‹ CA-5.3.13 CA-5.3.15 › CA-5.3.14 K0 is calculated in the same way as a capital requirement for an unhedged corporate exposure (as defined in paragraphs CA-5.3.3 and CA-5.3.4), but using different parameters for LGD and the maturity adjustment. Apr 08 ‹ CA-5.3.13 CA-5.3.15 ›