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ES (Current Ratio)

ima
Description For each risk class and allin risk class, this is the ratio of the liquidity adjusted ES for full current set and ES for reduced current set. It is floored at 1.
Hierarchies required in the view
Reference [MAR33.6]
Formula $$\max\left(\frac{ES_{F,C}}{ES_{R,C}}, 1\right)$$

See also