+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. Visão geral

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1.1 Referências

1.2 Requisitos identificados

1.3 Normas relacionadas

2. Requisitos identificados

Requisitos

3. Normas relacionadas

Normas