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SCVA net of SNH
| Description |
Standalone CVA capital net of singe name hedge parameter |
| Reference |
[MAR50.22] |
| Notation |
$\sum_{c} (SCVA_c - SNH_c)$ |
| Formula |
$\sum_{c} (SCVA_c - SNH_c)$ |
The measure requires having hierarchy [Risk].[CVACounterpartyId] in the view.