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[Default Risk Charge].[DRC Sec non-CTP Rating Type]
Description |
The rating type used alongside the rating to determine the SEC-ERBA risk-weight |
Reference |
[MAR22.24] |
Dimension |
Default Risk Charge |
Hierarchy |
DRC Sec non-CTP Rating Type |
Levels |
[ALL, DRC Sec non-CTP Rating Type] |