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Duration-based equity risk sub-module

capital requirement for type 1 equities and capital requirement for type 2 equities formula

Strategic equity investments

Equity investments of a strategic nature definition

Symmetric adjustment of the equity capital charge

Equity index requirements

Criteria for the use of transitional measure for standard equity risk

Criteria for the use of transitional measure for standard equity risk

Property risk sub-module

capital requirement for property risk

Scope of the spread risk sub-module

capital requirement for spread risk formula

Spread risk on bonds and loans

capital requirement for spread risk on bonds

Spread risk on securitisation positions: calculation of the capital requirement

capital requirement for spread risk on type 1 securitisation positions; capital requirement for spread risk on type 2 securitisation position; capital requirement for spread risk on resecuritisation positions formulas

Spread risk on credit derivatives

capital requirement for spread risk on credit derivative

Specific exposures

Exposures in the form of bonds and loans risk factor stress assigned in different situations