> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Default risk charge

<Badge color="gray" size="lg">[drc\_sa](../tags/drc-sa)</Badge>

|                 |                                                                                                                                           |
| --------------- | ----------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The default risk charge per SA approach as if all positions are under SA                                                                  |
| **Variations**  | [incremental](./incremental), [pro\_rata](./pro_rata), [euler](./euler)                                                                   |
| **Reference**   | [\[MAR22.2\]](https://www.bis.org/basel_framework/chapter/MAR/22.htm?inforce=20230101\&published=20200327#paragraph_MAR_22_20230101_22_2) |

**Default Risk Charge** = **DRC non-Sec Default Risk Charge** +**DRC Sec non-CTP Default Risk Charge**

Please note, that this measure disregards the actual capital treatment of individual positions and computes charges as if all positions are under SA. We recommend applying a filter on **FRTB Model** equal to "SA" to limit the scope to positions officially under the "SA" approach.
