C_92.03 ALTERNATIVE STANDARDISED APPROACH: SBM - CREDIT SPREAD RISK FOR SECURITISATION NOT INCLUDED IN THE ALTERNATIVE CORRELATION TRADING PORTFOLIO (NON-ACTP CSR) (MKR SBM non-ACTP CSR)

C_92.03 ALTERNATIVE STANDARDISED APPROACH: SBM - CREDIT SPREAD RISK FOR SECURITISATION NOT INCLUDED IN THE ALTERNATIVE CORRELATION TRADING PORTFOLIO (NON-ACTP CSR) (MKR SBM non-ACTP CSR)DPM table C_92.03 ALTERNATIVE STANDARDISED APPROACH: SBM - CREDIT SPREAD RISK FOR SECURITISATION NOT INCLUDED IN THE ALTERNATIVE CORRELATION TRADING PORTFOLIO…

COREP_FRTB FRTB - COREP

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