+Artikolu 325ay 2.

Artikolu 325ay 2.

Bejn is-sensittivitajiet tar-riskju vega fi ħdan bucket tal-klassijiet l-oħra ta' riskju, il-parametru ta' korrelazzjoni ρkl għandu jiġi stabbilit kif ġej:

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fejn:

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għandu jkun ugwali għall-korrelazzjoni intrabucket delta li tikkorrispondi għall-bucket li għalih jiġu allokati l-fatturi ta' riskju vega k u l; u

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għandha tiġi stabbilita f'konformità mal-paragrafu 1.

1. Ħarsa ġenerali

,

1.1 Referenzi

1.2 Rekwiżiti identifikati

1.3 Standards relatati

2. Rekwiżiti identifikati

Rekwiżiti

3. Standards relatati

Standards
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