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 SCVA net of SNH Description Standalone CVA capital net of singe name hedge parameter Reference [MAR50.22] Notation ∑c(SCVAc−SNHc) Formula ∑c(SCVAc−SNHc) The measure requires having hierarchy [Risk].[CVACounterpartyId] in the view. IH SNH