> ## 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.

# Spot

## Spot analysis

Naming pattern: Measures with "Spot" behavior follow the name
pattern:*Main Measure Name* Spot.

The capital requirement $C_A$ in BCBS 457 [MAR33.41](https://www.bis.org/basel_framework/chapter/MAR/33.htm?inforce=20230101\&published=20200327#paragraph_MAR_33_20230101_33_41) must respect the past history of $IMCC$ and $SES$ according to this equation:

$C_A = max\left\{ IMCC_{t-1} + SES_{t-1};\ m_c \cdot IMCC_{avg} + SES_{avg} \right\}$

We have implemented a group of measures, which allow focusing on the
most recent observation date only:

$C_A^{MostRecent} = \left\{ IMCC_{t-1} + SES_{t-1} \right\}$

Follow this link to see the measures with the described behavior: [Spot Measures](./spot).
