Explore European Union Legislation by Asking a Legal Question
assisted-checkbox
filter-instruction-1
positive-filters
negative-filters
act-filter tabs-all
parameters-title
query
assisted-checkbox: ✅
result-title
total 1
Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance article 383z CELEX: 02013R0575-20250629 Correlations across buckets for commodity risk
1. The cross-bucket correlation parameter for commodity delta risk shall be set at: (a) 20 %, where the two buckets fall within buckets 1 to 12 in Article 383x(1), Table 1; (b) 0 %, where one of the two buckets is bucket 13 in Article 383x(1), Table 1. 2. The cross-bucket correlation parameter for commodity vega risk shall be set at: (a) 20 %, where the two buckets fall within buckets 1 to 12 in Article 383x(1), Table 1; (b) 0 %, where one of the two buckets is bucket 13 in Article 383x(1), Table 1. |