label_boi_t838-13 - 838-13 Market Risk and Capital Charge for CVA Risk

Capital requirement
Specific riskGeneral riskTotal
123
For interest risks1
For shares risk2
For foreign-currency risk3
Options:
On interest4
On shares5
On foreign currency6
Total7
Total capital requirement for market risks8
Calculation approach
For interest risks9
For options10
Capital charge for CVA risk11