art_30__para_1__table

Asset class | Volatility adjustment repurchase transactions | Volatility adjustment other transactions Debt securities issued by central governments or central banks | ≤ 1 year | 0,707 % | 1 % > 1 year ≤ 5 years | 2,121 % | 3 % > 5 years | 4,243 % | 6 % Debt securities issued by other entities | ≤ 1 year | 1,414 % | 2 % > 1 year ≤ 5 years | 4,243 % | 6 % > 5 years | 8,485 % | 12 % Securitisation positions | ≤ 1 year | 2,828 % | 4 % > 1 year ≤ 5 years | 8,485 % | 12 % > 5 years | 16,970 % | 24 % Listed equities and convertibles | 14,143 % | 20 % Other securities and commodities | 17,678 % | 25 % Gold | 10,607 % | 15 % Cash | 0 % | 0 %

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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.