Navigation : Cube - Measures -- ACC --- ACR --- CA --- CA-GA --- CU --- Capital Surcharge --- IMA-GA --- IMADRC --- Lookback --- RWA --- SA-GA -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach - Context values ACR ima Description The aggregate capital requirement for market risk Variations <euler> <incremental> <spot> Reference [MAR33.43] See also SA-GA Portfolio Risk Charge CA-GA IMADRC IMA-GA CU Residual Risk Add On Capital Surcharge CA RWA ACC CA
FRTB Accelerator Cube Guide