risk-neutral distribution
Defined in Article 272, Capital Requirements Regulation (CRR)
Definitions over time (2)
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25/12/2019 – today applies on 12/11/2026 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6
For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:
‘risk-neutral distribution’ means a distribution of market values or exposures over a future time period where the distribution is calculated using market implied values such as implied volatilities;
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28/06/2013 – 19/07/2016 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6
For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:
‘risk-neutral distribution’ means a distribution of market values or exposures over a future time period where the distribution is calculated using market implied values such as implied volatilities;
Earlier definition records in this act (1)
Open an entry to see its definitions, dates and uses. Separate scopes and histories are kept intact.
- Article 272(15) Historical · definitions end 25/12/2019