+Section 3 Risk factor and sensitivity definitions
---+Subsection 1 Risk factor definitions
------+Article 325l General interest rate risk factors
---------+Article 325l 1.
---------+Article 325l 2.
---------+Article 325l 3.
---------+Article 325l 4.
---------+Article 325l 5.
---------+Article 325l 6.
---------+Article 325l 7.
---------+Article 325l 8.
---------+Article 325l 9.
------+Article 325m Credit spread risk factors for non-securitisation
---------+Article 325m 1.
---------+Article 325m 2.
---------+Article 325m 3.
---------+Article 325m 4.
------+Article 325n Credit spread risk factors for securitisation
---------+Article 325n 1.
---------+Article 325n 2.
---------+Article 325n 3.
---------+Article 325n 4.
---------+Article 325n 5.
------+Article 325o Equity risk factors
---------+Article 325o 1.
---------+Article 325o 2.
---------+Article 325o 3.
---------+Article 325o 4.
------+Article 325p Commodity risk factors
---------+Article 325p 1.
---------+Article 325p 2.
---------+Article 325p 3.
---------+Article 325p 4.
------+Article 325q Foreign exchange risk factors
---------+Article 325q 1.
---------+Article 325q 2.
---------+Article 325q 3.
---------+Article 325q 4.
---------+Article 325q 5.
---------+Article 325q 6.
---------+Article 325q 7.
---+Subsection 2 Sensitivity definitions
------+Article 325r Delta risk sensitivities
---------+Article 325r 1.
---------+Article 325r 2.
---------+Article 325r 3.
---------+Article 325r 4.
---------+Article 325r 5.
------+Article 325s Vega risk sensitivities
---------+Article 325s 1.
---------+Article 325s 2.
---------+Article 325s 3.
---------+Article 325s 4.
------+Article 325t Requirements on sensitivity computations
---------+Article 325t 1.
---------+Article 325t 2.
---------+Article 325t 3.
---------+Article 325t 4.
---------+Article 325t 5.
---------+Article 325t 6.

Section 3 Risk factor and sensitivity definitions

Section 3 Risk factor and sensitivity definitions

1. Overview

,
Subsection 1 Risk factor definitions Subsection 1 Risk factor definitions
Subsection 2 Sensitivity definitions Subsection 2 Sensitivity definitions

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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