art_1__point_130__table__2

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

← art_1__point_130__table · All articles · art_1__point_130__table__3 →

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