Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-release/release-notes.html
-- Release notes
test ../ test dev/dev-release/migrate-4.0.html
-- Migration notes 4.0
test ../ test dev/dev-getting-started.html
-
Getting started
test ../ test dev/dev-extensions.html
-
Extending Atoti CVA Risk Capital
test ../ test user-getting-started.html
Getting started
test ../ test user-getting-started/about-guide.html
- Using this guide
test ../ test user-getting-started/pdf.html
- PDF guides
test ../ test user-getting-started/about-cvarc.html
- About the Solution
test ../ test user-getting-started/whats-new.html
- What's New
test ../ test user-getting-started/bookmarks.html
- Bookmarks
test ../ test cube.html
Cube reference
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/measures.html
-
Measures
test ../ test cube/measures/shared-measures.html
--
Measures - Combined cube
test ../ test cube/measures/ba-measures.html
--
BA Measures
test ../ test cube/measures/sa-measures.html
--
SA Measures
test ../ test cube/measures/sa-measures/weighted-sensitivities.html
---
Net Weighted Sensitivities
test ../ test cube/measures/sa-measures/sensitivities.html
---
Sensitivities
test ../ test cube/measures/sa-measures/bucket-level-charges.html
---
Bucket-level capital charge
test ../ test cube/measures/sa-measures/capital.html
---
Capital
test ../ test cube/measures/sa-measures/capital/interim-capital.html
----
Interim - Capital
test ../ test cube/aggregate-sa-capital.html
---- Aggregate SA Capital
test ../ test cube/comm-k-delta.html
---- COMM K Delta
test ../ test cube/comm-k-vega.html
---- COMM K Vega
test ../ test cube/eq-k-delta.html
---- EQ K Delta
test ../ test cube/eq-k-vega.html
---- EQ K Vega
test ../ test cube/fx-k-delta.html
---- FX K Delta
test ../ test cube/fx-k-vega.html
---- FX K Vega
test ../ test cube/ir-k-delta.html
---- IR K Delta
test ../ test cube/ir-k-vega.html
---- IR K Vega
test ../ test cube/rcs-k-delta.html
---- RCS K Delta
test ../ test cube/rcs-k-vega.html
---- RCS K Vega
test ../ test cube/measures/sa-measures/sa-supervisory-parameters.html
---
Supervisory Parameters
test ../ test cube/measures/sa-measures/technical-sa.html
---
Technical - SA Measures
test ../ test regulatory-calcs.html
Regulatory calculations
test ../ test input-files.html
Input file formats
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
Aggregate SA Capital
Description
Total SA capital charge across risk classes/sensitivity types.
Reference
[MAR50.53]
Notation
$K$
Due to a known issue, the Aggregate SA Capital measure displays as “NaN” for some of the locations. This issue does not affect the capital requirement calculation, but limits the ability to apply the desired breakdowns on rows.
To explore the locations, where the Aggregate SA capital is showing NaN instead of a value, we recommend using a filter. For example, to obtain the Aggregate SA Capital for a particular trade, we ask you to set a filter for this trade.