[X1 [F1Article 325ak U.K. Risk weights for credit spread risk for securitisations included in the ACTP
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 |
|---|---|---|
| 1 | All | Central government, including central banks, of Member States |
| 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 |
| 3 | Regional or local authority and public sector entities | |
| 4 | Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders | |
| 5 | Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying | |
| 6 | Consumer goods and services, transportation and storage, administrative and support service activities | |
| 7 | Technology, telecommunications | |
| 8 | Health care, utilities, professional and technical activities | |
| 9 | Covered bonds issued by credit institutions in Member States | |
| 10 | Covered bonds issued by credit institutions in third countries | |
| 11 | Credit quality step 4 to 6 | Central government, including central banks, of a third country, multilateral development banks and international organisations referred to in Article 117(2) or Article 118 |
| 12 | Regional or local authority and public sector entities | |
| 13 | Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders | |
| 14 | Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying | |
| 15 | Consumer goods and services, transportation and storage, administrative and support service activities | |
| 16 | Technology, telecommunications | |
| 17 | Health care, utilities, professional and technical activities | |
| 18 | Other sector] ] | |
Editorial Information
X1 Substituted by Corrigendum to 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 (OJ L 176, 27.6.2013, p. 1).
Textual Amendments
F1 Inserted by Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012 (Text with EEA relevance).