Subsection 1 Delta risk weights and correlations (arts. 325ae-325aw)

Inserted
Article 325ae Risk weights for general interest rate risk
Inserted
Article 325af Intra bucket correlations for general interest rate risk
Inserted
Article 325ag Correlations across buckets for general interest rate risk
Inserted
Article 325ah Risk weights for credit spread risk for non-securitisations
Inserted
Article 325ai Intra-bucket correlations for credit spread risk for non-securitisations
Inserted
Article 325aj Correlations across buckets for credit spread risk for non-securitisations
Inserted
Article 325ak Risk weights for credit spread risk for securitisations included in the ACTP
Inserted
Article 325al Correlations for credit spread risk for securitisations included in the ACTP
Inserted
Article 325am Risk weights for credit spread risk for securitisations not included in the ACTP
Inserted
Article 325an Intra-bucket correlations for credit spread risk for securitisations not included in the ACTP
Inserted
Article 325ao Correlations across buckets for credit spread risk for securitisations not included in the ACTP
Inserted
Article 325ap Risk weights for equity risk
Inserted
Article 325aq Intra-bucket correlations for equity risk
Inserted
Article 325ar Correlations across buckets for equity risk
Inserted
Article 325as Risk weights for commodity risk
Inserted
Article 325at Intra-bucket correlations for commodity risk
Inserted
Article 325au Correlations across buckets for commodity risk
Inserted
Article 325av Risk weights for foreign exchange risk
Inserted
Article 325aw Correlations for foreign exchange risk