Recital 9

(9) The BCBS Minimum capital requirements for market risk specify the risk weights applicable to the sensitivities of the risk-free rate risk factors, of inflation and to cross currency basis risk factors, to the credit spread risk factors for non-securitisations of bucket 11 in Table 4 of Article 325ah of Regulation (EU) No 575/2013, of covered bonds risk factors issued by credit institutions in third countries, of credit spread risk factors for securitisations included in the ACTP, of credit spread risk factors for securitisations not included in the ACTP, of equity risk factors and of commodity risk factors. The risk weights applicable to the sensitivities of those risk factors in the alternative standardised approach should be aligned with the BCBS Minimum capital requirements for market risk.

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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.