s2md_tSR.26.01.01.03 - Simplification Used

SR.26.01.01.03
Simplification Used
C0010
Simplifications - spread risk - bonds and loansR0010
Captives simplifications - interest rate riskR0020
Captives simplifications - spread risk on bonds and loansR0030
Captives simplifications - market concentration riskR0040