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DescriptionThe capital requirements for CVA risk under the reduced version of the BA-CVA
Reference[MAR50.14]
NotationDSBA−CVA⋅KreducedDS_{BA-CVA} \cdot K_{reduced}
FormulaDSBA−CVA⋅Kreduced;\mboxwherethediscountscalarDSBA−CVA=0.65DS_{BA-CVA} \cdot K_{reduced}; \mbox{ where the discount scalar } DS_{BA-CVA}=0.65