+Article 325ad 4.

Article 325ad 4.

Institutions shall calculate the own funds requirements for the default risk for the ACTP by using the following formula:

image

where:

DRCACTP

=

the own funds requirement for the default risk for the ACTP; and

DRCb

=

the own funds requirement for the default risk for bucket b.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards