art_1__point_90__table__6 Text with EEA relevance. — Regulation (EU) 2019/876 of the European Parliament and of…

art_1__point_90table6

Text with EEA relevance.

Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012 (Text with EEA relevance.) · European Union

sk | = | the delta commodity risk sensitivities; k | = | a given commodity risk factor; CTYk | = | the value of risk factor k; Vi (.) | = | the market value of instrument i as a function of risk factor k; and y, z | = | risk factors other than CTYk in the pricing model of instrument i.

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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.