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K_full

Description Interim measure for CVA Capital charge computed by BA-CVA approach. Existance of SA-CVA supervisory approval or carved out netting sets are ignored by this measure.
Variations
Reference [MAR50.20]
Notation $K_{full}$
Formula $$K_{full}= \beta \cdot K_{reduced} + (1-\beta) \cdot K_{hedged}$$

See also