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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{IMCCt−1+SESt−1;mc⋅IMCCavg+SESavg}
We have implemented a group of measures, which allow focusing on the
most recent observation date only:
CMostRecentA={IMCCt−1+SESt−1}
Follow this link to see the measures with the described behavior: Spot Measures.