The aggregate of large exposures may not exceed 800% of the bank's (consolidated) capital base (see Paragraph CM-4.4.4). A bank may not incur a combined exposure (funded by unrestricted investment accounts, the bank's own funds and restricted investment accounts) to an individual counterparty or group of closely related counterparties which exceeds 35% of the reporting bank's (consolidated) capital base (see Paragraph CM-4.4.5).
Amended: April 2014
October 07