Navigation :
test ../ test developer-getting-started.html
Getting Started
test ../ test developer-getting-started/deadlock-partitions-for-reference-stores-workaround.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test developer-getting-started/maven-modules.html
- Maven Project Modules
test ../ test developer-guides.html
Developer Guides
test ../ test developer-guides/adding-a-field.html
- Adding a Field
test ../ test developer-guides/adding-a-new-file.html
- Adding a File
test ../ test developer-guides/adding-a-hierarchy.html
- Adding a Hierarchy
test ../ test developer-guides/adding-a-measure.html
- Adding a Measure
test ../ test developer-guides/column-calculators.html
- Column Calculators
test ../ test developer-guides/examples-datastorehelpers.html
- Datastore Helper Examples
test ../ test developer-guides/navigating-managerdesc.html
- Navigating managerDesc
test ../ test user-getting-started.html
Getting started
test ../ test user-getting-started/whats-new.html
- What's New?
test ../ test user-getting-started/about-cvarc.html
- About the Accelerator
test ../ test user-getting-started/about-guide.html
- About this guide
test ../ test user-getting-started/bookmarks.html
- Bookmarks
test ../ test user-getting-started/pdf.html
- PDF
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 sign-off.html
Sign-Off
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.