SBP_CR SBP Credit risk - DPM module | DPM Navigator

SBP_CR SBP Credit risk - DPM moduleDPM module SBP_CR SBP Credit risk: 7 tables in DPM release 4.4, including C_101.00, C_102.00, C_103.00, C_105.01, C_105.02, C_105.03.

C_101.00 Details on exposures in Low Default Portfolios by counterparty

C_102.00 Details on exposures in Low Default Portfolios

C_103.00 Details on exposures in High Default Portfolios

C_105.01 Definition of internal models

C_105.02 Mapping of internal models to portfolios

C_105.03 Mapping of internal models to countries

S_00.01 Nature of Report (SBP)

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