anx_I__cpt_4__cpt_2__cpt_1__point_20__table_1

Directive 2006/49/EC of the European Parliament and of the Council of 14 June 2006 on the capital adequacy of investment firms and credit institutions (recast) · European Union

Table 2 Zone Maturity band Weighting (in %) Assumed interest rate change (in %) Coupon of 3 % or more Coupon of less than 3 % One 0 ≤ 1 month 0 ≤ 1 month 0,00 — > 1 ≤ 3 months > 1 ≤ 3 months 0,20 1,00 > 3 ≤ 6 months > 3 ≤ 6 months 0,40 1,00 > 6 ≤ 12 months > 6 ≤ 12 months 0,70 1,00 Two > 1 ≤ 2 years > 1,0 ≤ 1,9 years 1,25 0,90 > 2 ≤ 3 years > 1,9 ≤ 2,8 years 1,75 0,80 > 3 ≤ 4 years > 2,8 ≤ 3,6 years 2,25 0,75 Three > 4 ≤ 5 years > 3,6 ≤ 4,3 years 2,75 0,75 > 5 ≤ 7 years > 4,3 ≤ 5,7 years 3,25 0,70 > 7 ≤ 10 years > 5,7 ≤ 7,3 years 3,75 0,65 > 10 ≤ 15 years > 7,3 ≤ 9,3 years 4,50 0,60 > 15 ≤ 20 years > 9,3 ≤ 10,6 years 5,25 0,60 > 20 years > 10,6 ≤ 12,0 years 6,00 0,60 > 12,0 ≤ 20,0 years 8,00 0,60 > 20 years 12,50 0,60

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Source: EUR-Lex (Cellar) · retrieved 2026-10-10 · Text as adopted (Official Journal); later amendments are not incorporated in this text.