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 IMA-GA ima Description The aggregated internal models-based capital charges (IMA G,A = CA + DRC) for IMA desks in green or amber zones Variations euler incremental spot Reference [MAR33.45] Notation IMAGA Formula IMAGA=CA+DRC See also ACR CA CA-GA CU Capital Surcharge IMADRC Portfolio Risk Charge RWA Residual Risk Add On SA-GA CU IMADRC
FRTB Accelerator Cubes Guide