# Commission Implementing Regulation (EU) 2016/1799 of 7 October 2016 laying down implementing technical standards with regard to the mapping of credit assessments of external credit assessment institutions for credit risk in accordance with Articles 136(1) and 136(3) of Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance), Annex I: Benchmarks for the purposes of Article 14

Extent: E+W+S+N.I.

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

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Source: https://www.legislation.gov.uk/eur/2016/1799/annex/I (the official version)
Page: https://openlegislation.uk/eu-regulation-2016-1799/annex-I
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.