+Article 133 2.

Article 133 2.

Institutions shall calculate the systemic risk buffer as follows:

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where:

BSR = the systemic risk buffer;

rT = the buffer rate applicable to the total risk exposure amount of an institution;

ET = the total risk exposure amount of an institution calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013;

i = the index denoting the subset of exposures as referred to in paragraph 5;

ri = the buffer rate applicable to the risk exposure amount of the subset of exposures i; and

Ei = the risk exposure amount of an institution for the subset of exposures i calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013.

1. Overview

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Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement