CA calculations

The following measures bring together the IMCC and SES measures for the CA calculations.

They can be found in the CA tab of the bookmark: Basel Framework → IMA → Aggregated Capital Charge.

• The CA (Spot) measure is the sum of the SES and IMCC measures. This represents the C_A value without the history.

  note

  For details on the Spot measure variation, see Spot.

• The SESavg measure is the average of the SES measure over the past 60 days.

• The IMCCavg measure is the average of the IMCC measure over the past 60 days.

• The CA measure uses the IMCC, IMCCavg, SES, and SESavg measures to calculate C_A in MAR 33.41.