### Article 280f Other Risks Category Add-On

1.

For the purposes of Article 278, institutions shall calculate the other risks category add-on for a given netting set as follows:

where:

AddOn^{Other} = the other risks category add-on;

j = the index that denotes the other risk *hedging sets* established in accordance with point (f) of Article 277a(1) and Article 277a(2) for the netting set; and

= the other risks category add-on for *hedging set* j calculated in accordance with paragraph 2.

- 01/01/2022

2.

Institutions shall calculate the other risks category add-on for *hedging set* j as follows:

where:

= the other risks category add-on for *hedging set* j;

*ε*_{j} = the hedging set supervisory factor coefficient of *hedging set* j determined in accordance with Article 280;

SF^{Other}= the supervisory factor for the other risk category with a value equal to 8%; and

= the effective notional amount of *hedging set* j calculated as follows:

where:

l = the index that denotes the risk position.

- 01/01/2022