Article 92 - Own funds requirements
Own funds requirements
Institutions shall calculate their capital ratios as follows:
Total risk exposure amount shall be calculated as the sum of points (a) to (f) of this paragraph after taking into account the provisions laid down in paragraph 4:
market risk as determined in accordance with Title IV of this Part, excluding the approaches set out in Chapters 1a and 1b of that Title;
the own funds requirements calculated in accordance with Title V of this Part, with the exception of Article 379 for settlement risk;
the own funds requirements determined in accordance with Title III for operational risk;
the risk-weighted exposure amounts determined in accordance with Title II for counterparty risk arising from the trading book business of the institution for the following types of transactions and agreements:
contracts listed in Annex II and credit derivatives;
repurchase transactions, securities or commodities lending or borrowing transactions based on securities or commodities;
margin lending transactions based on securities or commodities;
long settlement transactions.
The following provisions shall apply in the calculation of the total risk exposure amount referred to in paragraph 3:
the own funds requirements referred to in points (c), (d) and (e) of that paragraph shall include those arising from all the business activities of an institution;
institutions shall multiply the own funds requirements set out in points (b) to (e) of that paragraph by 12,5.