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Article 186 - Risk factor for market risk concentration

Comparing 30/07/2020 → 15/04/2021: 0 added, 0 removed, 1 changed Close comparison

1. 1. Each single name exposure i shall be assigned, in accordance with the following table, a risk factor g_{i} 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 %

Official text · consolidated version 15/04/2021 (no longer in force) Open full page ↗
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