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s2md_tS.26.11.01.04 - Credit event risk for financial instruments - mVaR 99.50%

S.26.11.01.04
mVaR 99.50%
C0110
s2c_dim:EAs2c_VM:x23x
s2c_dim:PTs2c_PI:x24x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x250x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x
Total undiversified credit riskR0190
concepts2md_met:mi92y
s2c_dim:DVs2c_RT:x11y
s2c_dim:EAs2c_VM:x23x
s2c_dim:PTs2c_PI:x24x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x250x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x
Diversification: credit riskR0200
concepts2md_met:mi92y
s2c_dim:DVs2c_RT:x29y
s2c_dim:EAs2c_VM:x23x
s2c_dim:PTs2c_PI:x24x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x250x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x
Diversified risk: credit riskR0210
concepts2md_met:mi92y
s2c_dim:EAs2c_VM:x23x
s2c_dim:PTs2c_PI:x24x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x250x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x

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