+Article 325g 6.
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Article 325g 6.
Institutions shall calculate the risk-class own funds requirements for curvature risk (RCCR) by aggregating all the bucket-level own funds requirements for curvature risk within a given risk class as follows: where:
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b, c
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=
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the indices that denote all the buckets of a given risk class that corresponds to instruments referred to in paragraph 1;
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Kb
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=
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own funds requirements for curvature risk for bucket b;
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 ;
 ;
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γbc
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=
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the inter-bucket correlations between buckets b and c as set out in Section 6.
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1. Übersicht
| Bezeichnung |
Regulierung |
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1.1 Referenzen
1.2 Identifizierte Anforderungen
1.3 Zugehörige Standards
2. Identifizierte Anforderungen
Anforderungen
| Quelle |
Anforderung |
3. Zugehörige Standards
Standards
| Quelle |
Anforderung |
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