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Omega

ima
Description The IMCC multiplier reflecting weighted average of 1 and the ratio of undiversified IMCC(C) to diversified IMCC(C) (BCBS 395: 2.1 Q1)
Notation ω
Formula ω=ρ+(1ρ)Ri=1IMCC(Ci)IMCC(C)

With ω IMCC formula can be rewritten as:

IMCC=ωIMCC(C)

See also