+Articolo 325 tertricies 1.
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Articolo 325 tertricies 1.
Tra due sensibilità ponderate di fattori del rischio generico di tasso di interesse WSk e WSl all'interno della stessa categoria e assegnati alla stessa scadenza ma corrispondenti a diverse curve, la correlazione ρkl è fissata al 99,90 %.
1. Panoramica
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Regolamentazione |
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1.1 Riferimenti
1.2 Requisiti identificati
1.3 Standard correlati
2. Requisiti identificati
Requisiti
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Requisito |
3. Standard correlati
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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