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The EBA publishes final standards on the specification of long and short positions under the derogations for market and counterparty risks (EBA/RTS/2025/19)

The proposed general method to identify the main risk drivers hinges on sensitivities defined under the market risk standardised approach (FRTB-SA) or on add-ons defined under the standardised approach for counterparty credit risk (SA-CCR).

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