s2md_tSR.26.01.01.03 - Simplifications used

SR.26.01.01.03
Simplifications used
C0010
Simplifications spread risk – bonds and loansR0012
Simplifications market concentration risk – simplifications usedR0014
Captives simplifications - interest rate riskR0020
Captives simplifications - spread risk on bonds and loansR0030
Captives simplifications - market concentration riskR0040