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+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. Panoramica
1.1 Riferimenti1.2 Requisiti identificati1.3 Standard correlati2. Requisiti identificati
3. Standard correlati
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