GRCA Planeth
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Section 3 Risk factor and sensitivity definitions
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Regulation - Subsection 1 Risk factor 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 1 Risk factor definitions
Subsection 1 Risk factor definitions
1. Overview
Summary
Regulation
Article 325l General interest rate risk factors
Article 325m Credit spread risk factors for non-securitisation
Article 325n Credit spread risk factors for securitisation
Article 325o Equity risk factors
Article 325p Commodity risk factors
Article 325q Foreign exchange risk factors
,
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
Source
Requirement
3. Related Standards
Standards
Source
Requirement
Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
EULAW
-
European Regulation published on
http://eur-lex.europa.eu/