+Article 280f Other risks category add-on
---+Article 280f 1.
---+Article 280f 2.

Article 280f Other risks category add-on

1. Overview

,
Article 280f 1.

For the purposes of Article 278, institutions shall calculate the other risks category add-on for a given netting set as follows:

image

where:

AddOnOther

=

the other risks category add-on;

єj

=

the index that denotes the other risk hedging sets established in accordance with point (f) of Article 277a(1) and Article 277a(2) for the netting set; and

image

=

the other risks category add-on for hedging set j calculated in accordance with paragraph 2.
Article 280f 2.

Institutions shall calculate the other risks category add-on for hedging set j as follows:

image

where:

image

=

the other risks category add-on for hedging set j;

єj

=

the hedging set supervisory factor coefficient of hedging set j determined in accordance with Article 280; and

SFOther

=

the supervisory factor for the other risk category with a value equal to 8 %;

image

=

the effective notional amount of hedging set j calculated as follows:

image

where:

l

=

the index that denotes the risk position.

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards