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New version applies from 02/04/2016 — introduced by Commission Delegated Regulation (EU) 2016/467, Commission Delegated Regulation (EU) 2016/2283. 363 provisions change. Later versions: 15/09/2017, 01/01/2019, 08/07/2019, 01/01/2020, 30/07/2020, 15/04/2021, 02/08/2022, 14/11/2024, 30/01/2027. Article 183 changes in this version: compare with the current text.

Article 183 - Calculation of the capital requirement for market risk concentration

Comparing 17/01/2015 → 18/01/2015: 0 added, 0 removed, 6 changed Close comparison

1. 1. The capital requirement for market risk concentration shall be equal to the following:

\mathrm{SCR}_{\text{conc}} = \sqrt{\sum_{\mathrm{i}} \mathrm{Conc}_{\mathrm{i}}^{2}}

where:

((a))(a) the sum covers all single name exposures i;exposuresi;

((b))(b) Conc_{i} denotesConcidenotes the capital requirement for market risk concentration on a single name exposure i.exposurei.

2. 2. For each single name exposure i ,i, the capital requirement for market risk concentration Conc iConc_{i} shall be equal to the loss in the basic own funds that would result from an instantaneous decrease in the value of the assets corresponding to the single name exposure i equal to the following:

\mathrm{XS}_{i} \cdot \mathrm{g}_{i}

where:

((a))(a) XS_{i} isXSiis the excess exposure referred to in Article 184;

((b))(b) g_{i} isgiis the risk factor for market risk concentration referred to in Articles 186 and 187;

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