RDP 9408: The Supervisory Treatment of Banks' Market Risk Equation (9)

L 95 = 0.49 ( 0.01 ) # S E C R 2 = 0.01 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeqabeGaaa qaaiaadYeadaWgaaWcbaGaaGyoaiaaiwdaaeqaaOGaeyypa0ZaaCbe aeaacaaIWaGaaiOlaiaaisdacaaI5aaaleaadaqadaqaaiaaicdaca GGUaGaaGimaiaaigdaaiaawIcacaGLPaaaaeqaaOWaaWbaaSqabeaa caGGJaaaaOGaam4uaiaadweacaWGdbaabaGaamOuamaaCaaaleqaba GaaGOmaaaakiabg2da9iabgkHiTiaaicdacaGGUaGaaGimaiaaigda aaaaaa@4B12@