rechtundgesetz.ch
Supporter

Art. 42a – Total exposure

Monitor changes

Choose explicitly whether this legal target should be monitored personally or in the shared team workspace.

Open Monitoring Center

Select a dossier

Choose the personal dossier for this item.

Private tags

This assignment is visible only to you.

Create private tag

Art. 42a76

Total exposure

1

The total exposure corresponds to the leverage ratio denominator. It is composed of the unweighted exposures.

2

FINMA shall issue technical implementing provisions on the leverage ratio and total exposure. It shall base these on the LEV77. For the purpose of calculating the variation margin for derivatives, it shall permit the simplified standardised approach (CCR-VSA, Art. 58) in addition to the standardised approach for measuring counterparty credit risk, CCR-SA, Art. 57).

  1. 76 Inserted by No I of the O of 29 Nov. 2023, in force since 1 Jan. 2025 (AS 2024 13).
  2. 77 The LEV is listed in Annex 1 No 7.
Legal act context
SR 952.03 · CAO · Ordinance · Ordinance of 1 June 2012 on the Capital Adequacy and Risk Diversification of Banks and Securities Firms (Capital Adequacy Ordinance, CAO)
Structure path
Title 3 Required Capital Chapter 1 General
Language
English (en)
Data status
2025-01-24

Available language versions

Deutschde Françaisfr Italianoit Englishen

The official sources and versions published by the competent authorities remain authoritative.

Enactment navigation

Loading the complete structure

The requested content is already available. Articles, annexes and all other structure nodes are now being added.

The official sources and versions published by the competent authorities remain authoritative.

rechtundgesetz.ch provides orientation and search in publicly accessible legal information, but no legal advice.