F1TITLE I VALUATION AND RISK-BASED CAPITAL REQUIREMENTS (PILLAR I), ENHANCED GOVERNANCE (PILLAR II) AND INCREASED TRANSPARENCY (PILLAR III)

F1CHAPTER VSOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA

F1SECTION 5Market risk module

F1Subsection 5Spread risk sub-module

F1 Article 178a Spread risk on securitisation positions: transitional provisions