Eureka CRR Sign in

sensitivity

as defined in CRR, Article 325d, point (2) (Definitions)

the relative change in the value of a position, as a result of a change in the value of one of the relevant risk factors of the position, calculated with the institution's pricing model in accordance with Subsection 2 of Section 3;

Open in the act with Eureka

Install the extension for EUR-Lex