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/ds-x-k_full.html
---- DS x K_full
test ../ test cube/ds-x-k_reduced.html
---- DS x K_reduced
test ../ test cube/k_full.html
---- K_full
test ../ test cube/k_hedged.html
---- K_hedged
test ../ test cube/k_reduced.html
---- K_reduced
test ../ test cube/scva.html
---- SCVA
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/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
K_full
Description
Interim measure for CVA Capital charge computed by BA-CVA approach. Existance of SA-CVA supervisory approval or carved out netting sets are ignored by this measure.
Reference
[MAR50.20]
Notation
$K_{full}$
Formula
$$K_{full}= \beta \cdot K_{reduced} + (1-\beta) \cdot K_{hedged}$$
See also