This context value enables “Russian Doll” calculation for a Pro-rata measure along the selected hierarchy. Please note that ProRataLeafLevel context value must be set to “NONE”.
First you select a hierarchy from the list:
[Booking].[Books]
[Booking].[Desks]
[Organization].[BookHierarchy]
[Organization].[Legal Entities]
[Organization].[LegalEntityHierarchy]
The pro-rata measure will compute capital allocation recursively, so that the sum at each level in the hierarchy is equal to the Pro-Rata capital allocation of the parent level.
SBM Risk Charge Pro-Rata values at lower levels are additive, see for instance, that the total for books under “Developed Markets” is equal to the desk total (1.002.912).