Cross-gamma impact included in the gamma impact?
- Regulation
- Regulation (EU) No 575/2013 (CRR)
- Article
- 329
- Topic
- Market risk
- Submitted by
- Consultancy firm
- Submitted
- 2022-06-14
Question
Background
Original source: European Banking Authority, Q&A ID 2022_6482
This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
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