Crypto 2b - Atoti Hub

Crypto 2b contributes to credit risk RWA, not market risk RWA, and is out of scope for FRTB market risk. This page covers exposure tracking only. For the removal of the Crypto 2b Risk Weight and Crypto 2b capital requirement measures, see the Migration guide.

Crypto 2b Exposure


Description	Cryptoassets Group 2b Exposure

Crypto 2b Exposure long


Description	Absolute value of the Cryptoassets Group 2b long exposures

Crypto 2b Exposure Max


Description	The maximum of the absolute long and short Cryptoassets Group 2b Exposures

Formula

Crypto2bExposureMax = \max\left[\|\text{Long exposure}\|, \|\text{Short exposure}\|\right]

This measure returns an empty value when both the long and short exposures are empty.

Crypto 2b Exposure short


Description	Absolute value of the Cryptoassets Group 2b short exposures