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 RWA ima Description The risk weighted assets for market risk Variations <euler> <incremental> <spot> Reference [MAR30.1] See also ACR Portfolio Risk Charge CU IMADRC CA CA-GA SA-GA Residual Risk Add On Capital Surcharge IMA-GA SESavg SA-GA
FRTB Accelerator Cube Guide