Aktualisiert 18/07/2025
In Kraft

Fassung vom: 29/06/2025
Änderungen
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Article 325au - Regulation 575/2013 (CRR)

Article 325au

Correlations across buckets for commodity risk

The correlation parameter γb c applying to the aggregation of sensitivities between different buckets shall be set at:

(a) 

20 % where the two buckets fall within bucket numbers 1 to 10;

(b) 

0 % where either of the two buckets is bucket number 11.