Navigation : Getting started - About - CRR2 support - Glossary Tutorials - Data Health Check - Tips for Validating the Calculations - Viewing QIS Numbers - Workaround for deadlock issue when attempting to create partitions for reference stores Cube reference - Measures -- StandardisedApproach - Dimensions 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 Getting started
FRTB Accelerator Reference Guide v2.4.0