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ima

Description	The aggregate (non-DRC) capital requirement which disregards individual desks capital treatment, as if all positions were under IMA approach
Variations	<euler> <incremental> <spot>
Reference	[MAR33.41]
Notation	$C_A$
Formula	$$C_A=max\left \{ IMCC_{t-1} + SES_{t-1}; m_c \cdot IMCC_{avg}+SES_{avg} \right \}$$

See also