| Description | The aggregate capital requirement for market risk |
| Variations | euler, incremental, spot |
| Reference | [MAR33.43] |
| Formula | ACRtotal=min{IMAGA+CapitalSurcharge+CU;SAall desk}+max{0;IMAG,A−SAG,A} |
ACR
The aggregate capital requirement (ACR) for market risk under Basel MAR33.43, combining IMA and SA capital charges across all desks, with Euler, Incremental, and Spot variations available