+Article 51 (b)

Article 51 (b)

either exposures to different obligors are mapped to different risk factors, or there is a basis risk factor to capture the differences in those exposures, and the basis risk between obligors that are constituents of credit indices and other obligors is captured;

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards