[X1PART THREE U.K. CAPITAL REQUIREMENTS

TITLE IVU.K. OWN FUNDS REQUIREMENTS FOR MARKET RISK]

F1CHAPTER 1aU.K.Alternative standardised approach

Section 6U.K.Risk weights and correlations

Subsection 1U.K.Delta risk weights and correlations
F1 Article 325ahU.K.Risk weights for credit spread risk for non-securitisations

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