Residual Risk Add On
The Residual risk add-on, RRAO
RRAO
RRAO measures in FRTBCombinedCube, providing the Residual Risk Add-On capital charge for positions with exotic underlyings under the Standardised Approach
RRAO measures in FRTBCombinedCube, providing the Residual Risk Add-On capital charge for positions with exotic underlyings under the Standardised Approach