Article 310

Path:
Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 6 > Section 9 > Article 310
Title:
Article 310
Description: 
Alternative calculation of own funds requirement for exposures to a QCCP
Main content: 

An institution shall apply the following formula to calculate the own funds requirement (Ki) for the exposures arising from its trade exposures and the trade exposures of its clients (TEi) and pre-funded contributions (DFi) to the default fund of a QCCP: 

Ki = 8% · min[2% · TEi + 1250% · DF; 20% · TEi]