CSR Sec non-CTP

Download PDF version of this chapter: FRTB_Impl_SBM_CSR_Sec_non-CTP_4.0.pdf

This section describes how the SBM CSR Sec non-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 non-CTP risk-class, including: