> ## 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.

# SNH

<table><tr><th>Description</th><td>a parameter that gives recognition to the reduction in CVA risk of the counterparty c arising from the bank’s use of single-name hedges of credit spread risk.</td></tr><tr><th>Reference</th><td><a href="https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708#paragraph_MAR_50_20230101_50_23">\[MAR50.23]</a></td></tr><tr><th>Notation</th><td>$\sum_{c} SNH_c$</td></tr><tr><th>Formula</th><td>$\sum_{c} SNH_c = \sum_{c} \sum_{h \in c} \left( r_{hc} \cdot RW_{h} \cdot M_h \cdot B_{h} \cdot DF_h \right) $</td></tr></table>