CSR Sec CTP

Download PDF version of this chapter: FRTB_Impl_SBM_CSR_Sec_CTP_4.1.pdf

This section describes how the SBM CSR Sec CTP Risk Class is implemented and how the BCBS 457 specification is interpreted.

Also covered here is the specialization of the data, calculations, and configuration for the CSR Sec CTP risk-class, including: