Navigation :
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.