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 Capital Surcharge ima Description The capital surcharge Variations euler incremental spot Reference [MAR33.45] Formula $$Capital\ surcharge=k \cdot max\left \{ 0, SA_{G,A}-IMA_{G,A}\right \}$$ See also ACR CA CA-GA CU IMA-GA IMADRC Portfolio Risk Charge RWA Residual Risk Add On SA-GA CA-GA CU
FRTB Accelerator Cubes Guide