What is Own Funds Total Risk Exposure?

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Total Risk Exposure for Own Funds:

For COREP Reporting, a firm’s Total Risk Exposure is calculated as the sum of:

• risk-weighted exposure amounts for counterparty risk; and
• risk-weighted exposure amounts for credit risk.

In addition to the sum of Own Funds Requirements for:

• Foreign exchange risk, commodities risk and settlement risk;
• Credit valuation adjustment risk of OTC derivatives;
• The Trading Book business for position risk and large exposures exceeding the set limits; and
• Operational risk

For assistance in calculating your Own Funds Total Risk Exposure, please contact our friendly COREP.Support team.