Now that NAS signaling is established, the network initiates an Authentication Request or challenge. Once the UE’s Authentication Response is deemed valid, the network sends a NAS Security Mode Command. Note that while neither the Authentication Request nor the Authentication Response is integrity-protected, the Security Mode Command is protected. The UE then sends a Security Mode Complete message, establishing protected NAS signaling.
In order to protect EPS Session Management (ESM) information, the network now sends an ESM Information Request; the UE reacts with an ESM Information response describing the now-protected protocol configuration options.

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Source: IMS Procedures and Protocols: The LTE User Equipment Perspective by Spirent