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 % | |