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  • Aggregate limit on large exposures — 800%

    • CM-5.5.1

      The aggregate of large exposures may not exceed 800% of the bank's (consolidated) capital base.

    • CM-5.5.2

      "Capital base" is the adjusted capital base for the purpose of the risk asset ratio calculated in accordance with the PIR/PIRC return (see Module CA).

    • CM-5.5.3

      A "large exposure" is any exposure to counterparty or a group of closely related counterparties which is greater than, or equal to, 10% of (consolidated) capital base.