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Medium Risk Charge

sbm

Description	The sensitivities based risk charge, under Medium correlations scenario as if all positions are under SA
Variations	<incremental> <pro_rata> <euler_numerical>
Reference	[MAR21.7]
Formula	$\sum_{rc \in risk classes} RiskCharge\_MediumCorr_{rc}$

This measure is a simple sum of risk charges across risk classes/ sensitivity types for ‘Medium correlations’ scenario.

See also