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DescriptionSecond 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(1ρ2)c(SCVAcSNHc)2(1-\rho^2)\cdot \sum_c (SCVA_c - SNH_c)^2