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+Article 325aq 2. |
Article 325aq 2.In other cases than the cases referred to in paragraph 1, the correlation parameter ρkl between two sensitivities WS k and WS l to equity spot price within the same bucket shall be set as follows:
(a)
15 % between two sensitivities within the same bucket that fall under the category large market capitalisation, emerging market economy (bucket number 1, 2, 3 or 4);
(b)
25 % between two sensitivities within the same bucket that fall under the category large market capitalisation, advanced economy (bucket number 5, 6, 7 or 8);
(c)
7,5 % between two sensitivities within the same bucket that fall under the category small market capitalisation, emerging market economy (bucket number 9);
(d)
12,5 % between two sensitivities within the same bucket that fall under the category small market capitalisation, advanced economy (bucket number 10);
(e)
80 % between two sensitivities within the same bucket that fall under either index bucket (bucket number 12 or 13). 1. Prezentare generală
1.1 Referințe1.2 Cerințe identificate1.3 Standarde asociate2. Cerințe identificate
3. Standarde asociate
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