Portfolio risk charge

sbm


Description	Standardized approach capital requirement as if all positions were under SA approach, sums SBM, DRC SA, RRAO, and Crypto 2b
Variations	incremental, pro_rata, euler
Formula	$\displaystyle \text{Portfolio Risk Charge} = SBM + RRAO + DRC_{sa} + Crypto 2b$

The Portfolio Risk Charge measure is evaluated with offsetting between IRT and non-IRT desks. For standalone evaluation of IRT and non-IRT desks, use the SA measure or add the IRT Desk hierarchy to the query.

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