Article 325aw

Path:
Capital Requirements Regulation (CRR) > PART THREE > TITLE IV > CHAPTER 1a > Section 6 > Subsection 1 > Article 325aw
Title:
Article 325aw
Description: 
Correlations for foreign exchange risk
Main content: 

A uniform correlation parameter γ bc equal to 60 % shall apply to the aggregation of sensitivities to foreign exchange risk factors.