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 regulatory-calcs.html
Regulatory calculations
test ./ test regulatory-calcs/aggregate-capital.html
- Aggregate capital - Regulatory Calculation
test ./ test regulatory-calcs/approach-ba.html
- BA approach
test ./ test regulatory-calcs/approach-sa.html
- SA approach
test ./ test regulatory-calcs/bcbs.html
- MAR50 references
test ./ test regulatory-calcs/parameters.html
- Parameter Sets
test ./ test regulatory-calcs/regridding.html
- Regridding
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
Regulatory calculations
This section provides an overview of the implemented measures and the business logic to support Regulatory CVA minimum capital requirement calculation.
Throughout the document, formulas are taken from the chapter MAR50 .
Aggregate capital - Regulatory Calculation
BA approach
SA approach
MAR50 references
Parameter Sets
Regridding