Updated 03/12/2024
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Article 4 - Specific methodology for repo and dividend risk factors

Article 4

Specific methodology for repo and dividend risk factors

1.   By way of derogation from Article 1, institutions shall map equity repo rates and dividend risk factors to the broad risk factor category ‘Equity’.

2.   By way of derogation from Article 1, for the purpose of determining the broad risk factor sub-category, equity repo rates and dividend risk factors for a given equity shall be treated as risk factors corresponding to the volatility of that equity.