PRU 3.5.7

An Authorised Person must calculate its Total Risk Exposure Amount, after taking into account the provisions of Rule 3.5.8, as the sum of:

(a) the Credit RWA as calculated using Rule 4.8.1(2);
(b) the Risk Exposure Amount associated with the Market Risk Capital Requirement;
(c) the Risk Exposure Amount associated with the Operational Risk Capital Requirement;
(d) the Risk Exposure Amount associated with the CVA Risk Capital Requirement; and
(e) the Risk Exposure Amount associated with Displaced Commercial Risk Capital Requirement, where applicable, calculated in accordance with IFR Rule 5.4.5.