+Article 50a 2.

Article 50a 2.

A CCP shall calculate the hypothetical capital as follows:

image

where:

KCCP

=

the hypothetical capital;

i

=

the index denoting the clearing member;

EADi

=

the exposure amount of the CCP to clearing member i, including the clearing member's own transactions with the CCP, the client transactions guaranteed by the clearing member, and all values of collateral held by the CCP, including the clearing member's pre-funded default fund contribution, against those transactions, relating to the valuation at the end of the regulatory reporting date before the margin called on the final margin call of that day is exchanged;

RW

=

a risk weight of 20 %; and

capital ratio

=

8 %.

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards
  • Builddate: 30.01.2027 00:00:00 -Doknr: CELEX:32012R0648
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