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REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

An institution acting as a clearing member may multiply its EAD by a scalar when calculating the own fund requirement for its exposures to a client in accordance with the Mark-to-Market Method, the Standardised Method or the Original Exposure Method. The scalars that the institutions may apply are the following: (a) 0,71 for a margin period of risk of five days; (b) 0,77 for a margin period of risk of six days; (c) 0,84 for a margin period of risk of seven days; (d) 0,89 for a margin period of risk of eight days; (e) 0,95 for a margin period of risk of nine days; (f) 1 for a margin period of risk of ten days or more.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04