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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

Article 183
Calculation of the capital requirement for market risk concentration

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))

the sum covers all single name exposuresi;

((b))

Concidenotes the capital requirement for market risk concentration on a single name exposurei.

2. For each single name exposure i, the capital requirement for market risk concentration Conci 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))

XSiis the excess exposure referred to in Article 184;

((b))

giis the risk factor for market risk concentration referred to in Articles 186 and 187;

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