SBM Risk Charge (reference scenario)

This measure is similar to SBM Risk Charge, however the correlation scenario (low/medium/high) is selected at the reference level.

See also

• CSR Sec CTP Risk Charge
• CSR Sec non-CTP Risk Charge
• CSR non-Sec Risk Charge
• Commodity Risk Charge
• Equity Risk Charge
• FX Risk Charge
• GIRR Risk Charge
• Medium Risk Charge
• SBM Correlation Scenario
• SBM Risk Charge