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European Insurance and Occupational Pensions Authority

Risk factor for market risk concentration

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TITLE I > CHAPTER V > SECTION 5 > SUBSECTION 6

Article number:  186

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). (see here for the table).

Metadata

RULEBOOK TOPIC:  SUBSECTION 6 - Market risk concentrations sub-module

RULEBOOK CATEGORY:  DELEGATED REGULATION (EU) 2015/35

Last update on:  12 Jul 2024