Article 185
Relative excess exposure thresholds
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 % |