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CA
Description |
The aggregate (non-DRC) capital requirement which disregards individual desks capital treatment, as if all positions were under IMA approach |
Variations |
|
Reference |
[MAR33.41] |
Notation |
CA |
Formula |
CA=max{IMCCt−1+SESt−1;mc⋅IMCCavg+SESavg} |
See also