Navigation : test ../ test about.html About test ../ test about/qis-quick-start_qisonly.html - Quick Start test ../ test input-files.html Input Data test ../ test tutorials.html Tutorials test ../ test tutorials/how-to-prepare-data-for-qis.html - How to Prepare Data for QIS test ../ test tutorials/data-sanity-check.html - Data Sanity Check test ../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../ test interpret-impl.html Interpretation and Implementation of the MAR standard test ../ test cube.html Analytics Reference test ../ test cube/measures.html - Measures test ../ test cube/measures/standardisedapproach.html -- StandardisedApproach test ../ test cube/measures/standardisedapproach/aggregated-riskcharge-by-class.html --- Aggregated RiskCharge by Class test ../ test cube/commodity-risk-charge.html ---- Commodity Risk Charge test ../ test cube/coverage-ratio.html ---- Coverage Ratio test ../ test cube/csr-non-sec-risk-charge.html ---- CSR non-Sec Risk Charge test ../ test cube/csr-sec-ctp-risk-charge.html ---- CSR Sec CTP Risk Charge test ../ test cube/csr-sec-non-ctp-risk-charge.html ---- CSR Sec non-CTP Risk Charge test ../ test cube/equity-risk-charge.html ---- Equity Risk Charge test ../ test cube/fx-risk-charge.html ---- FX Risk Charge test ../ test cube/girr-risk-charge.html ---- GIRR Risk Charge test ../ test cube/medium-risk-charge.html ---- Medium Risk Charge test ../ test cube/sbm-correlation-scenario.html ---- SBM Correlation Scenario test ../ test cube/sbm-risk-charge.html ---- SBM Risk Charge test ../ test cube/sbm-risk-charge-reference-scenario.html ---- SBM Risk Charge (reference scenario) test ../ test cube/measures/standardisedapproach/commodity.html --- Commodity test ../ test cube/measures/standardisedapproach/csr-non-sec.html --- CSR non-Sec test ../ test cube/measures/standardisedapproach/csr-sec-ctp.html --- CSR Sec CTP test ../ test cube/measures/standardisedapproach/csr-sec-non-ctp.html --- CSR Sec non-CTP test ../ test cube/measures/standardisedapproach/drc.html --- DRC test ../ test cube/measures/standardisedapproach/equity.html --- Equity test ../ test cube/measures/standardisedapproach/fx.html --- FX test ../ test cube/measures/standardisedapproach/girr.html --- GIRR test ../ test cube/measures/standardisedapproach/rrao.html --- RRAO test ../ test cube/dimensions.html - Dimensions test ../ test glossary.html Glossary Coverage Ratio sbm Description Coverage Ratio required by OSFI (Capital Adequacy Requirements (CAR) Chapter 9 paragraph 267) Formula $$Portfolio\_Risk\_Charge_IMA/Portfolio\_Risk\_Charge_ALL$$ Commodity Risk Charge CSR non-Sec Risk Charge