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Documentation Index

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DescriptionTotal SA capital charge across risk classes/sensitivity types.
Reference[MAR50.53]
NotationKK
Due to a known issue, the Aggregate SA Capital measure displays as “NaN” for some of the locations. This issue does not affect the capital requirement calculation, but limits the ability to apply the desired breakdowns on rows. To explore the locations, where the Aggregate SA capital is showing NaN instead of a value, we recommend using a filter. For example, to obtain the Aggregate SA Capital for a particular trade, we ask you to set a filter for this trade.