ACR

ima
Description The aggregate capital requirement for market risk
Variations
Reference [MAR33.43]
Formula $$ACR_{total}=min\left \{ IMA_{GA}+ CapitalSurcharge + C_U; SA_{all\text{ }desk}\right \} + max\left \{ 0;IMA_{G,A}-SA_{G,A} \right \}$$

See also

search.js