Article 1 › 3

‘3. Institutions shall calculate the total risk exposure amount as follows: TREA = max{U-TREA; x ‏‏‏∙ S-TREA} where: TREA = the total risk exposure amount of the entity; U-TREA = the un-floored total risk exposure amount of the entity calculated in accordance with paragraph 4; S-TREA = the standardised total risk exposure amount of the entity calculated in accordance with paragraph 5; x = 72,5 %. By way of derogation from the first subparagraph of this paragraph, a Member State may decide that the total risk exposure amount shall be the un-floored total risk exposure amount, calculated in accordance with paragraph 4, for institutions which are part of a group with a parent institution in the same Member State, provided that that parent institution or, in the case of groups composed of a central body and permanently affiliated institutions, the whole as constituted by the central body together with its affiliated institutions, calculates its total risk exposure amount in accordance with the first subparagraph of this paragraph on a consolidated basis.

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