lexiara

(1)

Text with EEA relevance.

‘risk class’ means one of the following seven categories: general interest rate risk; credit spread risk (CSR) for non-securitisation; credit spread risk for securitisation not included in the alternative correlation trading portfolio (non-ACTP CSR); credit spread risk for securitisation included in the alternative correlation trading portfolio (ACTP CSR); equity risk; commodity risk; foreign exchange risk;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.