Processing math: 100%

EQ Kb Delta

Description Bucket-level capital charge for Delta EQ
Reference [MAR50.52]
Notation Kb
Formula Kb=(kb(WSk)2+kblb,lkρklWSkWSl)+Rkb((WSHdgk)2)

The measure requires having hierarchy [RegulatoryBucket].[RegulatoryBucket] in the view.