ccr_approach

Specifies the Counterparty Credit Risk Methodology to applied to the exposure for derivatives, SFTs and other applicable trades.

sa

Standardized Approach As documented in Section 3, Chapter 6 of the CRR

ssa

Simplified Standardized Approach As documented in Section 4, Chapter 6 of the CRR

oem

Original Exposure Method As documented in Section 5, Chapter 6 of the CRR

imm

Internal Model Method As documented in Section 6, Chapter 6 of the CRR