PART THREE - CAPITAL REQUIREMENTS (Article 92-386)TITLE I - GENERAL REQUIREMENTS, VALUATION AND REPORTING (Article 92-106)TITLE II - CAPITAL REQUIREMENTS FOR CREDIT RISK (Article 107-311)TITLE III - OWN FUNDS REQUIREMENT FOR OPERATIONAL RISK (Article 311a-324)TITLE IV - OWN FUNDS REQUIREMENTS FOR MARKET RISK (Article 325-377)TITLE V - OWN FUNDS REQUIREMENTS FOR SETTLEMENT RISK (Article 378-380)TITLE VI - OWN FUNDS REQUIREMENTS FOR CREDIT VALUATION ADJUSTMENT RISK (Article 381-386)Article 381 - Meaning of credit valuation adjustment Q&AArticle 382 - Scope RTSQ&AGLArticle 382a - Approaches for calculating the own funds requirements for CVA riskArticle 383 - Standardised approach RTSQ&AArticle 383a - Regulatory CVA modelArticle 383b - Own funds requirements for delta and vega risksArticle 383c - Interest rate risk factorsArticle 383d - Foreign exchange risk factorsArticle 383e - Counterparty credit spread risk factorsArticle 383f - Reference credit spread risk factorsArticle 383g - Equity risk factorsArticle 383h - Commodity risk factorsArticle 383i - Delta risk sensitivitiesArticle 383j - Vega risk sensitivitiesArticle 383k - Risk weights for interest rate riskArticle 383l - Intra-bucket correlations for interest rate riskArticle 383m - Correlation across buckets for interest rate riskArticle 383n - Risk weights for foreign exchange riskArticle 383o - Correlations for foreign exchange riskArticle 383p - Risk weights for counterparty credit spread riskArticle 383q - Intra-bucket correlations for counterparty credit spread riskArticle 383r - Correlations across buckets for counterparty credit spread riskArticle 383s - Risk weights for reference credit spread riskArticle 383t - Intra-bucket correlations for reference credit spread riskArticle 383u - Correlations across buckets for reference credit spread riskArticle 383v - Risk weight buckets for equity riskArticle 383w - Correlations across buckets for equity riskArticle 383x - Risk weight buckets for commodity riskArticle 383z - Correlations across buckets for commodity riskArticle 384 - Basic approach Q&AArticle 385 - Simplified approach Article 386 - Eligible hedges Q&A
TITLE VI - OWN FUNDS REQUIREMENTS FOR CREDIT VALUATION ADJUSTMENT RISK (Article 381-386)Article 381 - Meaning of credit valuation adjustment Q&AArticle 382 - Scope RTSQ&AGLArticle 382a - Approaches for calculating the own funds requirements for CVA riskArticle 383 - Standardised approach RTSQ&AArticle 383a - Regulatory CVA modelArticle 383b - Own funds requirements for delta and vega risksArticle 383c - Interest rate risk factorsArticle 383d - Foreign exchange risk factorsArticle 383e - Counterparty credit spread risk factorsArticle 383f - Reference credit spread risk factorsArticle 383g - Equity risk factorsArticle 383h - Commodity risk factorsArticle 383i - Delta risk sensitivitiesArticle 383j - Vega risk sensitivitiesArticle 383k - Risk weights for interest rate riskArticle 383l - Intra-bucket correlations for interest rate riskArticle 383m - Correlation across buckets for interest rate riskArticle 383n - Risk weights for foreign exchange riskArticle 383o - Correlations for foreign exchange riskArticle 383p - Risk weights for counterparty credit spread riskArticle 383q - Intra-bucket correlations for counterparty credit spread riskArticle 383r - Correlations across buckets for counterparty credit spread riskArticle 383s - Risk weights for reference credit spread riskArticle 383t - Intra-bucket correlations for reference credit spread riskArticle 383u - Correlations across buckets for reference credit spread riskArticle 383v - Risk weight buckets for equity riskArticle 383w - Correlations across buckets for equity riskArticle 383x - Risk weight buckets for commodity riskArticle 383z - Correlations across buckets for commodity riskArticle 384 - Basic approach Q&AArticle 385 - Simplified approach Article 386 - Eligible hedges Q&A