Calculation of the capital requirement for market risk concentration
Article 183
1. The capital requirement for market risk concentration shall be equal to the following: where: (a) the sum covers all single name exposures i ; (b) Conc i denotes the capital requirement for market risk concentration on a single name exposure i . 2. For each single name exposure i , the capital requirement for market risk concentration Conc i shall be equal to the loss in the basic own funds that would result from an instantaneous decrease in the value of the assets corresponding to the single name exposure i equal to the following: where: (a) XS i is the excess exposure referred to in Article 184; (b) g i is the risk factor for market risk concentration referred to in Articles 186 and 187;