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+Article 325aw Correlations for foreign exchange risk |
Article 325aw Correlations for foreign exchange riskArticle 325aw Correlations for foreign exchange risk A uniform correlation parameter γb c equal to 60 % shall apply to the aggregation of sensitivities to foreign exchange risk factors. 1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
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