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European Insurance and Occupational Pensions Authority

Relative excess exposure thresholds

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TITLE I > CHAPTER V > SECTION 5 > SUBSECTION 6

Article number:  185

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)  (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:  08 Apr 2024