30 Collateral
1. All collateral for both bilateral and cleared transactions referred to in Article 25 shall be subject to volatility adjustments in accordance with the following table:
|
Asset class |
Volatility adjustment repurchase transactions |
Volatility adjustment other transactions |
|
|
Debt securities issued by central governments or central banks |
≤ 1 year |
0,707 % |
1 % |
|
> 1 year ≤ 5 years |
2,121 % |
3 % |
|
|
> 5 years |
4,243 % |
6 % |
|
|
Debt securities issued by other entities |
≤ 1 year |
1,414 % |
2 % |
|
> 1 year ≤ 5 years |
4,243 % |
6 % | |