Market risk
MRA: General qualitative information
For information on market risk management, please refer to Section 3 ‘Risk management’ of the consolidated notes to the 2025 Annual Report.
MR1: Regulatory capital requirements under the standardised approach
a | ||||
Amounts in millions Swiss francs | Capital re- quirement under the stan- dardised approach 31.12.2025 | |||
1 | General interest rate risk | 32.9 | ||
2 | Equity risk | 75.4 | ||
3 | Commodity risk | 8.1 | ||
4 | Foreign exchange risk | 44.0 | ||
5 | Credit spread risk – non-securitisations | 140.7 | ||
8 | Default risk – non-securitisations | 29.3 | ||
11 | Residual risk add-on | 4.5 | ||
12 | Total | 335.0 |
As part of the transition to the requirements of Basel III final, LUKB has revised its calculation approach for market risks (now the standard market risk approach – FRTB). Therefore, the figures in table MR1 can not be compared with the previous year.