+Artikolu 325s 1.
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Artikolu 325s 1.
L-istituzzjonijiet għandhom jikkalkulaw is-sensittività għar-riskju vega ta' opzjoni għal fattur ta' riskju partikolari k kif ġej:
fejn:
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sk
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=
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is-sensittività għar-riskju vega ta' opzjoni;
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k
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fattur ta' riskju vega speċifiku, li jikkonsisti f'volatilità implikata;
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volk
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il-valur ta' dak il-fattur ta' riskju, li għandu jkun espress bħala perċentwal; u
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x,y
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fatturi ta' riskju minbarra volk fil-funzjoni tal-ipprezzar Vi.
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1. Ħarsa ġenerali
| Titlu |
Regolamentazzjoni |
,
1.1 Referenzi
1.2 Rekwiżiti identifikati
1.3 Standards relatati
2. Rekwiżiti identifikati
3. Standards relatati
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