+Article 325 2.

Article 325 2.

The own funds requirements for market risk calculated in accordance with the simplified standardised approach shall be the sum of the following own funds requirements, as applicable:

(a) 

the own funds requirements for position risk referred to in Chapter 2, multiplied by:

(i) 

1,3 , for the general and specific risks of positions in debt instruments, excluding securitisation instruments as referred to in Article 337;

(ii) 

3,5 , for the general and specific risks of positions in equity instruments;

(b) 

the own funds requirements for foreign exchange risk referred to in Chapter 3, multiplied by 1,2 ;

(c) 

the own funds requirements for commodity risk referred to in Chapter 4, multiplied by 1,9 ;

(d) 

the own funds requirements for securitisation instruments as referred to in Article 337.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
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