- The data model, which describes the data used for the calculations and how it is structured, and how the data model is represented in the:
- The calculations, both in the ETL and at query time
- The parameters used in the query time calculations
- How the Solution is configured for CSR Sec non-CTP
CSR sec non-CTP
This section describes how the SBM CSR Sec non-CTP Risk Class is implemented and how the BCBS 457 specification is interpreted.
Also covered here is the specialization of the data, calculations, and configuration for the CSR Sec non-CTP risk-class, including: