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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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DescriptionShows capital treatment for trades and netting sets
DimensionRiskMeasure
HierarchyRiskMeasure
Levels[ALL, RiskMeasure]
Shows “BA-CVA” for netting sets and hedge trades, officially capitalized under BA approach, “SA-CVA” for trades under “SA” approach, and “N/A” for records not contributing into any of the approaches (see also [TradePosition].[IsBaEligible] and [TradePosition].[IsSaEligible]).

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See also