+CHAPTER 3 RtM K‐Factors
---+Article 21 RtM K‐factor requirement
------+Article 21 1.
------+Article 21 2.
------+Article 21 3.
------+Article 21 4.
---+Article 22 Calculating K‐NPR
---+Article 23 Calculating K‐CMG
------+Article 23 1.
------+Article 23 2.
------+Article 23 3.

CHAPTER 3 RtM K‐Factors

CHAPTER 3 RtM K‐Factors

1. Översikt

,
Article 21 RtM K‐factor requirement
Article 22 Calculating K‐NPR

Article 22

Calculating K‐NPR

For the purpose of calculating K‐NPR, the own funds requirement for the trading book positions of an investment firm dealing on own account, whether for itself or on behalf of a client, shall be calculated using one of the following approaches:

(a) 

the standardised approach set out in Chapters 2, 3 and 4 of Title IV of Part Three of Regulation (EU) No 575/2013;

(b) 

the alternative standardised approach set out in Chapter 1a of Title IV of Part Three of the Regulation No (EU) No 575/2013;

(c) 

the alternative internal model approach set out in Chapter 1b of Title IV of Part Three of the Regulation No (EU) No 575/2013.
Article 23 Calculating K‐CMG

1.1 Referenser

1.2 Identifierade krav

1.3 Relaterade standarder

2. Identifierade krav

Krav

3. Relaterade standarder

Standarder