Navigation :
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User & Reference Guide
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Developer Guide
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Release and migration notes
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-- Release notes
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-- Migration notes 5.0
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Previous migration notes
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Getting started
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Configuring the UI
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Extending Atoti CVA Risk Capital
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Getting started
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- Using this guide
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- PDF guides
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- About the Solution
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- What's New
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- Bookmarks
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/fx-rates-services.html
- FX Rates Service
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- MAR50 references
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- Parameter Sets
test ./ test regulatory-calcs/regridding.html
- Regridding
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Configuration files
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Cube reference
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Input file formats
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What-If
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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
Aggregate capital - is the overarching capital measure, combining the results of BA and SA calculations based on the configured capital treatment.
BA approach
This section describes the input data, calculations and results of the BA-CVA approach.
SA approach
This section provides descriptions of input data, interim calculations and final results of the SA-CVA approach.
FX Rates Service
With the ReferenceCurrency hierarchy, you can change the dashboard's currency for input sensitivities and calculated margin.
MAR50 references
Cube measures linked to Chapter MAR50.
Parameter Sets
The Solution supports multiple (hierarchical) sets of supervisory parameters.
Regridding
This page explains how regridding works.