| Description | Second term of the hedged BA-CVA capital formula, that aggregates the idiosyncratic components of CVA risk arising from the bank’s counterparties and the single-name hedges |
|---|---|
| Reference | [MAR50.22] |
| Notation |
| Description | Second term of the hedged BA-CVA capital formula, that aggregates the idiosyncratic components of CVA risk arising from the bank’s counterparties and the single-name hedges |
|---|---|
| Reference | [MAR50.22] |
| Notation |