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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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ima
DescriptionThe risk-weighted assets for market risk
Variationseuler, incremental, spot
FormulaRWA=ACR12.5\displaystyle RWA = ACR * 12.5
The RWA is 12.5 x the capital requirement.
The multiplier 12.5 is not configurable