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 % |