FCA Handbook - ANNEX I Benchmarks for the purposes of Article 14

You are viewing ANNEX I Benchmarks for the purposes of Article 14 as of ANNEX I Benchmarks for the purposes of Article 14 was last updated on 01/01/2021.

EU Legislation

ANNEX I Benchmarks for the purposes of Article 14

01/01/2021EU

Table 1 Long-run benchmark (3-year time horizon)

Credit Quality Step	Long run benchmark
Credit Quality Step	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
Credit Quality Step	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