art_1__point_6__table

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

Bucket | Maturity | Risk Weight 1 | 0,25 years | 1,7 % 2 | 0,5 years | 1,7 % 3 | 1 year | 1,6 % 4 | 2 years | 1,3 % 5 | 3 years | 1,2 % 6 | 5 years | 1,1 % 7 | 10 years | 1,1 % 8 | 15 years | 1,1 % 9 | 20 years | 1,1 % 10 | 30 years | 1,1 %

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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.