art_1__point_2__table__3

pkl | = | the intra-bucket correlations between risk factors k and l as prescribed in Section 6; k, l | = | the indices that denote all the risk factors of instruments referred to in paragraph 1 that are assigned to bucket b; ( ) | = | the upward net curvature risk position; ( ) | = | the downward net curvature risk position.

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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.