| Description | The capital surcharge |
| Variations | euler, incremental, spot |
| Reference | [MAR33.45] |
| Formula | Capital surcharge=k⋅max{0,SAG,A−IMAG,A} |
Capital surcharge
The Capital Surcharge measure in FRTBCombinedCube, computing the additional capital charge when SA exceeds IMA for approved desks, per Basel MAR33.45, with Euler, Incremental, and Spot variations