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/ba-measures/capital.html
---
Capital
test ../ test cube/measures/ba-measures/exposures.html
---
Exposures
test ../ test cube/measures/ba-measures/interim-results.html
---
Interim - BA Measures
test ../ test cube/measures/ba-measures/supervisory-parameters.html
---
Supervisory parameters
test ../ test cube/ba-index-risk-weight.html
---- BA Index Risk Weight
test ../ test cube/ba-risk-weight.html
---- BA Risk Weight
test ../ test cube/correlation-r_hc.html
---- Correlation r_hc
test ../ test cube/discount-factor-ead.html
---- Discount Factor EAD
test ../ test cube/discount-factor-hedge.html
---- Discount Factor Hedge
test ../ test cube/measures/ba-measures/technical-ba.html
---
Technical - BA Measures
test ../ test cube/measures/sa-measures.html
--
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
BA Risk Weight
Description
The risk weight that reflects the volatility of the credit spread
Reference
[MAR50.16]
Notation
$RW_c$, $RW_h$
To display $RW_c$ - risk weights assigned to exposures at default based on counterparty’s sector and credit quality combine BA Risk Weight with [Risk].[CVACounterpartyId] .