Navigation : test ../ test user-ref.html User & Reference Guide test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-release/release-notes.html -- Release notes test ../ test dev/dev-release/migrate-4.0.html -- Migration notes 4.0 test ../ test dev/dev-getting-started.html - Getting started test ../ test dev/dev-extensions.html - Extending Atoti CVA Risk Capital test ../ test user-getting-started.html Getting started test ../ test user-getting-started/about-guide.html - Using this guide test ../ test user-getting-started/pdf.html - PDF guides test ../ test user-getting-started/about-cvarc.html - About the Solution test ../ test user-getting-started/whats-new.html - What's New test ../ test user-getting-started/bookmarks.html - Bookmarks 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 what-if.html What-If test ../ test widgets.html Widgets MAR50 references Cube measures linked to Chapter MAR50. Paragraph/SectionCube measure/dimension [MAR50.14] DS x K_reducedK_reduced [MAR50.15] Discount Factor EADEADEffective MaturitySCVA [MAR50.16] BA Risk Weight [MAR50.20] DS x K_fullK_full [MAR50.21] K_hedged [MAR50.22] Idiosyncratic ComponentSCVA net of SNHSystematic Component [MAR50.23] Correlation r_hcDiscount Factor HedgeHedge NotionalHedge Remaining MaturitySNH [MAR50.24] BA Index Risk WeightIH [MAR50.25] HMA [MAR50.47] CCS DeltaCCS Delta CVACCS Delta HdgCOMM DeltaCOMM Delta CVACOMM Delta HdgCOMM VegaCOMM Vega CVACOMM Vega HdgEQ DeltaEQ Delta CVAEQ Delta HdgEQ VegaEQ Vega CVAEQ Vega HdgFX DeltaFX Delta CVAFX Delta HdgFX VegaFX Vega CVAFX Vega HdgIR DeltaIR Delta CVAIR Delta HdgIR VegaIR Vega CVAIR Vega HdgRCS DeltaRCS Delta CVARCS Delta HdgRCS VegaRCS Vega CVARCS Vega Hdg [MAR50.50] CCS Wtd Delta CVACCS Wtd Delta HdgCOMM Wtd Delta CVACOMM Wtd Delta HdgCOMM Wtd Vega CVACOMM Wtd Vega HdgEQ Wtd Delta CVAEQ Wtd Delta HdgEQ Wtd Vega CVAEQ Wtd Vega HdgFX Wtd Delta CVAFX Wtd Delta HdgFX Wtd Vega CVAFX Wtd Vega HdgIR Wtd Delta CVAIR Wtd Delta HdgIR Wtd Vega CVAIR Wtd Vega HdgRCS Wtd Delta CVARCS Wtd Delta HdgRCS Wtd Vega CVARCS Wtd Vega Hdg [MAR50.52] CCS Wtd Delta NetCOMM Kb DeltaCOMM Kb VegaCOMM Wtd Delta NetCOMM Wtd Vega NetEQ Kb DeltaEQ Kb VegaEQ Wtd Delta NetEQ Wtd Vega NetFX Kb DeltaFX Kb VegaFX Wtd Delta NetFX Wtd Vega NetIR Kb DeltaIR Kb VegaIR Wtd Delta NetIR Wtd Vega NetRCS Kb DeltaRCS Kb VegaRCS Wtd Delta NetRCS Wtd Vega Net [MAR50.53] Aggregate SA CapitalCOMM K DeltaCOMM K VegaCOMM Sb DeltaCOMM Sb VegaEQ K DeltaEQ K VegaEQ Sb DeltaEQ Sb VegaFX K DeltaFX K VegaFX Sb DeltaFX Sb VegaIR K DeltaIR K VegaIR Sb DeltaIR Sb VegaRCS K DeltaRCS K VegaRCS Sb DeltaRCS Sb Vega [MAR50.56] IR RW Delta [MAR50.58] IR RW Vega [MAR50.61] FX RW Delta [MAR50.62] FX RW Vega [MAR50.65] CCS RW Delta [MAR50.68] RCS RW Delta [MAR50.69] RCS RW Vega [MAR50.72] EQ RW Delta [MAR50.73] EQ RW Vega [MAR50.76] COMM RW Delta [MAR50.77] COMM RW Vega [MAR50.8] CVARCCVARC BACVARC SA SA approach Parameter Sets