CM-A.2.3

The aggregate of large exposures may not exceed 800% of the bank's consolidated Total Capital (see Paragraph CM-4.4.4). A bank may not incur a combined exposure (funded by unrestricted investment accounts and the bank's own funds) to an individual counterparty or group of closely related counterparties which exceeds 15% of the reporting bank's consolidated Total Capital (see Paragraph CM-4.4.5).

Amended: January 2015
Amended: April 2014
October 07