Article 325ar

Capital Requirements Regulation (CRR) > PART THREE > TITLE IV > CHAPTER 1a > Section 6 > Subsection 1 > Article 325ar
Article 325ar
Correlations across buckets for equity risk
Main content: 

The correlation parameter γbc shall apply to the aggregation of sensitivities between different buckets. It shall be set at 15 % where the two buckets fall within buckets 1 to 10.