(1)

in Article 50a, paragraph 2 is replaced by the following: ‘2. A CCP shall calculate the hypothetical capital as follows: where: KCCP | = | the hypothetical capital; i | = | the index denoting the clearing member; EADi | = | the exposure amount of the CCP to clearing member i, including the clearing member's own transactions with the CCP, the client transactions guaranteed by the clearing member, and all values of collateral held by the CCP, including the clearing member's pre-funded default fund contribution, against those transactions, relating to the valuation at the end of the regulatory reporting date before the margin called on the final margin call of that day is exchanged; RW | = | a risk weight of 20 %; and capital ratio | = | 8 %.’;

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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.