Navigation : Cube reference - Measures -- ACR --- ACR --- CA-GA --- Capital Surcharge --- CU --- IMA-GA --- IMADRC --- Lookback --- RWA --- SA-GA -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 CA-GA ima Description The aggregate (non-DRC) capital requirement for the approved desks (Green and Amber PLA Zones) Variations euler incremental spot Reference [MAR33.41] Notation CA Formula CA=max{IMCCt−1+SESt−1;mc⋅IMCCavg+SESavg} See also ACR CA CU Capital Surcharge IMA-GA IMADRC Portfolio Risk Charge RWA Residual Risk Add On SA-GA ACR Capital Surcharge
FRTB Accelerator Cubes Guide