+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);

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(e) 

80 % between two sensitivities within the same bucket that fall under either index bucket (bucket number 12 or 13).

1. Prezentare generală

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1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde