| Capital requirement | ||||
| Specific risk | General risk | Total | ||
| 1 | 2 | 3 | ||
| For interest risks | 1 | |||
| For shares risk | 2 | |||
| For foreign-currency risk | 3 | |||
| Options: | ||||
| On interest | 4 | |||
| On shares | 5 | |||
| On foreign currency | 6 | |||
| Total | 7 | |||
| Total capital requirement for market risks | 8 | |||
| Calculation approach | ||||
| For interest risks | 9 | |||
| For options | 10 | |||
| Capital charge for CVA risk | 11 | |||