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-5.0.html
-- Migration notes 5.0
test ../ test dev/dev-release/previous-migration.html
--
Previous migration notes
test ../ test dev/dev-getting-started.html
-
Getting started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
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 regulatory-calcs.html
Regulatory calculations
test ../ test configuration.html
Configuration files
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 input-files.html
Input file formats
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
Idiosyncratic Component
Description
Second term of the hedged BA-CVA capital formula, that aggregates the idiosyncratic components of CVA risk arising from the bank’s counterparties and the single-name hedges
Reference
[MAR50.22]
Notation
( 1 − ρ 2 ) ⋅ ∑ c ( S C V A c − S N H c ) 2