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ACR
| Description |
The aggregate capital requirement for market risk |
| Variations |
|
| Reference |
[MAR33.43] |
| Formula |
$$ACR_{total}=min\left \{ IMA_{GA}+ CapitalSurcharge + C_U; SA_{all\text{ }desk}\right \} + max\left \{ 0;IMA_{G,A}-SA_{G,A} \right \}$$ |
See also
FRTB Accelerator Cubes Guide