This section provides an overview of the implemented measures and the business logic to support Regulatory CVA minimum capital requirement calculation. Throughout the document, formulas are taken from the chapter MAR50.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.
Aggregate capital - Regulatory Calculation
Aggregate capital - is the overarching capital measure, combining the results of BA and SA calculations based on the configured capital treatment.
BA approach
This section describes the input data, calculations and results of the BA-CVA approach.
SA approach
This section provides descriptions of input data, interim calculations and final results of the SA-CVA approach.
FX Rates Service
With the ReferenceCurrency hierarchy, you can change the dashboard’s currency for input sensitivities and calculated margin.
MAR50 references
Cube measures linked to Chapter MAR50.
Parameter Sets
The Solution supports multiple (hierarchical) sets of supervisory parameters.
Regridding
This page explains how regridding works.