Article 395 › 5

The limits laid down in this Article may be exceeded for the exposures on the institution's trading book if the following conditions are met: (a) the exposure on the non-trading book to the client or group of connected clients in question does not exceed the limit laid down in paragraph 1, this limit being calculated with reference to eligible capital, so that the excess arises entirely on the trading book; (b) the institution meets an additional own funds requirement on the excess in respect of the limit laid down in paragraph 1 which is calculated in accordance with Articles 397 and 398; (c) where 10 days or less have elapsed since the excess occurred, the trading-book exposure to the client or group of connected clients in question shall not exceed 500 % of the institution's eligible capital; (d) any excesses that have persisted for more than 10 days do not, in aggregate, exceed 600 % of the institution's eligible capital. In each case in which the limit has been exceeded, the institution shall report the amount of the excess and the name of the client concerned and, where applicable, the name of the group of connected clients concerned, without delay to the competent authorities.

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