Index IndexConstraints ConstraintsDPM Map DPM Map

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

S.26.12.01.03
mVaR 99.50%
C0070
Total undiversified counterparty default riskR0200
Diversification: counterparty default riskR0210
Diversified risk: counterparty default riskR0220

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