+Article 325c 2.

Article 325c 2.

Institutions shall calculate the own funds requirements for market risk in accordance with the alternative standardised approach for a portfolio of trading book positions or non-trading book positions that are subject to foreign exchange or commodity risk as the sum of the following three components:

(a) 

the own funds requirement under the sensitivities-based method set out in Section 2;

(b) 

the own funds requirement for the default risk set out in Section 5 which is only applicable to the trading book positions referred to in that Section;

(c) 

the own funds requirement for residual risks set out in Section 4 which is only applicable to the trading book positions referred to in that Section.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards