art_1__point_201__table__8

| = the sensitivities of the aggregate CVA to an equity spot price risk factor; EQ | = the value of the equity spot price; VCVA | = the aggregate CVA calculated by the regulatory CVA model; x,y | = risk factors other than EQ in VCVA ; | = the sensitivities of the eligible hedge i to an equity spot price risk factor; Vi | = the pricing function of the eligible hedge i; w,z | = risk factors other than EQ in the pricing function Vi .

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.