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CA-GA
| Description |
The aggregate (non-DRC) capital requirement for the approved desks (Green and Amber PLA Zones) |
| Variations |
|
| Reference |
[MAR33.41] |
| Notation |
$C_A$ |
| Formula |
$$C_A=max\left \{ IMCC_{t-1} + SES_{t-1}; m_c \cdot IMCC_{avg}+SES_{avg} \right \}$$ |
See also
FRTB Accelerator Cubes Guide