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ima
DescriptionFor each risk class and allin risk class, this is the ratio of the liquidity-adjusted ES for full current set and ES for reduced current set. It is floored at 1.
Hierarchies required in the viewRisk Classes
Reference[MAR33.6]
Formulamax(ESF,CESR,C,1)\displaystyle \max\left(\frac{ES_{F,C}}{ES_{R,C}},1\right)