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in Article 224, paragraph 1, Tables 1 to 4 are replaced by the following: ‘Table 1 Table 2 Table 3 Other collateral or exposure types Table 4 Volatility adjustment for currency mismatch (Hfx) ’; Credit quality step with which the credit assessment of the debt security is associated | Residual maturity (m), expressed in years | Volatility adjustments for debt securities issued by entities as referred to in Article 197(1), point (b) | Volatility adjustments for debt securities issued by entities as referred to in Article 197(1), points (c) and (d) | Volatility adjustments for securitisation positions and meeting the criteria laid down in Article 197(1), point (h) | | 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) | 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) | 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) 1 | m ≤ 1 | 0,707 | 0,5 | 0,354 | 1,414 | 1 | 0,707 | 2,828 | 2 | 1,414 | 1 < m ≤ 3 | 2,828 | 2 | 1,414 | 4,243 | 3 | 2,121 | 11,314 | 8 | 5,657 | 3 < m ≤ 5 | 2,828 | 2 | 1,414 | 5,657 | 4 | 2,828 | 11,314 | 8 | 5,657 | 5 < m ≤ 10 | 5,657 | 4 | 2,828 | 8,485 | 6 | 4,243 | 22,627 | 16 | 11,314 | m > 10 | 5,657 | 4 | 2,828 | 16,971 | 12 | 8,485 | 22,627 | 16 | 11,314 2 to 3 | m ≤ 1 | 1,414 | 1 | 0,707 | 2,828 | 2 | 1,414 | 5,657 | 4 | 2,828 | 1 < m ≤ 3 | 4,243 | 3 | 2,121 | 5,657 | 4 | 2,828 | 16,971 | 12 | 8,485 | 3 < m ≤ 5 | 4,243 | 3 | 2,121 | 8,485 | 6 | 4,243 | 16,971 | 12 | 8,485 | 5 < m ≤ 10 | 8,485 | 6 | 4,243 | 16,971 | 12 | 8,485 | 33,941 | 24 | 16,971 | m > 10 | 8,485 | 6 | 4,243 | 28,284 | 20 | 14,142 | 33,941 | 24 | 16,971 4 | all | 21,213 | 15 | 10,607 | N/A | N/A | N/A | N/A | N/A | N/A Credit quality step with which the credit assessment of a short term debt security is associated | Residual maturity (m), expressed in years | Volatility adjustments for debt securities issued by entities as referred to in Article 197(1), point (b), with short-term credit assessments | Volatility adjustments for debt securities issued by entities as referred to in Article 197(1), points (c) and (d), with short-term credit assessments | Volatility adjustments for securitisation positions and meeting the criteria laid down in Article 197(1), point (h), with short-term credit assessments | | 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) | 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) | 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) 1 | | 0,707 | 0,5 | 0,354 | 1,414 | 1 | 0,707 | 2,828 | 2 | 1,414 2 to 3 | | 1,414 | 1 | 0,707 | 2,828 | 2 | 1,414 | 5,657 | 4 | 2,828 | 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) Main index equities, main index convertible bonds | 28,284 | 20 | 14,142 Other equities or convertible bonds listed on a recognised exchange | 42,426 | 30 | 21,213 Cash | 0 | 0 | 0 Gold bullion | 28,284 | 20 | 14,142 20-day liquidation period (%) | 10-day liquidation period (%) | 5-day liquidation period (%) 11,314 | 8 | 5,657

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.