+Članak 325.r 4.
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Članak 325.r 4.
Institucije izračunavaju osjetljivosti na delta-rizik robe za svaki faktor rizika k na sljedeći način:
pri čemu je:
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sk
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=
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osjetljivosti na delta-rizik robe;
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k
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=
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određeni faktor robnog rizika;
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CTYk
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=
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vrijednost faktora rizika k;
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▼C7
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Vi (.)
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=
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funkcija za određivanje cijene instrumenta ,i’; i
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▼M8
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y, z
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=
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faktori rizika koji nisu CTYk u modelu za određivanje cijene instrumenta „i”.
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1. Pregled
1.1 Reference
1.2 Utvrđeni zahtjevi
1.3 Povezani standardi
2. Utvrđeni zahtjevi
3. Povezani standardi
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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