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ISRB

Article 325ao

Correlations across buckets for credit spread risk for securitisations not included in the ACTP
ISRB

Article 325ag

Correlations across buckets for general interest rate risk
ISRB

Article 325aj

Correlations across buckets for credit spread risk for non-securitisations
ISRB

Article 325ak

Risk weights for credit spread risk for securitisations included in the ACTP
ISRB

Article 325al

Correlations for credit spread risk for securitisations included in the ACTP
ISRB

Article 325ai

Intra-bucket correlations for credit spread risk for non-securitisations
ISRB

Article 325ah

Risk weights for credit spread risk for non-securitisations
ISRB

Article 325y

Calculation of the own funds requirements for the default risk
ISRB

Sub-Section 2

Own funds requirements for the default risk for securitisations not included in the ACTP
ISRB

Article 325aa

Calculation of the own funds requirement for the default risk for securitisations
ISRB

Sub-Section 3

Own funds requirements for the default risk for securitisations included in the ACTP