ANNEX I
Benchmarks for the purposes of Article 14
Table 1
Long-run benchmark
(3-year time horizon)
Credit Quality Step | Long run benchmark | ||
Mid value | Lower bound | Upper bound | |
1 | 0,10 % | 0,00 % | 0,16 % |
2 | 0,25 % | 0,17 % | 0,54 % |
3 | 1,00 % | 0,55 % | 2,39 % |
4 | 7,50 % | 2,40 % | 10,99 % |
5 | 20,00 % | 11,00 % | 26,49 % |
6 | 34,00 % | 26,50 % | 100,00 % |
Table 2
Short run benchmarks
(3-year time horizon)
Credit Quality Step | Short run benchmarks | |
Monitoring level | Trigger level | |
1 | 0,80 % | 1,20 % |
2 | 1,00 % | 1,30 % |
3 | 2,40 % | 3,00 % |
4 | 11,00 % | 12,40 % |
5 | 28,60 % | 35,00 % |
6 | not applicable | not applicable |