+Article 325f 6.

Article 325f 6.

The net sensitivities to each risk factor within each bucket shall be multiplied by the corresponding risk weights set out in Section 6, giving rise to weighted sensitivities to each risk factor within that bucket in accordance with the following formula:

WSk = RWk · sk
where:

WSk

=

the weighted sensitivities;

RWk

=

the risk weights; and

sk

=

the risk factor.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards