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Capital Requirements Regulation (CRR)
Article 310

Article 310 — Alternative calculation of own funds requirement for exposures to a QCCP

An institution shall apply the following formula to calculate the own funds requirement (Ki) for the exposures arising from its trade exposures and the trade exposures of its clients (TEi) and pre-funded contributions (DFi) to the default fund of a QCCP:

$${K _{i}} = {8 \% \cdot \min [{2 \% \cdot \mathrm{TE} _{i}} + {1250 \% \cdot \mathrm{DF} _{i} ; 20 \% \cdot \mathrm{TE} _{i}}]}$$