|
+Article 325al 1. |
Article 325al 1.The delta risk correlation ρk
l shall be derived in accordance with Article 325ai, except that, for the purposes of this paragraph, ρk
l
(basis) shall be equal to 1 where the two sensitivities are related to the same curves, otherwise it shall be equal to 99,00 %.
1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
|