2. CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

2.

CRR

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 shall calculate the own funds requirement (K_(i)) to cover the exposure arising from its pre-funded contribution (DF_(i)) as follows: K_(i) = (1 + β · (N / N – 2)) · (DF_(i) / DF_(CM)) · K_(CM) where: β= the concentration factor communicated to the institution by the CCP; N= the number of clearing members communicated to the institution by the CCP; DF_(CM)= the sum of pre-funded contributions of all clearing members of the CCP (Σ_(i)DF_(i)) communicated to the institution by the CCP; K_(CM)= the sum of the own funds requirements of all clearing members of the CCP calculated in accordance with the applicable formula specified in paragraph 3 (Σ_(i)K_(i)).

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.