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+Article 383o 2. |
Article 383o 2.A uniform correlation parameter equal to 60 % shall apply to the aggregation of sensitivities to vega foreign exchange risk factor across buckets.
1. Prezentare generală
1.1 Referințe1.2 Cerințe identificate1.3 Standarde asociate2. Cerințe identificate
3. Standarde asociate
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