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 6Counterparty default risk module
F1
F1Article 201Variance of the loss distribution of type 1 exposures
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