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Breadcrumb

  1. Home
  2. Interactive Single Rulebook
  3. Capital Requirements Regulation (CRR)
  4. PART THREE
  5. TITLE IV
  6. CHAPTER 1a
  7. Section 2
  8. Article 325h

Article 325h

Description
Aggregation of risk-class specific own funds requirements for delta, vega and curvature risks
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  • Question & Answers
Source
EUR-Lex
Question & Answers

Paragraph

2

Links

  • 2021_6122 Gamma correlations regarding curvature risk in low and high scenario

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EUROPEAN BANKING AUTHORITY

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