SCVA

Description CVA capital requirement that counterparty c would receive if considered on a stand- alone basis.
Reference [MAR50.15]
Notation $\sum_{c} SCVA_c$
Formula $$\sum_{c} SCVA_c = \sum_{c} \sum_{NS} \left(\dfrac{1}{\alpha} \cdot RW_c \cdot M_{NS} \cdot EAD_{NS} \cdot DF_{NS} \right) $$

See also