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 interpret-impl/acr.html
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ACR
test ../ test interpret-impl/_footer.html
-
test ../ test cube.html
Analytics Reference
test ../ test glossary.html
Glossary
ACR
Aggregate capital requirement (ACR) for market risk is the overarching
capital measure combining the results of SA and IMA calculations. FRTB SA QIS covers the SA (Standardised Approach) calculations.