(170)

in Article 325ae, paragraph 3 is replaced by the following: ‘3. The risk weights of risk factors based on the currencies included in the most liquid currency sub-category as referred to in Article 325bd(7), point (b), and the domestic currency of the institution shall be the following: ; for risk-free rate risk factors, the risk weights referred to in paragraph 1, Table 3, of this Article divided by ; for inflation risk factor and cross currency basis risk factors, the risk weights referred to in paragraph 2 of this Article divided by .’

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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.