art_224__para_1__table_2

Table 2 Credit quality step with which the credit assessment of a short term debt security is associated Volatility adjustments for debt securities issued by entities described in Article 197(1)(b) with short-term credit assessments Volatility adjustments for debt securities issued by entities described in Article 197(1) (c) and (d) with short-term credit assessments 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 0,707 0,5 0,354 1,414 1 0,707 2,829 2 1,414 2-3 1,414 1 0,707 2,828 2 1,414 5,657 4 2,828

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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.