World Of Taxonomy
MKT-DRCLeafLevel 2

Default Risk Charge

MKT-DRC is the Default Risk Charge element within the Basel III/IV market-risk framework (BCBS 189/424). It assigns capital for the potential loss from defaults of trading-book positions, complementing the other market-risk capital charges.

GET/api/v1/systems/basel_exposure/nodes/MKT-DRC
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