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CU

ima

Description	The standardized capital charge for unapproved desks
Variations	<euler> <incremental>
Reference	[MAR33.43]
Notation	$CU$
Formula	$CU = SBM + RRAO + DRC_{sa}$

The CU measure is equal to Portfolio Risk Charge measure filtered by the hierarchy [Booking].[FRTB Model] equal to ‘SA’.

See also