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+Article 383z 2. |
Article 383z 2.The cross-bucket correlation parameter for commodity vega risk shall be set at:
(a)
20 %, where the two buckets fall within buckets 1 to 12 in Article 383x(1), Table 1;
(b)
0 %, where one of the two buckets is bucket 13 in Article 383x(1), Table 1. 1. Prezentare generală
1.1 Referințe1.2 Cerințe identificate1.3 Standarde asociate2. Cerințe identificate
3. Standarde asociate
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