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s2md_tS.26.12.01.03 - Credit risk Non-Financial Instruments - mVaR 99.50%

S.26.12.01.03
mVaR 99.50%
C0070
s2c_dim:EAs2c_VM:x23x
s2c_dim:PTs2c_PI:x24x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x14x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x
Total undiversified counterparty default riskR0200
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:x14x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x
Diversification: counterparty default riskR0210
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:x14x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x
Diversified risk: counterparty default riskR0220
concepts2md_met:mi92y
s2c_dim:EAs2c_VM:x23x
s2c_dim:PTs2c_PI:x24x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x14x
s2c_dim:SPs2c_AP:x84x
s2c_dim:VGs2c_AM:x80z
s2c_dim:VRs2c_VM:x103x

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