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art_224__para_1__table_1

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REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

Table 1 Credit quality step with which the credit assessment of the debt security is associated Residual Maturity Volatility adjustments for debt securities issued by entities described in Article 197(1)(b) Volatility adjustments for debt securities issued by entities described in Article 197(1) (c) and (d) Volatility adjustments for securitisation positions and meeting the criteria in Article 197(1) (h) 20-day liquidation period (%) 10-day liquidation period (%) 5-day liquidation period (%) 20-day liquidation period (%) 10-day liquidation period (%) 5-day liquidation period (%) 20-day liquidation period (%) 10-day liquidation period (%) 5-day liquidation period (%) 1 ≤ 1 year 0,707 0,5 0,354 1,414 1 0,707 2,829 2 1,414 >1 ≤ 5 years 2,828 2 1,414 5,657 4 2,828 11,314 8 5,657 > 5 years 5,657 4 2,828 11,314 8 5,657 22,628 16 11,313 2-3 ≤ 1 year 1,414 1 0,707 2,828 2 1,414 5,657 4 2,828 >1 ≤ 5 years 4,243 3 2,121 8,485 6 4,243 16,971 12 8,485 > 5 years 8,485 6 4,243 16,971 12 8,485 33,942 24 16,970 4 ≤ 1 year 21,213 15 10,607 N/A N/A N/A N/A N/A N/A >1 ≤ 5 years 21,213 15 10,607 N/A N/A N/A N/A N/A N/A > 5 years 21,213 15 10,607 N/A N/A N/A N/A N/A N/A

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.