(c)

Commission Delegated Regulation (EU) 2021/424 of 17 December 2019 amending Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the alternative standardised approach for market risk (Text with EEA relevance) · European Union

paragraph 3 is replaced by the following: ‘3. The correlation parameter ρkl between two sensitivities WSk and WSl to equity repo rates within the same bucket shall be set in accordance with points (a) to (d) of paragraph 2.’;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-18 · Text as adopted (Official Journal); later amendments are not incorporated in this text.