+Article 223 7.

Article 223 7.

Where the collateral consists of a number of eligible items, institutions shall calculate the volatility adjustment (H) as follows:

image

where:

ai

=

the proportion of the value of an eligible item i in the total value of collateral;

Hi

=

the volatility adjustment applicable to eligible item i.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards