• $L{H}_{riskclass}$ is specified as follows:

  Risk Class	$L{H}_{riskclass}$
  GIRR	60
  CSR non seciritizations	120
  Equity (large cap)	20
  Equity (small cap)	60
  Commodity	120
  FX	40
  CSR securitisations (CTP)	120
  CSR (non-CTP)	120

Excel

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