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ISRB

Article 325an

Intra-bucket correlations for credit spread risk for securitisations not included in the ACTP
ISRB

Article 325am

Risk weights for credit spread risk for securitisations not included in the ACTP
ISRB

Article 325al

Correlations for credit spread risk for securitisations included in the ACTP
ISRB

Article 325ak

Risk weights for credit spread risk for securitisations included in the ACTP
ISRB

Article 325aj

Correlations across buckets for credit spread risk for non- securitisations
ISRB

Article 325ai

Intra-bucket correlations for credit spread risk for non- securitisations
ISRB

Article 325ah

Risk weights for credit spread risk for non-securitisations
ISRB

Article 325ag

Correlations across buckets for general interest rate risk
ISRB

Article 325af

Intra bucket correlations for general interest rate risk
ISRB

Article 101

Ongoing review of the permission to use internal approaches
ISRB

Article 98

Technical criteria for the supervisory review and evaluation