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+Article 325al 1. |
Article 325al 1.The delta risk correlation ρk
l shall be derived in accordance with Article 325ai, except that, for the purposes of this paragraph, ρk
l
(basis) shall be equal to 1 where the two sensitivities are related to the same curves, otherwise it shall be equal to 99,00 %.
1. Prezentare generală
1.1 Referințe1.2 Cerințe identificate1.3 Standarde asociate2. Cerințe identificate
3. Standarde asociate
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