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MAR21 - Standardised approach: sensitivities-based …
WebBis Mar is on Facebook. Join Facebook to connect with Bis Mar and others you may know. Facebook gives people the power to share and makes the world more open and connected. WebMar 27, 2024 · Methodologies to calculate risk positions for delta, vega and curvature risks are set out in MAR21.3 to MAR21.5 and MAR21.15 to MAR21.26. (a) For delta and vega risks, the risk position is a sensitivity to a risk factor. (b) For curvature risk, the risk position is based on losses from two stress scenarios. incendium yt
Mariz Bis Mar Profiles - facebook.com
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