X1PART THREECAPITAL REQUIREMENTS
TITLE IVOWN FUNDS REQUIREMENTS FOR MARKET RISK
F1CHAPTER 1a Alternative standardised approach
Article 325ak 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:
Bucket number | Credit quality | Sector |
|---|---|---|
1 | All | F2The central government of the United Kingdom, and the Bank |
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 F3the United Kingdom | |
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 | |