[X1PART THREE U.K. CAPITAL REQUIREMENTS

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

F1CHAPTER 1aU.K.Alternative standardised approach

Section 3U.K.Risk factor and sensitivity definitions

Subsection 2U.K.Sensitivity definitions
F1 Article 325sU.K.Vega risk sensitivities

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .