+Article 383l 2.

Article 383l 2.

Institutions shall apply a correlation parameter of 40 % for the aggregation of inflation rate delta risk sensitivity and risk-free rate delta sensitivity denominated in the same currency.

1. Overview

Summary	Regulation

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 -
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