F1 Article 325aoU.K.Correlations across buckets for credit spread risk for securitisations not included in the ACTP
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance)
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .