x,y
Defined in Article 325r, Capital Requirements Regulation (CRR)
Definitions over time (1)
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25/12/2019 – today applies on 11/11/2026 Article 325r, Capital Requirements Regulation (CRR) Scope: Whole act
$$S_{r_{kt}} = \frac{V_i(r_{kt} + 0.0001, x, y \dots) - V_i(r_{kt}, x, y \dots)}{0.0001}$$ the sensitivities to risk factors consisting of risk-free rates shall be calculated as follows: where: [IMAGE] = the sensitivities to risk factors consisting of risk-free rates; r_{kt} = the rate of a risk-free curve k with maturity t; V_{i} (.) = the pricing function of instrument i; and x,y = risk factors other than r_{kt} in the pricing function V_{i};
Other definitions of this term in this act (1)
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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 (38 places in 5 provisions on 11/11/2026)
Capital Requirements Regulation (CRR) (38 in 5)
Article 325g2 · Article 325r9 · Article 325s3 · Article 383i21 · Article 383j3