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/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/hma.html
---- HMA
test ../ test cube/idiosyncratic-component.html
---- Idiosyncratic Component
test ../ test cube/ih.html
---- IH
test ../ test cube/scva-net-of-snh.html
---- SCVA net of SNH
test ../ test cube/snh.html
---- SNH
test ../ test cube/systematic-component.html
---- Systematic Component
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 sign-off.html
Sign-Off
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
Idiosyncratic Component
Description
Second term of the hedged BA-CVA capital formula, that aggregates the idiosyncratic components of CVA risk arising from the bank's counterparties and the single-name hedges
Reference
[MAR50.22]
Notation
$(1-\rho^2)\cdot \sum_c (SCVA_c - SNH_c)^2$