Article 1 › 4

The un-floored total risk exposure amount shall be calculated as the sum of points (a) to (g) of this paragraph after having taken into account paragraph 6 of this Article: (a) the risk-weighted exposure amounts for credit risk, including counterparty credit risk, and dilution risk, calculated in accordance with Title II of this Part and Article 379, in respect of all business activities of an institution, excluding risk-weighted exposure amounts from the trading-book business of the institution; (b) the own funds requirements for the trading-book business of an institution for the following: (i) market risk, calculated in accordance with Title IV of this Part; (ii) large exposures exceeding the limits specified in Articles 395 to 401, to the extent that an institution is permitted to exceed those limits, as determined in accordance with Part Four; (c) the own funds requirements for market risk, calculated in accordance with Title IV of this Part for all non-trading book business activities that are subject to foreign exchange risk or commodity risk; (d) the own funds requirements for settlement risk, calculated in accordance with Articles 378 and 380; (e) the own funds requirements for credit valuation adjustment risk, calculated in accordance with Title VI of this Part; (f) the own funds requirements for operational risk, calculated in accordance with Title III of this Part; (g) the risk-weighted exposure amounts for counterparty credit risk arising from the trading book business of the institution for the following types of transactions and agreements, calculated in accordance with Title II of this Part: (i) contracts listed in Annex II and credit derivatives; (ii) repurchase transactions, securities or commodities lending or borrowing transactions based on securities or commodities; (iii) margin lending transactions based on securities or commodities; (iv) long settlement transactions.’

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