1.Each single name exposure i shall be assigned, in accordance with the following table, a risk factor gi 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 % |
F12.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
F13.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
F14.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
F15.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
F16.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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).
Editorial Information
X1 Substituted by Corrigendum to Commission Delegated Regulation (EU) 2015/35 of 10 October 2014 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) (Official Journal of the European Union L 12 of 17 January 2015).