CA-1.1.8
In light of Paragraphs CA-1.1.3 to CA-1.1.7, each
(a) The credit risk requirements laid down in Chapters CA-2 to CA-6, and including the credit counterparty risk on all over-the-counter derivatives whether in the trading or the banking books (see Chapter CA-8);
(b) The capital charges for operational risk described in Chapter CA-7; and
(c) The capital charges for market risks :
(ii) Derived from the models approach set out in Chapter CA-14; or
(iii) A mixture of (i) and (ii) summed arithmetically.
January 2015