The correlation parameter γbc shall apply to the aggregation of sensitivities between different buckets.
It shall be set in relation to the buckets of Table 8 in Article 325ap as follows:
(a)
15 % where the two buckets fall within bucket numbers 1 to 10;
(b)
0 % where either of the two buckets fall within bucket number 11;
(c)
75 % where the two buckets fall within bucket number 12 and 13;
(d)
45 % otherwise.