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 | Risk weight
1 | All | Central government, including central banks, of Member States | 4,0 %
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 | 4,0 %
3 | Regional or local authority and public sector entities | 4,0 %
4 | Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders | 8,0 %
5 | Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying | 5,0 %
6 | Consumer goods and services, transportation and storage, administrative and support service activities | 4,0 %
7 | Technology, telecommunications | 3,0 %
8 | Health care, utilities, professional and technical activities | 2,0 %
9 | Covered bonds issued by credit institutions established in Member States | 3,0 %
10 | Covered bonds issued by credit institutions in third countries | 6,0 %
11 | Credit quality step 4 to 6 and unrated | Central government, including central banks, of a third country, multilateral development banks and international organisations referred to in Article 117(2) or Article 118 | 13,0 %
12 | Regional or local authority and public sector entities | 13,0 %
13 | Financial sector entities including credit institutions incorporated or established by a central government, a regional government or a local authority and promotional lenders | 16,0 %
14 | Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying | 10,0 %
15 | | Consumer goods and services, transportation and storage, administrative and support service activities | 12,0 %
16 | Technology, telecommunications | 12,0 %
17 | Health care, utilities, professional and technical activities | 12,0 %
18 | Other sector | 13,0 %