Statistiche › Attivo, passivo e flussi › Risk 1 to 7
Europe's retail risk indicator collapses seven market risk classes into five once credit risk is poor, and a product in the top market class never has to assess credit risk at all
| Credit risk class | Market 1 | Market 2 | Market 3 | Market 4 | Market 5 | Market 6 | Market 7 |
|---|---|---|---|---|---|---|---|
| 1 | 1 | 2 | 3 | 4 | 5 | 6 | 7 |
| 2 | 1 | 2 | 3 | 4 | 5 | 6 | 7 |
| 3 | 3 | 3 | 3 | 4 | 5 | 6 | 7 |
| 4 | 5 | 5 | 5 | 5 | 5 | 6 | 7 |
| 5 | 5 | 5 | 5 | 5 | 5 | 6 | 7 |
| 6 | 6 | 6 | 6 | 6 | 6 | 6 | 7 |
Annex II, Part 3, point 52 of Commission Delegated Regulation (EU) 2017/653, read twice with identical results in the original and in the consolidated text dated 1 January 2023. Credit rows 4 and 5 are identical to each other across all seven columns.
The one to seven indicator is a published lookup table combining a volatility class and a credit class. Read as a table, four of its six credit rows return the same number for the three lowest market risk classes.
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Below this point there are 6 sections, 1 table and 7 named sources, roughly 750 words of it. Every figure carries the source it came from and the date the data is from.
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