Instruments Subject to the Default Risk Capital Requirement
No: 44047144 | Date(g): 27/12/2022 | Date(h): 4/6/1444 | Status: In-Force |
8.2 | The DRC requirement must be calculated for instruments subject to default risk: | |
| (1) | Non-securitisation portfolios |
| (2) | Securitisation portfolio (non-correlation trading portfolio, or non-CTP) |
| (3) | Securitisation (correlation trading portfolio, or CTP) |
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