Skip to main content

Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

DescriptionThe risk weight that reflects the volatility of the credit spread
Reference[MAR50.16]
NotationRWcRW_c, RWhRW_h
To display RWcRW_c - risk weights assigned to exposures at default based on counterparty’s sector and credit quality combine BA Risk Weight with [Risk].[CVACounterpartyId].