s_{k}
Defined in Article 325r, Capital Requirements Regulation (CRR)
Definitions over time (1)
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25/12/2019 – today applies on 09/11/2026 Article 325r, Capital Requirements Regulation (CRR) Scope: Article 325w Paragraph 5 SubParagraph 2 Table 2
$$S_k = \frac{V_i(1.01 \mathrm{EQ}_k, x, y, \dots) - V_i(\mathrm{EQ}_k, x, y, \dots)}{0.01}$$ the sensitivities to risk factors consisting of equity spot prices shall be calculated as follows: where: s_{k} = the sensitivities to risk factors consisting of equity spot prices; k = a specific equity security; EQ_{k} = the value of the spot price of that equity security; V_{i} (.) = the pricing function of instrument i; and x,y = risk factors other than EQ_{k} in the pricing function V_{i};
Other definitions of this term in this act (3)
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Earlier definition records in this act (1)
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- Article 325r(3) Historical · definitions end 25/12/2019
Used in (0 places in 0 provisions on 09/11/2026)
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