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Spot

Spot analysis

Naming pattern: Measures with “Spot” behavior follow the name pattern:Main Measure Name Spot.

 The capital requirement CA in BCBS 457 [MAR33.41] must respect the past history of IMCC and SES according to this equation:

CA=max{IMCCt1+SESt1;mcIMCCavg+SESavg}

We have implemented a group of measures, which allow focusing on the most recent observation date only:

CMostRecentA={IMCCt1+SESt1}

Follow this link to see the measures with the described behavior: Spot Measures.