ACR

ima

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

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