sensitivity

Defined in Article 325d, Capital Requirements Regulation (CRR)

Definitions over time (1)

1. 27/06/2019 – today applies on 12/11/2026 Article 325d, Capital Requirements Regulation (CRR) Scope: Part III Title IV Chapter 1A

   For the purposes of this Chapter, the following definitions apply:

   ‘sensitivity’ means the relative change in the value of a position, as a result of a change in the value of one of the relevant risk factors of the position, calculated with the institution's pricing model in accordance with Subsection 2 of Section 3;

Used in (148 places in 38 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (148 in 38)

Article 325ae² · Article 325af⁷ · Article 325ah · Article 325ai⁶ · Article 325aj · Article 325ak · Article 325al · Article 325am · Article 325an⁵ · Article 325ao · Article 325ap · Article 325aq¹³ · Article 325ar · Article 325as · Article 325at⁴ · Article 325au · Article 325av · Article 325aw · Article 325ax · Article 325ay⁵ · Article 325c³ · Article 325d · Article 325e · Article 325f¹⁷ · Article 325g² · Article 325h · Article 325i¹⁴ · Article 325k² · Article 325l¹⁰ · Article 325m · Article 325n · Article 325o² · Article 325p² · Article 325q · Article 325r¹⁶ · Article 325s² · Article 325t¹⁴ · Article 325u³