Division 2 Own fund requirements

Total risk exposure amount

Articles 92(3), 95, 96 and 98

Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries

Points (a) and (f) of Article 92(3)

Total risk exposure amount for settlement/delivery

Point (c) (ii) of Article 92(3) and point (b) of Article 92(4)

Total risk exposure amount for position, foreign exchange and commodities risks

Points (b)(i), (c)(i) and (c)(iii) of Article 92(3) and point (b) of Article 92(4)

Total risk exposure amount for operational risk

Point (e) of Article 92(3) and point (b) of Article 92(4)

Additional risk exposure amount due to fixed overheads

Articles 95(2), 96(2), 97 and 98(1) point (a)

Total risk exposure amount for credit valuation adjustment

Point (d) of Article 92(3)

Total risk exposure amount related to large exposures in the trading book

Point (b)(ii) of Article 92(3) and Articles 395 to 401

Other risk exposure amounts

Articles 3, 458, 459 and 500 and risk exposure amounts which cannot be assigned to one of the other items of this table