ANNEX I Benchmarks for the purposes of Article 14
Table 1 Long-run benchmark (3-year time horizon)
Credit Quality Step |
Long run benchmark |
||
Mid value |
Lower bound |
Upper bound |
|
1 |
0,10 % |
0,00 % |
0,16 % |
2 |
0,25 % |
0,17 % |
0,54 % |
3 |
1,00 % |
0,55 % |
2,39 % |
4 |
7,50 % |
2,40 % |
10,99 % |
5 |
20,00 % |
11,00 % |
26,49 % |
6 |
34,00 % |
26,50 % |
100,00 % |
Table 2 Short run benchmarks (3-year time horizon)
Credit Quality Step |
Short run benchmarks |
|
Monitoring level |
Trigger level |
|
1 |
0,80 % |
1,20 % |
2 |
1,00 % |
1,30 % |
3 |
2,40 % |
3,00 % |
4 |
11,00 % |
12,40 % |
5 |
28,60 % |
35,00 % |
6 |
not applicable |
not applicable |