| SR.26.01.01.03 | ||
| Simplification Used | ||
| C0010 | ||
| Simplifications - spread risk - bonds and loans | R0010 | |
| Captives simplifications - interest rate risk | R0020 | |
| Captives simplifications - spread risk on bonds and loans | R0030 | |
| Captives simplifications - market concentration risk | R0040 | |