X1PART THREECAPITAL REQUIREMENTS

Annotations:

TITLE IVOWN FUNDS REQUIREMENTS FOR MARKET RISK

CHAPTER 2Own funds requirements for position risk

Section 1General provisions and specific instruments

Article 326Own funds requirements for position risk

The institution's own funds requirement for position risk shall be the sum of the own funds requirements for the general and specific risk of its positions in debt and equity instruments. Securitisation positions in the trading book shall be treated as debt instruments.