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 % |