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Chapter 1 General principles (art. 15) |
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Article 15 K-factor requirement and applicable coefficients |
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Chapter 2 RtC K-factors (arts. 16-20) |
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Article 16 RtC K-factor requirement |
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Article 17 Measuring AUM for the purpose of calculating K-AUM |
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Article 18 Measuring CMH for the purpose of calculating K-CMH |
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Article 19 Measuring ASA for the purpose of calculating K-ASA |
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Article 20 Measuring COH for the purpose of calculating K-COH |
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Chapter 3 RtM K-Factors (arts. 21-23) |
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Article 21 RtM K-factor requirement |
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Article 22 Calculating K-NPR |
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Article 23 Calculating K-CMG |
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Chapter 4 RtF K-factors (arts. 24-33) |
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Article 24 RtF K-factor requirement |
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Section 1 Trading counter party default (arts. 25-32) |
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Article 25 Scope |
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Article 26 Calculating K-TCD |
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Article 27 Calculation of exposure value |
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Article 28 Replacement cost (RC) |
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Article 29 Potential future exposure |
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Article 30 Collateral |
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Article 31 Netting |
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Article 32 Credit valuation adjustment |
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Section 2 Daily trading flow (art. 33) |
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Article 33 Measuring DTF for the purpose of calculating K-DTF |
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Chapter 5 Environmental and social objectives (art. 34) |
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Article 34 Prudential treatment of assets exposed to activities associated with environmental or social objectives |
