> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Portfolio risk charge

<Badge color="gray" size="lg">[sbm](./sbm-correlation-scenario)</Badge>

|                 |                                                                                                                             |
| --------------- | --------------------------------------------------------------------------------------------------------------------------- |
| **Description** | Standardized approach capital requirement as if all positions were under SA approach, sums SBM, DRC SA, RRAO, and Crypto 2b |
| **Variations**  | [incremental](./incremental), [pro\_rata](./pro_rata), [euler](./euler)                                                     |
| **Formula**     | $\displaystyle \text{Portfolio Risk Charge} = SBM + RRAO + DRC_{sa} + Crypto 2b$                                            |

<Note>
  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.
</Note>