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Regulatory Tables

Every cited regulatory value in the rulepack packs src/rwa_calc/rulebook/packs/{common,crr,b31}.py, rendered from rwa_calc.rulebook.resolve.resolve(regime, date). This page is generated — a wrong value here is a rulepack finding, never a docs edit. Entries identical under both regimes appear once; divergent entries appear per regime.

Package version 0.3.25. Resolved packs:

  • CRR (crr @ 2026-01-01) — 203 entries, content hash ce2b4dbd2b2f7daf
  • Basel 3.1 (b31 @ 2027-01-01) — 235 entries, content hash 9a883964d8479e76

Regime features

On/off behaviour switches (Feature).

Name CRR Basel 3.1 Citation
airb_ead_floor_applies off on CRR Art. 166 / PS1/26, paragraph 166D
airb_lgd_collateral_method_applicable off on CRR Art. 181 / PS1/26, paragraph 169A
airb_lgd_floor off on CRR Art. 164 / PS1/26, paragraph 161
approach_restrictions_b31_applicable off on CRR Art. 147 / PS1/26, paragraph 147A
b31_art_124e_three_property_limit_applies off on CRR Art. 124 / PS1/26, paragraph 124E
b31_exposure_subclass_reporting_applies off on CRR Art. 147 / PS1/26, paragraph 147A
b31_high_risk_class_applicable off on CRR Art. 128 / PS1/26, paragraph 128
ccr_synthetic_maturity on on CRR Art. 162 / PS1/26, paragraph 162
ccr_transitional_alpha_addon_applicable off on CRR Art. 274 / PS1/26, paragraph 274
central_bank_uses_sovereign_cqs off on CRR Art. 114 / PS1/26, paragraph 114
collateral_haircut_maturity_bands_revised off on CRR Art. 224 / PS1/26, paragraph 224
crr_non_named_mdb_institution_irb_class on off CRR Art. 147 / PS1/26, paragraph 147
crr_retail_re_portfolio_lgd_floor on off CRR Art. 164 / PS1/26, paragraph 164
cva_ba_cva — on PS1/26, paragraph 4.1
double_default_treatment on off CRR Art. 153(3) / PS1/26, paragraph 153
equity_irb_approaches_available on off CRR Art. 155 / PS1/26, paragraph 133
equity_revised_sa_risk_weights off on CRR Art. 133 / PS1/26, paragraph 133
equity_transitional off on CRR Art. 133 / PS1/26, paragraph 4.1
firb_fixed_supervisory_maturity on off CRR Art. 162(1) / PS1/26, paragraph 162
firb_fse_senior_lgd_split off on CRR Art. 161(1)(a) / PS1/26, paragraph 161
firb_min_collateralisation_threshold_applies on off CRR Art. 230 / PS1/26, paragraph 230
firb_overcollateralisation_divisor_applies on off CRR Art. 230 / PS1/26, paragraph 230
firb_sft_supervisory_maturity on off CRR Art. 162(1) / PS1/26, paragraph 162
firb_uses_sa_ccf off on CRR Art. 166 / PS1/26, paragraph 166C
intragroup_zero_rw on on CRR Art. 113 / PS1/26, paragraph 113
irb_correlation_sme_gbp_native off on CRR Art. 153(4) / PS1/26, paragraph 153
mna_intermediate_floor_requires_daily_condition off on CRR Art. 162(2) / PS1/26, paragraph 162
one_day_maturity_floor on off CRR Art. 162(3) / PS1/26, paragraph 162
output_floor off on CRR Art. 92 / PS1/26, paragraph 92
post_model_adjustments off on CRR Art. 153 / PS1/26, paragraph 154
regulatory_thresholds_fx_derived on off CRR Art. 123 / PS1/26, paragraph 147
retail_art_123a_two_path_applicable off on CRR Art. 123 / PS1/26, paragraph 123A
revolving_uses_termination_maturity off on CRR Art. 162 / PS1/26, paragraph 162
sa_currency_mismatch_multiplier off on CRR Art. 123 / PS1/26, paragraph 123B
sa_due_diligence_override off on CRR Art. 110 / PS1/26, paragraph 110A
sa_re_split_art_124_4_all_or_nothing off on CRR Art. 124 / PS1/26, paragraph 124
sa_re_split_cre_rental_coverage_required on off CRR Art. 126 / PS1/26, paragraph 124H
sa_re_split_revised_parameters off on CRR Art. 125 / PS1/26, paragraph 124F
sa_re_split_whole_loan_path_applies off on CRR Art. 126 / PS1/26, paragraph 124H
sa_revised_ccf_table off on CRR Art. 111 / PS1/26, paragraph 111
sa_revised_defaulted_treatment off on CRR Art. 127 / PS1/26, paragraph 127
sa_revised_risk_weight_overrides off on CRR Art. 112 / PS1/26, paragraph 122
sa_revised_risk_weight_tables off on CRR Art. 122 / PS1/26, paragraph 122
sa_sl_inferred_rating_disapplied off on CRR Art. 139 / PS1/26, paragraph 139
slotting_guarantee_substitution on on CRR Art. 235 / PS1/26, paragraph 235
slotting_revised_tables off on CRR Art. 153(5) / PS1/26, paragraph 153
supporting_factors on off CRR Art. 501 / PS1/26, paragraph 501
ucp_unilateral_change_ineligible off on CRR Art. 213 / PS1/26, paragraph 213

Scalar parameters

Decimal-valued parameters (ScalarParam). Risk weights and factors are decimal fractions (0.20 = 20%).

Name CRR Basel 3.1 Citation
airb_obs_floor_b_multiplier — 0.5 PS1/26, paragraph 166D
airb_revolving_ccf_floor_multiplier — 0.5 PS1/26, paragraph 166D
b31_adc_presold_risk_weight — 1.00 PS1/26, paragraph 124K
b31_adc_risk_weight — 1.50 PS1/26, paragraph 124K
b31_commercial_general_max_secured_ratio — 0.55 PS1/26, paragraph 124H
b31_commercial_general_secured_rw — 0.60 PS1/26, paragraph 124H
b31_corporate_investment_grade_rw — 0.65 PS1/26, paragraph 122
b31_corporate_non_investment_grade_rw — 1.35 PS1/26, paragraph 122
b31_corporate_sme_rw — 0.85 PS1/26, paragraph 122
b31_cre_income_junior_rw_high — 1.375 PS1/26, paragraph 124I
b31_cre_income_junior_rw_low — 1.00 PS1/26, paragraph 124I
b31_cre_income_junior_rw_mid — 1.25 PS1/26, paragraph 124I
b31_currency_mismatch_hedge_coverage_floor — 0.90 PS1/26, paragraph 123B
b31_currency_mismatch_multiplier — 1.5 PS1/26, paragraph 123B
b31_currency_mismatch_rw_cap — 1.50 PS1/26, paragraph 123B
b31_defaulted_provision_threshold — 0.20 PS1/26, paragraph 127
b31_defaulted_resi_re_non_income_rw — 1.00 PS1/26, paragraph 127
b31_defaulted_rw_high_provision — 1.00 PS1/26, paragraph 127
b31_defaulted_rw_low_provision — 1.50 PS1/26, paragraph 127
b31_other_re_cre_floor_rw — 0.60 PS1/26, paragraph 124J
b31_other_re_income_dependent_rw — 1.50 PS1/26, paragraph 124J
b31_residential_general_max_secured_ratio — 0.55 PS1/26, paragraph 124F
b31_residential_general_secured_rw — 0.20 PS1/26, paragraph 124F
b31_residential_income_junior_ltv_threshold — 0.50 PS1/26, paragraph 124G
b31_residential_income_junior_multiplier — 1.25 PS1/26, paragraph 124G
b31_retail_granularity_limit — 0.002 PS1/26, paragraph 123
b31_retail_non_regulatory_rw — 1.00 PS1/26, paragraph 123
b31_retail_payroll_loan_rw — 0.35 PS1/26, paragraph 123
b31_retail_transactor_rw — 0.45 PS1/26, paragraph 123
b31_rre_residual_rw_natural_person — 0.75 PS1/26, paragraph 124L
b31_rre_residual_rw_other_sme — 0.85 PS1/26, paragraph 124L
b31_rre_residual_rw_retail_sme — 0.75 PS1/26, paragraph 124L
b31_rre_residual_rw_social_housing_floor — 0.75 PS1/26, paragraph 124L
b31_subordinated_debt_rw — 1.50 PS1/26, paragraph 133
ccr_wwr_specific_lgd_override 1.0 1.0 CRR Art. 291
crr_corporate_sme_rw 1.00 — CRR Art. 122
crr_defaulted_provision_threshold 0.20 — CRR Art. 127
crr_defaulted_rw_high_provision 1.00 — CRR Art. 127
crr_defaulted_rw_low_provision 1.50 — CRR Art. 127
crr_non_regulatory_retail_rw 1.00 — CRR Art. 123
cva_ba_beta — 0.25 PS1/26, paragraph 4.5
cva_ba_index_diversification_factor — 0.70 PS1/26, paragraph 4.8
cva_ba_supervisory_correlation — 0.50 PS1/26, paragraph 4.2
cva_ba_supervisory_discount_rate — 0.05 PS1/26, paragraph 4.3
ds_ba_cva — 0.65 PS1/26, paragraph 4.2
ecb_zero_rw 0.00 0.00 CRR Art. 114
equity_netting_min_hedge_years 1.0 — CRR Art. 155(2)
equity_pd_lgd_maturity 5.0 — CRR Art. 165
equity_pd_lgd_no_default_info_scaling 1.5 — CRR Art. 155(3)
failed_trade_dvp_mult_16_30 0.50 0.50 CRR Art. 378
failed_trade_dvp_mult_31_45 0.75 0.75 CRR Art. 378
failed_trade_dvp_mult_46_plus 1.00 1.00 CRR Art. 378
failed_trade_dvp_mult_5_15 0.08 0.08 CRR Art. 378
failed_trade_non_dvp_col4_rw_multiplier 12.50 12.50 CRR Art. 379
fcsm_equity_collateral_rw 1.00 1.00 CRR Art. 222(1)
fcsm_rw_floor 0.20 0.20 CRR Art. 222(1)
fcsm_sft_cmp_floor 0.00 0.00 CRR Art. 222(4)(a)
fcsm_sft_non_cmp_floor 0.10 0.10 CRR Art. 222(4)(b)
fcsm_sovereign_bond_discount 0.20 0.20 CRR Art. 222(4)(b)
firb_credit_line_ccf 0.75 — CRR Art. 166
firb_fixed_supervisory_maturity_years 2.5 2.5 CRR Art. 162(1)
firb_sft_supervisory_maturity_years 0.5 0.5 CRR Art. 162(1)
firb_trade_lc_ccf 0.20 — CRR Art. 166
fx_haircut 0.08 0.08 CRR Art. 224
gcra_cap_rate — 0.0125 PS1/26, paragraph 92
high_risk_rw 1.50 1.50 CRR Art. 128
institution_short_term_unrated_rw_crr 0.20 — CRR Art. 121
intragroup_zero_rw_pct 0.00 0.00 CRR Art. 113 / PS1/26, paragraph 113
io_zero_rw 0.00 0.00 CRR Art. 118
irb_maturity_floor_collateralised_deriv_years 0.02739726027397260273972602740 0.02739726027397260273972602740 CRR Art. 162(2)
irb_maturity_floor_repo_sft_years 0.01369863013698630136986301370 0.01369863013698630136986301370 CRR Art. 162(2)
irb_scaling_factor 1.06 1.0 CRR Art. 153(1) / PS1/26, paragraph 153
mdb_named_zero_rw 0.00 0.00 CRR Art. 117
mdb_unrated_rw 0.50 0.50 CRR Art. 117
mf_margined_scalar 1.5 1.5 CRR Art. 279c
mf_unmargined_cap_years 1.0 1.0 CRR Art. 279c
mf_unmargined_denom_years 1.0 1.0 CRR Art. 279c
mortgage_rw_floor — 0.10 PS1/26, paragraph 154
oc_short_maturity_ccf 0.20 0.20 CRR Art. 111
one_day_maturity_floor_years 0.002739726027397260273972602740 0.002739726027397260273972602740 CRR Art. 162(3)
other_items_cash_rw 0.00 0.00 CRR Art. 134
other_items_collection_rw 0.20 0.20 CRR Art. 134
other_items_default_rw 1.00 1.00 CRR Art. 134
other_items_gold_rw 0.00 0.00 CRR Art. 134
other_items_tangible_rw 1.00 1.00 CRR Art. 134
output_floor_pct_full — 0.725 PS1/26, paragraph 92
own_funds_to_rwa_factor 12.5 12.5 CRR Art. 92
pfe_aggregate_denom_coeff 2 2 CRR Art. 278
pfe_multiplier_floor_f 0.05 0.05 CRR Art. 278
pse_non_equivalent_jurisdiction_rw 1.00 1.00 CRR Art. 116
pse_short_term_rw 0.20 0.20 CRR Art. 116
pse_unrated_default_rw 1.00 1.00 CRR Art. 116
qccp_client_cleared_rw 0.04 0.04 CRR Art. 306
qccp_proprietary_rw 0.02 0.02 CRR Art. 306
re_split_cre_secured_ltv_cap 0.50 0.55 CRR Art. 126 / PS1/26, paragraph 124H
re_split_rre_secured_ltv_cap 0.80 0.55 CRR Art. 125 / PS1/26, paragraph 124F
restructuring_exclusion_haircut 0.40 0.40 CRR Art. 233(2)
retail_commercial_re_portfolio_lgd_floor 0.15 — CRR Art. 164
retail_residential_re_portfolio_lgd_floor 0.10 — CRR Art. 164
retail_risk_weight 0.75 0.75 CRR Art. 123
rgla_domestic_currency_rw 0.20 0.20 CRR Art. 115
rgla_uk_devolved_rw 0.00 0.00 CRR Art. 115
rgla_uk_local_auth_rw 0.20 0.20 CRR Art. 115
rgla_unrated_default_rw 1.00 1.00 CRR Art. 115
sa_ccf_default 0.50 0.50 CRR Art. 111
sa_ccr_alpha 1.4 1.4 CRR Art. 274(2)
sa_ccr_alpha_carve_out 1.0 1.0 CRR Art. 274(2)
sa_ccr_cdo_tranche_coefficient 14 14 CRR Art. 279a
sa_ccr_cdo_tranche_numerator 15 15 CRR Art. 279a
sa_ccr_correlation_commodity 0.40 0.40 CRR Art. 280
sa_ccr_correlation_credit_idx 0.80 0.80 CRR Art. 280
sa_ccr_correlation_credit_sn 0.50 0.50 CRR Art. 280
sa_ccr_correlation_equity_idx 0.80 0.80 CRR Art. 280
sa_ccr_correlation_equity_sn 0.50 0.50 CRR Art. 280
sa_ccr_ir_bucket_correlation_12 0.7 0.7 CRR Art. 277a
sa_ccr_ir_bucket_correlation_13 0.3 0.3 CRR Art. 277a
sa_ccr_ir_bucket_correlation_23 0.7 0.7 CRR Art. 277a
sa_ccr_option_volatility_commodity_electricity 1.50 1.50 CRR Art. 279a
sa_ccr_option_volatility_commodity_other 0.70 0.70 CRR Art. 279a
sa_ccr_option_volatility_credit_idx 0.80 0.80 CRR Art. 279a
sa_ccr_option_volatility_credit_sn 1.00 1.00 CRR Art. 279a
sa_ccr_option_volatility_equity_idx 0.75 0.75 CRR Art. 279a
sa_ccr_option_volatility_equity_sn 1.20 1.20 CRR Art. 279a
sa_ccr_option_volatility_fx 0.15 0.15 CRR Art. 279a
sa_ccr_option_volatility_ir 0.50 0.50 CRR Art. 279a
sa_ccr_start_floor_years 0.04 0.04 CRR Art. 279b
sa_ccr_supervisory_duration_rate 0.05 0.05 CRR Art. 279b
sa_ccr_supervisory_factor_equity_idx 0.20 0.20 CRR Art. 280
sa_ccr_supervisory_factor_equity_sn 0.32 0.32 CRR Art. 280
sa_ccr_supervisory_factor_fx 0.04 0.04 CRR Art. 280
sa_ccr_supervisory_factor_ir 0.005 0.005 CRR Art. 280
slotting_short_maturity_threshold_years 2.5 2.5 CRR Art. 153(5)

Integer parameters

Integer counts — day floors, thresholds, band bounds (IntParam).

Name CRR Basel 3.1 Citation
b31_rre_three_property_limit — 3 PS1/26, paragraph 124E
failed_trade_dvp_band_16_30_lower_days 16 16 CRR Art. 378
failed_trade_dvp_band_31_45_lower_days 31 31 CRR Art. 378
failed_trade_dvp_band_46_plus_lower_days 46 46 CRR Art. 378
failed_trade_dvp_band_5_15_lower_days 5 5 CRR Art. 378
failed_trade_non_dvp_col4_lower_days 5 5 CRR Art. 379
liquidation_period_capital_market 10 10 CRR Art. 224
liquidation_period_repo 5 5 CRR Art. 224
liquidation_period_secured_lending 20 20 CRR Art. 224
mf_margined_dispute_multiplier 2 2 CRR Art. 285
mf_margined_dispute_threshold 2 2 CRR Art. 285
mf_margined_floor_days_large_or_illiquid 20 20 CRR Art. 285
mf_margined_floor_days_otc 10 10 CRR Art. 285
mf_margined_floor_days_repo_sft 5 5 CRR Art. 285
mf_margined_large_netting_set_trade_count 5000 5000 CRR Art. 285
mf_unmargined_floor_days 10 10 CRR Art. 279c
oc_short_maturity_threshold_days 365 365 CRR Art. 111
sa_ccr_business_days_per_year 250 250 CRR Art. 279c
zero_haircut_max_sovereign_cqs 1 1 CRR Art. 227

Date parameters

Calendar-date parameters (DateParam).

Name CRR Basel 3.1 Citation
b31_effective_date — 2027-01-01 PS1/26, paragraph 123B

Lookup tables

Exact-match key → value tables (LookupTable).

b31_corporate_risk_weights

Basel 3.1 only — PS1/26, paragraph 122 ((2) Table 6 corporate RW (CQS3 75%, CQS5 150%))

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 0.75
4 1.00
5 1.50
6 1.50
None 1.00

b31_corporate_short_term_ecai_risk_weights

Basel 3.1 only — PS1/26, paragraph 122 ((3) Table 6A dedicated short-term ECAI corporate RW)

Key column: cqs; default 1.50

Key Value
1 0.20
2 0.50
3 1.00
4 1.50
5 1.50
6 1.50

b31_covered_bond_risk_weights

Basel 3.1 only — PS1/26, paragraph 129 ((4) Table 7 covered-bond RW (= CRR Table 6A))

Key column: cqs; default 1.00

Key Value
1 0.10
2 0.20
3 0.20
4 0.50
5 0.50
6 1.00

b31_covered_bond_unrated_from_scra

Basel 3.1 only — PS1/26, paragraph 129 ((5) unrated CB RW direct from issuer SCRA grade)

Key column: scra_grade; default 1.00

Key Value
A_ENHANCED 0.15
A 0.20
B 0.35
C 1.00

b31_ecra_short_term_ecai_risk_weights

Basel 3.1 only — PS1/26, paragraph 120 ((2B) Table 4A dedicated short-term ECAI institution RW)

Key column: cqs; default 1.50

Key Value
1 0.20
2 0.50
3 1.00
4 1.50
5 1.50

b31_ecra_short_term_risk_weights

Basel 3.1 only — PS1/26, paragraph 120 ((2) Table 4 ECRA short-term (long-term rating, <=3m))

Key column: cqs; default 1.50

Key Value
1 0.20
2 0.20
3 0.20
4 0.50
5 0.50
6 1.50

b31_sa_sl_risk_weights

Basel 3.1 only — PS1/26, paragraph 122A (SA specialised-lending risk weights)

Key column: sl_type

Key Value
object_finance 1.00
commodities_finance 1.00
project_finance_pre_operational 1.30
project_finance_operational 1.00
project_finance_high_quality 0.80

b31_scra_risk_weights

Basel 3.1 only — PS1/26, paragraph 120 (SCRA long-term institution RW by grade (CRE20.18-21))

Key column: scra_grade; default 1.50

Key Value
A 0.40
A_ENHANCED 0.30
B 0.75
C 1.50

b31_scra_short_term_risk_weights

Basel 3.1 only — PS1/26, paragraph 120 (Art. 120A SCRA short-term institution RW by grade)

Key column: scra_grade; default 1.50

Key Value
A 0.20
A_ENHANCED 0.20
B 0.50
C 1.50

cgcb_risk_weights

CRR — CRR Art. 114 (central govt / central bank RW by CQS)

Key column: cqs; default 1.00

Key Value
1 0.00
2 0.20
3 0.50
4 1.00
5 1.00
6 1.50
0 1.00

corporate_cqs_rw

CRR — CRR Art. 122

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50

corporate_risk_weights

CRR — CRR Art. 122 (Table 6 corporate RW by CQS)

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 1.00
4 1.00
5 1.50
6 1.50
0 1.00

covered_bond_risk_weights

CRR — CRR Art. 129 (Table 6A covered-bond RW by CQS (rated))

Key column: cqs; default 1.00

Key Value
1 0.10
2 0.20
3 0.20
4 0.50
5 0.50
6 1.00

covered_bond_unrated_derivation_b31

Basel 3.1 only — PS1/26, paragraph 129 ((5) unrated CB derivation from issuer RW (7-input))

Key column: issuer_institution_rw; default 1.00

Key Value
0.20 0.10
0.30 0.15
0.40 0.20
0.50 0.25
0.75 0.35
1.00 0.50
1.50 1.00

covered_bond_unrated_derivation_crr

CRR — CRR Art. 129 ((5)(a)-(d) unrated CB derivation from issuer RW)

Key column: issuer_institution_rw; default 1.00

Key Value
0.20 0.10
0.50 0.20
1.00 0.50
1.50 1.00

crr_short_term_ecai_risk_weights

CRR — CRR Art. 131 (Table 7 short-term ECAI RW)

Key column: cqs; default 1.50

Key Value
1 0.20
2 0.50
3 1.00
4 1.50
5 1.50
6 1.50

eca_meip_risk_weights

Both regimes — CRR Art. 137 ((1)-(2) Table 9 ECA/MEIP score -> sovereign RW)

Key column: eca_meip_score; default 1.00

Key Value
0 0.00
1 0.00
2 0.20
3 0.50
4 1.00
5 1.00
6 1.00
7 1.50

equity_irb_simple_el

CRR — CRR Art. 158(7) (IRB simple equity EL 0.8% div-PE/exch, 2.4% other)

Key column: equity_type; default 0.024

Key Value
central_bank 0.0
subordinated_debt 0.024
private_equity_diversified 0.008
private_equity 0.024
exchange_traded 0.008
listed 0.008
government_supported 0.024
unlisted 0.024
speculative 0.024
ciu 0.024
other 0.024

equity_irb_simple_risk_weights

CRR — CRR Art. 155 ((2) IRB simple PE-div 190%/exch 290%/other 370%)

Key column: equity_type; default 3.70

Key Value
central_bank 0.00
subordinated_debt 3.70
private_equity_diversified 1.90
private_equity 3.70
exchange_traded 2.90
listed 2.90
government_supported 3.70
unlisted 3.70
speculative 3.70
ciu 3.70
other 3.70

equity_sa_risk_weights

CRR — CRR Art. 133 (Art. 133(2) 100% flat / Art. 132(2) CIU 1250%)

Key column: equity_type; default 1.00

Key Value
central_bank 0.00
subordinated_debt 1.00
listed 1.00
exchange_traded 1.00
government_supported 1.00
unlisted 1.00
speculative 1.00
private_equity 1.00
private_equity_diversified 1.00
ciu 12.50
other 1.00

Basel 3.1 — PS1/26, paragraph 133 (Art. 133(3)-(5) equity SA RW 250%/400%/150%)

Key column: equity_type; default 2.50

Key Value
central_bank 0.00
subordinated_debt 1.50
listed 2.50
exchange_traded 2.50
government_supported 2.50
unlisted 2.50
speculative 4.00
private_equity 4.00
private_equity_diversified 4.00
ciu 12.50
other 2.50

firb_obs_fallback_ccf

CRR — CRR Art. 166 ((10) F-IRB fallback: FR 100%, MR/OC 50%, MLR 20%, LR 0%)

Key column: risk_type; default 0.50

Key Value
FR 1.00
FRC 1.00
MR 0.50
MR_ISSUED 0.50
OC 0.50
MLR 0.20
LR 0.00

institution_rw_b31_ecra

Basel 3.1 only — PS1/26, paragraph 120 (Table 3 ECRA institution RW (CQS2 30%, unrated 40%))

Key column: cqs; default 0.40

Key Value
1 0.20
2 0.30
3 0.50
4 1.00
5 1.00
6 1.50
0 0.40

institution_rw_crr

CRR — CRR Art. 120 (Table 3 institution RW by CQS (CQS2 50%))

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 0.50
4 1.00
5 1.00
6 1.50
0 1.00

institution_rw_sovereign_derived

CRR — CRR Art. 121 (Table 5 sovereign-derived institution RW (unrated))

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 1.00
4 1.00
5 1.00
6 1.50

institution_short_term_rw_b31_ecra

Basel 3.1 only — PS1/26, paragraph 120 ((2) Table 4 ECRA short-term institution RW)

Key column: cqs; default 0.20

Key Value
1 0.20
2 0.20
3 0.20
4 0.50
5 0.50
6 1.50
0 0.20

institution_short_term_rw_crr

CRR — CRR Art. 120 ((2) Table 4 short-term institution RW (<=3m))

Key column: cqs; default 0.20

Key Value
1 0.20
2 0.20
3 0.20
4 0.50
5 0.50
6 1.50
0 0.20

mdb_risk_weights_table_2b

CRR — CRR Art. 117 ((1) Table 2B non-named MDB RW by CQS)

Key column: cqs; default 0.50

Key Value
1 0.20
2 0.30
3 0.50
4 1.00
5 1.00
6 1.50
0 0.50

min_collateralisation_thresholds

Both regimes — CRR Art. 230 (minimum collateralisation thresholds)

Key column: collateral_category; default 0.0

Key Value
financial 0.0
receivables 0.0
real_estate 0.30
other_physical 0.30
life_insurance 0.0

overcollateralisation_ratios

Both regimes — CRR Art. 230 (Table 5 overcollateralisation divisors)

Key column: collateral_category; default 1.0

Key Value
financial 1.0
receivables 1.25
real_estate 1.40
other_physical 1.40
life_insurance 1.0

pse_risk_weights_own_rating

CRR — CRR Art. 116 ((2) Table 2A PSE own-rating RW)

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 0.50
4 1.00
5 1.00
6 1.50

pse_risk_weights_sovereign_derived

CRR — CRR Art. 116 ((1) Table 2 PSE sovereign-derived RW)

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 1.00
4 1.00
5 1.00
6 1.50

rgla_risk_weights_own_rating

CRR — CRR Art. 115 ((1)(b) Table 1B RGLA own-rating RW)

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 0.50
4 1.00
5 1.00
6 1.50

rgla_risk_weights_sovereign_derived

CRR — CRR Art. 115 ((1)(a) Table 1A RGLA sovereign-derived RW)

Key column: cqs; default 1.00

Key Value
1 0.20
2 0.50
3 1.00
4 1.00
5 1.00
6 1.50

sa_ccf

CRR — CRR Art. 111 (SA CCFs (Annex I): FR/FRC 100%, MR/OC 50%, MLR 20%, LR 0%)

Key column: risk_type; default 0.50

Key Value
FR 1.00
FRC 1.00
MR 0.50
MR_ISSUED 0.50
OC 0.50
MLR 0.20
LR 0.00

Basel 3.1 — PS1/26, paragraph 111 (Table A1 SA CCFs (OC 40% Row 5, LR/UCC 10% Row 6))

Key column: risk_type; default 0.50

Key Value
FR 1.00
FRC 1.00
MR 0.50
MR_ISSUED 0.50
OC 0.40
MLR 0.20
LR 0.10

sa_ccr_supervisory_factors_commodity

Both regimes — CRR Art. 280 (Table 1 commodity SF by bucket)

Key column: commodity_type; default 0.18

Key Value
ELECTRICITY 0.40
OIL_GAS 0.18
METALS 0.18
AGRICULTURAL 0.18
OTHER 0.18

sa_ccr_supervisory_factors_credit_idx

Both regimes — CRR Art. 280 (Table 1 index credit SF by quality)

Key column: credit_quality; default 0.0106

Key Value
IG 0.0038
HY 0.0106

sa_ccr_supervisory_factors_credit_sn

Both regimes — CRR Art. 280 (Table 1 single-name credit SF by quality)

Key column: credit_quality; default 0.06

Key Value
IG 0.0046
HY 0.013
NON_RATED 0.06

sa_ccr_transitional_addon_phase

Basel 3.1 only — PS1/26, paragraph 274 ((2A) transitional alpha add-on phase-out 2027-2029)

Key column: reporting_year; default 0

Key Value
2027 0.60
2028 0.40
2029 0.20

slotting_el_base

CRR — CRR Art. 158(6) (slotting EL rate, remaining maturity >= 2.5y)

Key column: slotting_category; default 0.028

Key Value
strong 0.004
good 0.008
satisfactory 0.028
weak 0.08
default 0.50

Basel 3.1 — PS1/26, paragraph 158 ((6) Table B slotting EL rate (>= 2.5y))

Key column: slotting_category; default 0.028

Key Value
strong 0.004
good 0.008
satisfactory 0.028
weak 0.08
default 0.50

slotting_el_hvcre

CRR — CRR Art. 158(6) (HVCRE slotting EL rate (flat, no maturity split))

Key column: slotting_category; default 0.028

Key Value
strong 0.004
good 0.004
satisfactory 0.028
weak 0.08
default 0.50

Basel 3.1 — PS1/26, paragraph 158 ((6) Table B HVCRE slotting EL rate (flat))

Key column: slotting_category; default 0.028

Key Value
strong 0.004
good 0.004
satisfactory 0.028
weak 0.08
default 0.50

slotting_el_short

CRR — CRR Art. 158(6) (slotting EL rate, remaining maturity < 2.5y)

Key column: slotting_category; default 0.028

Key Value
strong 0.0
good 0.004
satisfactory 0.028
weak 0.08
default 0.50

Basel 3.1 — PS1/26, paragraph 158 ((6) Table B slotting EL rate (< 2.5y))

Key column: slotting_category; default 0.028

Key Value
strong 0.0
good 0.004
satisfactory 0.028
weak 0.08
default 0.50

slotting_rw_base

CRR — CRR Art. 153(5) (slotting RW, remaining maturity >= 2.5y)

Key column: slotting_category; default 1.15

Key Value
strong 0.70
good 0.90
satisfactory 1.15
weak 2.50
default 0.00

Basel 3.1 — PS1/26, paragraph 153 ((5) Table A slotting RW (>= 2.5y))

Key column: slotting_category; default 1.15

Key Value
strong 0.70
good 0.90
satisfactory 1.15
weak 2.50
default 0.00

slotting_rw_hvcre

CRR — CRR Art. 153(5) (HVCRE slotting RW, remaining maturity >= 2.5y)

Key column: slotting_category; default 1.15

Key Value
strong 0.95
good 1.20
satisfactory 1.40
weak 2.50
default 0.00

Basel 3.1 — PS1/26, paragraph 153 ((5) Table A HVCRE slotting RW (>= 2.5y))

Key column: slotting_category; default 1.15

Key Value
strong 0.95
good 1.20
satisfactory 1.40
weak 2.50
default 0.00

slotting_rw_hvcre_short

CRR — CRR Art. 153(5) (HVCRE slotting RW, remaining maturity < 2.5y)

Key column: slotting_category; default 1.15

Key Value
strong 0.70
good 0.95
satisfactory 1.40
weak 2.50
default 0.00

Basel 3.1 — PS1/26, paragraph 153 ((5)(d) Table A HVCRE slotting RW (< 2.5y))

Key column: slotting_category; default 1.15

Key Value
strong 0.70
good 0.95
satisfactory 1.40
weak 2.50
default 0.00

slotting_rw_preop

Basel 3.1 only — PS1/26, paragraph 153 ((5) Table A pre-operational PF (= operational))

Key column: slotting_category; default 1.15

Key Value
strong 0.70
good 0.90
satisfactory 1.15
weak 2.50
default 0.00

slotting_rw_short

CRR — CRR Art. 153(5) (slotting RW, remaining maturity < 2.5y)

Key column: slotting_category; default 1.15

Key Value
strong 0.50
good 0.70
satisfactory 1.15
weak 2.50
default 0.00

Basel 3.1 — PS1/26, paragraph 153 ((5)(d) Table A slotting RW (< 2.5y))

Key column: slotting_category; default 1.15

Key Value
strong 0.50
good 0.70
satisfactory 1.15
weak 2.50
default 0.00

Category maps

Label → label classification maps (CategoryMap).

entity_type_to_irb_class

Both regimes — CRR Art. 147 (IRB exposure-class mapping by entity type)

Key column: entity_type

Key Value
sovereign central_govt_central_bank
central_bank central_govt_central_bank
central_bank_ecb central_govt_central_bank
rgla_sovereign central_govt_central_bank
rgla_institution institution
pse_sovereign central_govt_central_bank
pse_institution institution
mdb central_govt_central_bank
mdb_named central_govt_central_bank
international_org central_govt_central_bank
institution institution
bank institution
ccp institution
financial_institution institution
corporate corporate
company corporate
individual retail_other
retail retail_other
natural_person retail_other
specialised_lending specialised_lending
equity equity
covered_bond covered_bond
other_cash other
other_gold other
other_items_in_collection other
other_tangible other
other_residual_lease other
high_risk high_risk
high_risk_venture_capital high_risk
high_risk_private_equity high_risk
high_risk_speculative_re high_risk

entity_type_to_sa_class

Both regimes — CRR Art. 112 (Table A2 SA exposure-class mapping by entity type)

Key column: entity_type

Key Value
sovereign central_govt_central_bank
central_bank central_govt_central_bank
central_bank_ecb central_govt_central_bank
rgla_sovereign rgla
rgla_institution rgla
pse_sovereign pse
pse_institution pse
mdb mdb
mdb_named mdb
international_org international_organisation
institution institution
bank institution
ccp institution
financial_institution institution
corporate corporate
company corporate
individual retail_other
retail retail_other
natural_person retail_other
specialised_lending corporate
equity equity
covered_bond covered_bond
other_cash other
other_gold other
other_items_in_collection other
other_tangible other
other_residual_lease other
high_risk high_risk
high_risk_venture_capital high_risk
high_risk_private_equity high_risk
high_risk_speculative_re high_risk

eu_country_domestic_currency

Both regimes — CRR Art. 114 ((4)/(7) EU member-state domestic currency 0% CGCB RW)

Key column: country_code

Key Value
AT EUR
BE EUR
HR EUR
CY EUR
EE EUR
FI EUR
FR EUR
DE EUR
GR EUR
IE EUR
IT EUR
LV EUR
LT EUR
LU EUR
MT EUR
NL EUR
PT EUR
SK EUR
SI EUR
ES EUR
BG BGN
CZ CZK
DK DKK
HU HUF
PL PLN
RO RON
SE SEK

obs_product_to_risk_type

Both regimes — CRR Art. 111 (Annex I OBS product -> risk_type bucket)

Key column: obs_product

Key Value
ACCEPTANCE FR
PERFORMANCE_BOND MLR
WARRANTY MLR
TENDER_BOND MLR
BID_BOND MLR
DOCUMENTARY_CREDIT MLR
TRADE_LC MLR

Banded tables

Ordered threshold tables over a numeric input (BandedTable).

b31_commercial_income_ltv_bands

Basel 3.1 only — PS1/26, paragraph 124I ((1)/(2) income-producing CRE LTV bands)

Input column: ltv (band applies when input <= bound)

Upper bound Value
0.80 1.00
— 1.10

b31_residential_income_ltv_bands

Basel 3.1 only — PS1/26, paragraph 124G (Table 6B income-producing RRE LTV bands)

Input column: ltv (band applies when input <= bound)

Upper bound Value
0.50 0.30
0.60 0.35
0.70 0.40
0.80 0.50
0.90 0.60
1.00 0.75
— 1.05

life_insurance_secured_rw_map

Both regimes — CRR Art. 232 ((3) life-insurance secured-portion RW map)

Input column: insurer_risk_weight (band applies when input <= bound)

Upper bound Value
0.20 0.20
0.50 0.35
1.35 0.70
— 1.50

Schedules

Date-stepped values with carry-forward (Schedule).

equity_transitional_hr_rw

Basel 3.1 only — PS1/26, paragraph 4.3 (transitional higher-risk equity RW (Rules 4.2/4.3))

Before first step: 0.0

Effective date Value
2027-01-01 2.20
2028-01-01 2.80
2029-01-01 3.40
2030-01-01 4.00

equity_transitional_std_rw

Basel 3.1 only — PS1/26, paragraph 4.2 (transitional standard equity RW (Rules 4.2/4.3))

Before first step: 0.0

Effective date Value
2027-01-01 1.60
2028-01-01 1.90
2029-01-01 2.20
2030-01-01 2.50

output_floor_pct

Basel 3.1 only — PS1/26, paragraph 92 ((5))

Before first step: 0.0

Effective date Value
2027-01-01 0.60
2028-01-01 0.65
2029-01-01 0.70
2030-01-01 0.725

Decision tables

Multi-key decision tables (DecisionTable).

collateral_haircuts

CRR — CRR Art. 224 (FCCM supervisory haircuts Table 1 (3 maturity bands))

Keys: collateral_type , cqs , maturity_band , is_main_index

Keys Value
cash, None, None, None 0.00
gold, None, None, None 0.15
govt_bond, 1, 0_1y, None 0.005
govt_bond, 1, 1_5y, None 0.02
govt_bond, 1, 5y_plus, None 0.04
govt_bond, 2, 0_1y, None 0.01
govt_bond, 2, 1_5y, None 0.03
govt_bond, 2, 5y_plus, None 0.06
govt_bond, 3, 0_1y, None 0.01
govt_bond, 3, 1_5y, None 0.03
govt_bond, 3, 5y_plus, None 0.06
govt_bond, 4, 0_1y, None 0.15
govt_bond, 4, 1_5y, None 0.15
govt_bond, 4, 5y_plus, None 0.15
corp_bond, 1, 0_1y, None 0.01
corp_bond, 1, 1_5y, None 0.04
corp_bond, 1, 5y_plus, None 0.08
corp_bond, 2, 0_1y, None 0.02
corp_bond, 2, 1_5y, None 0.06
corp_bond, 2, 5y_plus, None 0.12
corp_bond, 3, 0_1y, None 0.02
corp_bond, 3, 1_5y, None 0.06
corp_bond, 3, 5y_plus, None 0.12
securitisation, 1, 0_1y, None 0.02
securitisation, 1, 1_5y, None 0.08
securitisation, 1, 5y_plus, None 0.16
securitisation, 2, 0_1y, None 0.04
securitisation, 2, 1_5y, None 0.12
securitisation, 2, 5y_plus, None 0.24
securitisation, 3, 0_1y, None 0.04
securitisation, 3, 1_5y, None 0.12
securitisation, 3, 5y_plus, None 0.24
equity, None, None, True 0.15
equity, None, None, False 0.25
real_estate, None, None, None 0.00
receivables, None, None, None 0
other_physical, None, None, None 0.40

Basel 3.1 — PS1/26, paragraph 224 (Basel 3.1 FCCM supervisory haircuts (5 maturity bands))

Keys: collateral_type , cqs , maturity_band , is_main_index

Keys Value
cash, None, None, None 0.00
gold, None, None, None 0.20
govt_bond, 1, 0_1y, None 0.005
govt_bond, 1, 1_3y, None 0.02
govt_bond, 1, 3_5y, None 0.02
govt_bond, 1, 5_10y, None 0.04
govt_bond, 1, 10y_plus, None 0.04
govt_bond, 2, 0_1y, None 0.01
govt_bond, 2, 1_3y, None 0.03
govt_bond, 2, 3_5y, None 0.03
govt_bond, 2, 5_10y, None 0.06
govt_bond, 2, 10y_plus, None 0.06
govt_bond, 3, 0_1y, None 0.01
govt_bond, 3, 1_3y, None 0.03
govt_bond, 3, 3_5y, None 0.03
govt_bond, 3, 5_10y, None 0.06
govt_bond, 3, 10y_plus, None 0.06
govt_bond, 4, 0_1y, None 0.15
govt_bond, 4, 1_3y, None 0.15
govt_bond, 4, 3_5y, None 0.15
govt_bond, 4, 5_10y, None 0.15
govt_bond, 4, 10y_plus, None 0.15
corp_bond, 1, 0_1y, None 0.01
corp_bond, 1, 1_3y, None 0.03
corp_bond, 1, 3_5y, None 0.04
corp_bond, 1, 5_10y, None 0.06
corp_bond, 1, 10y_plus, None 0.12
corp_bond, 2, 0_1y, None 0.02
corp_bond, 2, 1_3y, None 0.04
corp_bond, 2, 3_5y, None 0.06
corp_bond, 2, 5_10y, None 0.12
corp_bond, 2, 10y_plus, None 0.20
corp_bond, 3, 0_1y, None 0.02
corp_bond, 3, 1_3y, None 0.04
corp_bond, 3, 3_5y, None 0.06
corp_bond, 3, 5_10y, None 0.12
corp_bond, 3, 10y_plus, None 0.20
securitisation, 1, 0_1y, None 0.02
securitisation, 1, 1_3y, None 0.08
securitisation, 1, 3_5y, None 0.08
securitisation, 1, 5_10y, None 0.16
securitisation, 1, 10y_plus, None 0.16
securitisation, 2, 0_1y, None 0.04
securitisation, 2, 1_3y, None 0.12
securitisation, 2, 3_5y, None 0.12
securitisation, 2, 5_10y, None 0.24
securitisation, 2, 10y_plus, None 0.24
securitisation, 3, 0_1y, None 0.04
securitisation, 3, 1_3y, None 0.12
securitisation, 3, 3_5y, None 0.12
securitisation, 3, 5_10y, None 0.24
securitisation, 3, 10y_plus, None 0.24
equity, None, None, True 0.20
equity, None, None, False 0.30
real_estate, None, None, None 0.40
receivables, None, None, None 0.40
other_physical, None, None, None 0.40

cva_ba_single_name_hedge_correlation

Basel 3.1 only — PS1/26, paragraph 4.10 (r_hc single-name hedge supervisory correlation)

Keys: cva_hedge_correlation_band; default 0.50

Keys Value
IDENTICAL 1.00
LEGALLY_RELATED 0.80
SAME_SECTOR_REGION 0.50

cva_ba_supervisory_risk_weights

Basel 3.1 only — PS1/26, paragraph 4.4 (supervisory CVA risk weight table (sector x IG/HY-NR))

Keys: cva_rw_sector , cva_rw_rating_band; default 0.120

Keys Value
SOVEREIGN, IG 0.005
SOVEREIGN, HY_NR 0.020
LOCAL_GOVERNMENT, IG 0.010
LOCAL_GOVERNMENT, HY_NR 0.040
FINANCIAL, IG 0.050
FINANCIAL, HY_NR 0.120
PENSION_FUND, IG 0.035
PENSION_FUND, HY_NR 0.085
BASIC_MATERIALS, IG 0.030
BASIC_MATERIALS, HY_NR 0.070
CONSUMER, IG 0.030
CONSUMER, HY_NR 0.085
TECHNOLOGY, IG 0.020
TECHNOLOGY, HY_NR 0.055
HEALTHCARE, IG 0.015
HEALTHCARE, HY_NR 0.050
OTHER, IG 0.050
OTHER, HY_NR 0.120

firb_supervisory_lgd

CRR — CRR Art. 161 (F-IRB supervisory LGD (Art. 161 / Art. 230 Table 5))

Keys: collateral_type , seniority , is_fse

Keys Value
unsecured, senior, False 0.45
unsecured, senior, True 0.45
unsecured, subordinated, False 0.75
covered_bond, senior, False 0.1125
financial_collateral, senior, False 0.00
financial_collateral, subordinated, False 0.00
receivables, senior, False 0.35
receivables, subordinated, False 0.65
residential_re, senior, False 0.35
residential_re, subordinated, False 0.65
commercial_re, senior, False 0.35
commercial_re, subordinated, False 0.65
other_physical, senior, False 0.40
other_physical, subordinated, False 0.70
purchased_receivables, senior, False 0.45
purchased_receivables, subordinated, False 1.00
purchased_receivables, dilution_risk, False 0.75
life_insurance, senior, False 0.40

Basel 3.1 — PS1/26, paragraph 161 (Basel 3.1 F-IRB supervisory LGD (CRE32.9-12))

Keys: collateral_type , seniority , is_fse

Keys Value
unsecured, senior, False 0.40
unsecured, senior, True 0.45
unsecured, subordinated, False 0.75
covered_bond, senior, False 0.1125
financial_collateral, senior, False 0.00
receivables, senior, False 0.20
residential_re, senior, False 0.20
commercial_re, senior, False 0.20
other_physical, senior, False 0.25
purchased_receivables, senior, False 0.40
purchased_receivables, subordinated, False 1.00
purchased_receivables, dilution_risk, False 1.00
life_insurance, senior, False 0.40

Formula parameter bundles

Named parameter sets for one formula (FormulaParams).

commercial_re_params

CRR — CRR Art. 126 (commercial RE LTV<=50%+income 50% / else 100%)

Parameter Value
ltv_threshold 0.50
rw_low_ltv 0.50
rw_standard 1.00

equity_pd_floors

CRR — CRR Art. 165 ((1) minimum PDs by equity sub-type)

Parameter Value
exchange_traded_long_term 0.0009
non_exchange_regular_cashflow 0.0009
exchange_traded 0.0040
other 0.0125

equity_pd_lgd_lgd

CRR — CRR Art. 165 ((2) supervisory LGD 65% diversified PE / 90% other)

Parameter Value
private_equity_diversified 0.65
other 0.90

lgd_floors

CRR — CRR Art. 164 (no A-IRB own-estimate LGD floor under CRR (all zero))

Parameter Value
unsecured 0.0
subordinated_unsecured 0.0
financial_collateral 0.0
receivables 0.0
commercial_real_estate 0.0
residential_real_estate 0.0
other_physical 0.0
retail_rre 0.0
retail_qrre_unsecured 0.0
retail_other_unsecured 0.0
retail_lgdu 0.0

Basel 3.1 — PS1/26, paragraph 161 ((5) A-IRB LGD floors (Art. 161(5) corporate / 164(4) retail))

Parameter Value
unsecured 0.25
subordinated_unsecured 0.50
financial_collateral 0.0
receivables 0.10
commercial_real_estate 0.10
residential_real_estate 0.10
other_physical 0.15
retail_rre 0.05
retail_qrre_unsecured 0.50
retail_other_unsecured 0.30
retail_lgdu 0.30

pd_floors

CRR — CRR Art. 160(1) (0.03% IRB PD floor for corporates and institutions only (retail floored separately by Art. 163(1); no CGCB floor))

Parameter Value
corporate 0.0003
corporate_sme 0.0003
sovereign 0
institution 0.0003
retail_mortgage 0.0003
retail_other 0.0003
retail_qrre_transactor 0.0003
retail_qrre_revolver 0.0003

Basel 3.1 — PS1/26, paragraph 160 ((1) differentiated IRB PD floors (Art. 160(1) wholesale / 163(1) retail))

Parameter Value
corporate 0.0005
corporate_sme 0.0005
sovereign 0.0005
institution 0.0005
retail_mortgage 0.0010
retail_other 0.0005
retail_qrre_transactor 0.0005
retail_qrre_revolver 0.0010

regulatory_thresholds

CRR — CRR Art. 123 (EUR monetary thresholds (× EUR/GBP rate → GBP))

Parameter Value
sme_turnover_threshold 50000000
sme_balance_sheet_threshold 43000000
sme_exposure_threshold 2500000
large_corporate_revenue_threshold 0
retail_max_exposure 1000000
qrre_max_limit 100000
lfse_total_assets_threshold 70000000000

Basel 3.1 — PS1/26, paragraph 147 (PRA-native GBP thresholds (sme_balance_sheet frozen))

Parameter Value
sme_turnover_threshold 44000000
sme_balance_sheet_threshold 37547600
sme_exposure_threshold 0
large_corporate_revenue_threshold 440000000
retail_max_exposure 880000
qrre_max_limit 90000
lfse_total_assets_threshold 79000000000

residential_mortgage_params

CRR — CRR Art. 125 (residential mortgage LTV<=80% 35% / excess 75%)

Parameter Value
ltv_threshold 0.80
rw_low_ltv 0.35
rw_high_ltv 0.75

supporting_factors_values

CRR — CRR Art. 501 (SME 0.7619/0.85 + infrastructure 0.75 multipliers)

Parameter Value
sme_factor_under_threshold 0.7619
sme_factor_above_threshold 0.85
infrastructure_factor 0.75

Basel 3.1 — PS1/26, paragraph 501 (supporting factors removed (all 1.0))

Parameter Value
sme_factor_under_threshold 1.0
sme_factor_above_threshold 1.0
infrastructure_factor 1.0

Other entries

Shapes outside the standard vocabulary, rendered field-by-field.

reporting_template_set

CRR — CRR Art. 430 (COREP CR/CCR set per Reg (EU) 2021/451 Annex I; Pillar 3 per Part Eight)

Field Value
corep ('c_02_00', 'c07_00', 'c08_01', 'c08_02', 'c08_03', 'c08_04', 'c08_05', 'c08_06', 'c08_07', 'c09_01', 'c09_02', 'c34_01', 'c34_02', 'c34_04', 'c34_08')
pillar3 ('ov1', 'cr4', 'cr5', 'cr6', 'cr6a', 'cr7', 'cr7a', 'cr8', 'cr9', 'cr9_1', 'cr10', 'ccr1', 'ccr2', 'ccr3', 'ccr8')
variant crr

Basel 3.1 — PS1/26, paragraph 430 (adds OF 02.01 (output floor) + CMS1/CMS2 to the CRR reporting set)

Field Value
corep ('c_02_00', 'c07_00', 'c08_01', 'c08_02', 'c08_03', 'c08_04', 'c08_05', 'c08_06', 'c08_07', 'c09_01', 'c09_02', 'c34_01', 'c34_02', 'c34_04', 'c34_08', 'of_02_01')
pillar3 ('ov1', 'cr4', 'cr5', 'cr6', 'cr6a', 'cr7', 'cr7a', 'cr8', 'cr9', 'cr9_1', 'cr10', 'ccr1', 'ccr2', 'ccr3', 'ccr8', 'cms1', 'cms2')
variant b31