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Commission Delegated Regulation (EU) 2021/424 of 17 December 2019 amending Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the alternative standardised approach for market risk (Text with EEA relevance) · European Union

in paragraph 1 of Article 325am, Table 7 is replaced by the following: ‘Table 7 Bucket number | Credit quality | Sector | Risk weight 1 | Senior and Credit quality step 1 to 3 | RMBS — Prime | 0,9 % 2 | RMBS — Mid-Prime | 1,5 % 3 | RMBS — Sub-Prime | 2,0 % 4 | CMBS | 2,0 % 5 | Asset backed securities (ABS) — Student loans | 0,8 % 6 | ABS — Credit cards | 1,2 % 7 | ABS — Auto | 1,2 % 8 | Collateralised loan obligations (CLO) non-ACTP | 1,4 % 9 | Non-senior and credit quality step 1 to 3 | RMBS — Prime | 1,125 % 10 | RMBS — Mid-Prime | 1,875 % 11 | RMBS — Sub-Prime | 2,5 % 12 | CMBS | 2,5 % 13 | ABS — Student loans | 1 % 14 | ABS — Credit cards | 1,5 % 15 | ABS — Auto | 1,5 % 16 | CLO non-ACTP | 1,75 % 17 | Credit quality step 4 to 6 and unrated | RMBS — Prime | 1,575 % 18 | RMBS — Mid-Prime | 2,625 % 19 | RMBS — Sub-Prime | 3,5 % 20 | CMBS | 3,5 % 21 | ABS — Student loans | 1,4 % 22 | ABS — Credit cards | 2,1 % 23 | ABS — Auto | 2,1 % 24 | CLO non-ACTP | 2,45 % 25 | Other sector | 3,5 %’

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Source: EUR-Lex (Cellar) · retrieved 2026-10-18 · Text as adopted (Official Journal); later amendments are not incorporated in this text.