DRC non-Sec LGD

The measure requires having hierarchy(ies) in the view: [Default Risk Charge].[DRC Instrument LGD Type].

See also

• DRC Sec non-CTP WtS Ratio
• DRC non-Sec Net JTD Short
• DRC non-Sec Weighted Net JTD Short
• DRC non-Sec WtS Ratio
• DRC Sec non-CTP Gross JTD
• DRC Sec non-CTP Net JTD Short
• DRC Sec non-CTP Net JTD Long
• DRC non-Sec Default Risk Charge
• DRC non-Sec JTD Weightings
• DRC non-Sec Scaled Gross JTD
• DRC Sec non-CTP JTD Weightings
• DRC Sec non-CTP Scaled Gross JTD
• DRC non-Sec Net JTD Long
• DRC Sec non-CTP Default Risk Charge
• DRC non-Sec Weighted Net JTD Long
• DRC non-Sec Gross JTD
• DRC - IMA
• DRC PnL Expand
• DRC Sec non-CTP Weighted Net JTD Short
• Default Risk Charge
• Maturity Scaling Factor
• DRC Sec non-CTP Weighted Net JTD Long