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CU
| Description |
The standardized capital charge for unapproved desks |
| Variations |
|
| Reference |
[MAR33.43] |
| Notation |
$CU$ |
| Formula |
$$CU = SBM + RRAO + DRC_{sa}$$ |
The CU measure is equal to Portfolio Risk Charge measure filtered by the hierarchy [Booking].[FRTB Model] equal to ‘SA’.
See also