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s2md_tS.26.10.01.07 - Internal model - Credit event risk Portfolio view details

S.26.10.01.07
mVaR
C0100
s2c_dim:EAs2c_VM:x23y
s2c_dim:RTs2c_RT:x251y
s2c_dim:SPs2c_AP:x84x
s2c_dim:VRs2c_VM:x103x
Credit event risk ('migration and default') - 99.5%R0740
concepts2md_met:mi712y
s2c_dim:EAs2c_VM:x23y
s2c_dim:PTs2c_PI:x24y
s2c_dim:RTs2c_RT:x251y
s2c_dim:SPs2c_AP:x84x
s2c_dim:VRs2c_VM:x103x
Expected loss - meanR0750
concepts2md_met:mi2890y
s2c_dim:EAs2c_VM:x23y
s2c_dim:RTs2c_RT:x251y
s2c_dim:SPs2c_AP:x84x
s2c_dim:TAs2c_AM:x12y
s2c_dim:VGs2c_AM:x31y
s2c_dim:VRs2c_VM:x103x

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