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 RWA ima Description The risk weighted assets for market risk Variations euler incremental spot Reference [MAR30.1] See also ACR CA CA-GA CU Capital Surcharge IMA-GA IMADRC Portfolio Risk Charge Residual Risk Add On SA-GA SESavg SA-GA
FRTB Accelerator Cubes Guide