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-5.1.html -- Migration notes 5.1 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/context-values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/measure-variations.html -- Measure variations 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/ds-x-k_full.html ---- DS x K_full test ../ test cube/ds-x-k_reduced.html ---- DS x K_reduced test ../ test cube/k_full.html ---- K_full test ../ test cube/k_hedged.html ---- K_hedged test ../ test cube/k_reduced.html ---- K_reduced test ../ test cube/scva.html ---- SCVA test ../ test cube/measures/ba-measures/exposures.html --- Exposures test ../ test cube/measures/ba-measures/interim-results.html --- Interim - BA Measures 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 K_reduced Description Interim measure for the capital requirement for CVA risk under the reduced version of the BA-CVA Reference [MAR50.14] Notation Kreduced Formula Kreduced=√(ρ⋅∑cSCVAc)2+(1−ρ2)⋅∑cSCVA2c See also SCVA K_hedged SCVA