Commission Delegated Regulation (EU) 2015/35Show full title

Article 186 U.K. Risk factor for market risk concentration

1. Each single name exposure i shall be assigned, in accordance with the following table, a risk factor g_i for market risk concentration 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
Risk factor gi	12 %	12 %	21 %	27 %	73 %	73 %	73 %

F1 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

F1 3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

F1 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

F1 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

F1 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Textual Amendments

F1 Deleted by Commission Delegated Regulation (EU) 2019/981 of 8 March 2019 amending Delegated Regulation (EU) 2015/35 supplementing Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (Text with EEA relevance).