Contents
- (a) risk arising from transactions where the delivery obligati…
- (b) risk of a change in the implied volatility of an instrumen…
- (c) correlation risk arising from an index option, where the i…
- (d) correlation risk arising from an option in a collective in…
- (e) dividend risk arising from a derivative instrument whose u…
(c)correlation risk arising from an index option, where the index meets the conditions set out in Article 325i(3) of Regulation (EU) No 575/2013;
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