Article 310 - Alternative calculation of own funds requirement for exposures to a QCCP

An institution shall apply the following formula to calculate the own funds requirement (K_i) for the exposures arising from its trade exposures and the trade exposures of its clients (TE_i) and pre-funded contributions (DF_i) to the default fund of a QCCP:

K_{i} = 8\% \cdot \min [2\% \cdot \mathrm{TE}_{i} + 1250\% \cdot \mathrm{DF}_{i}; 20\% \cdot \mathrm{TE}_{i}]