Article 185U.K.Relative excess exposure thresholds
Each single name exposure i shall be assigned, in accordance with the following table, a relative excess exposure threshold depending on the weighted average credit quality step of the single name exposure i, calculated in accordance with Article 182(4).
| Weighted average credit quality step of single name exposure i | 0 | 1 | 2 | 3 | 4 | 5 | 6 |
|---|---|---|---|---|---|---|---|
| Relative excess exposure threshold CT i | 3 % | 3 % | 3 % | 1,5 % | 1,5 % | 1,5 % | 1,5 % |