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 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 $IMA_{GA}$ Formula $$IMA_{GA}= C_A + DRC$$ See also ACR CA CA-GA CU Capital Surcharge IMADRC Portfolio Risk Charge RWA Residual Risk Add On SA-GA Getting started
FRTB Accelerator Reference Guide v3.0.0