Instruments Subject to the Default Risk Capital Requirement
| No: 44047144 | Date(g): 27/12/2022 | Date(h): 4/6/1444 | Status: In-Force |
Effective from Jan 01 2023 - Dec 31 2022
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| 8.2 | The DRC requirement must be calculated for instruments subject to default risk:
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| | (1) | Non-securitisation portfolios
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| | (2) | Securitisation portfolio (non-correlation trading portfolio, or non-CTP)
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| | (3) | Securitisation (correlation trading portfolio, or CTP)
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