art_1__point_90__table__20
| γbc = γbc (rating) · γbc (sector) where: γbc (rating) shall be equal to 1 where the two buckets have the same credit quality category (either credit quality step 1 to 3 or credit quality step 4 to 6), otherwise it shall be equal to 50 %; for the purposes of that calculation, bucket 1 shall be considered as belonging to the same credit quality category as buckets that have credit quality step 1 to 3; and γbc (sector) shall be equal to 1 where the two buckets belong to the same sector, and otherwise shall be equal to the corresponding percentage set out in Table 5: Table 5 Bucket 1, 2 and 11 3 and 12 4 and 13 5 and 14 6 and 15 7 and 16 8 and 17 9 1, 2 and 11 75 % 10 % 20 % 25 % 20 % 15 % 10 % 3 and 12 5 % 15 % 20 % 15 % 10 % 10 % 4 and 13 5 % 15 % 20 % 5 % 20 % 5 and 14 20 % 25 % 5 % 5 % 6 and 15 25 % 5 % 15 % 7 and 16 5 % 20 % 8 and 17 5 % 9 —
← art_1__point_90__table__19 · All articles · art_1__point_90__table__21 →
Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.