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 IMA-GA ima Description The aggregated internal models-based capital charges (IMA G,A = CA + DRC) for IMA desks in green or amber zones Variations <euler> <incremental> <spot> Reference [MAR33.45] Notation IMAGA Formula IMAGA=CA+DRC See also CA-GA Portfolio Risk Charge Residual Risk Add On ACR IMADRC SA-GA CU RWA Capital Surcharge CA Capital Surcharge IMADRC
FRTB Accelerator Cube Guide