+Article 280c 4.

Article 280c 4.

Institutions shall calculate the add-on for the credit reference entity k as follows:

where:

the effective notional amount of the credit reference entity k calculated as follows:

where:

the index that denotes the risk position; and

the supervisory factor applicable to the credit reference entity k calculated in accordance with paragraph 5.

1. Overview

Summary	Regulation

Requirements
Source	Requirement

Standards
Source	Requirement