| Description | The Crypto 2a delta risk charge based on the ‘Medium correlations’ scenario |
| Variations | high-low |
| Reference | [SCO60.78] |
| Formula | K=b∑Kb |
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| Description | The Crypto 2a delta risk charge based on the ‘Medium correlations’ scenario |
| Variations | high-low |
| Reference | [SCO60.78] |
| Formula | K=b∑Kb |
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