 |
| |||
| default risk charge (is intended to capture the Jump-to-Default (JTD) risk of an instrument i.e. the loss that would be suffered by the holder if the issuer of the bond or equity were to default Millie) | |||
|
| |||
| default risk charge (is intended to capture the Jump-to-Default (JTD) risk of an instrument i.e. the loss that would be suffered by the holder if the issuer of the bond or equity were to default Millie) | |||