FRTB Accelerator Cube GuideCU
| Description | The standardized capital charge for unapproved desks |
|---|---|
| Variations |
|
| 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’.