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The data and calculations for the CSR Sec CTP risk class are specified in MAR21.58—MAR21.61 in relation to their differences from CSR non-Sec. In , these two risk classes share a lot of configuration and the CSR Sec CTP calculations will depend on the CSR non-Sec configuration. For example, the configuration for ρ_kl(name)\rho\_{kl}^{(name)} and ρ_kl(tenor)\rho\_{kl}^{(tenor)} are inherited from the CSR non-Sec risk class and not specified separately for CSR Sec CTP.