> ## 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.

# Implementation note

export const productName = "Atoti FRTB";

The data and calculations for the CSR Sec CTP risk class are specified
in [MAR21.58](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_58)--[MAR21.61](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_61) in relation to their differences
from CSR non-Sec.

In {productName}, 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
$\rho\_{kl}^{(name)}$ and $\rho\_{kl}^{(tenor)}$ are inherited from the CSR
non-Sec risk class and not specified separately for CSR Sec CTP.