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/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 sign-off.html Sign-Off test ../ test what-if.html What-If test ../ test widgets.html Widgets SCVA Description CVA capital requirement that counterparty c would receive if considered on a stand- alone basis. Reference [MAR50.15] Notation ∑cSCVAc Formula ∑cSCVAc=∑c∑NS(1α⋅RWc⋅MNS⋅EADNS⋅DFNS) See also K_reduced K_reduced Exposures