PRU A4.6.45

Past version: effective from 09/03/2020 - 08/03/2020
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The add-on for all positions referencing the entity is determined in accordance with the following formula:

𝐴𝑑𝑑𝑂𝑛(𝐸𝑛𝑡𝑖𝑡𝑦𝑘) = 𝑆𝐹𝑘(𝐶𝑟𝑒𝑑𝑖𝑡)∗ 𝐸𝑓𝑓𝑒𝑐𝑡𝑖𝑣𝑒𝑁𝑜𝑡𝑖𝑜𝑛𝑎𝑙𝑘(𝐶𝑟𝑒𝑑𝑖𝑡)

where SFk is the supervisory factor for the credit asset class, determined in accordance with the table set out in A4.6.36.