7- Standardised Approach: Sensitivities-Based Method
- Main Concepts of the Sensitivities-Based Method
- Instruments Subject to Each Component of the Sensitivities-Based Method
- Process to Calculate the Capital Requirement Under the Sensitivities-Based Method
- Sensitivities-Based Method: Risk Factor and Sensitivity Definitions
- Sensitivities-Based Method: Definition of Delta Risk Buckets, Risk Weights and Correlations
- Sensitivities-Based Method: Definition of Vega Risk Buckets, Risk Weights and Correlations
- Sensitivities-Based Method: Definition of Curvature Risk Buckets, Risk Weights and Correlations
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