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(b)

Text with EEA relevance.
Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012 (Text with EEA relevance.) · European Union

the potential future exposure of a single transaction is its notional amount multiplied by: the product of 0,5 % and the residual maturity of the transaction expressed in years for interest-rate derivative contracts; the product of 6 % and the residual maturity of the transaction expressed in years for credit derivative contracts; 4 % for foreign-exchange derivatives; 18 % for gold and commodity derivatives other than electricity derivatives; 40 % for electricity derivatives; 32 % for equity derivatives;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.