Book traversal links for IV. Risk-Weighted Assets
IV. Risk-Weighted Assets
C 52/2017 STA Effective from 1/12/202292.The total minimum required capital charge for market risk is the sum of the separate calculations for interest rate risk, equity risk, foreign exchange risk, and commodities risk as defined above, with additional capital for options positions as appropriate A bank must calculate the RWA for market risk by multiplying the total capital requirement for market risk as calculated above by the factor 12.5:
Market Risk RWA = (Capital Charge × 12.5)