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+Article 325aq 3. |
Article 325aq 3.The correlation parameter ρkl
between two sensitivities WSk
and WSl
to equity repo rates within the same bucket shall be set in accordance with points (a) to (d) of paragraph 2.
1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
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