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 IMADRC drc_ima Lookback Description The default risk charge under IMA approach for positions approved for IMA Variations euler incremental spot Reference [MAR33.18] See also ACR CA CA-GA CU Capital Surcharge IMA-GA Portfolio Risk Charge RWA Residual Risk Add On SA-GA IMA-GA Lookback
FRTB Accelerator Cubes Guide