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