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art_1__point_90__table__3

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

Sb | = | Σk WSk for all risk factors in bucket b and Sc = Σk WSk in bucket c; where those values for Sb and Sc produce a negative number for the overall sum of , the institution shall calculate the risk-class specific own funds requirements for delta or vega risk using an alternative specification whereby Sb | = | max [min (Σk WSk, Kb), – Kb] for all risk factors in bucket b and Sc | = | max [min (Σk WSk, Kc), – Kc] for all risk factors in bucket c.

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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.