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Documentation Index

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

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This section describes the IMCC and SES calculations in , and how these calculations contribute to the CA. It assumes familiarity with the MAR 33 specification and of the inputs to the Solution.

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Cubes

The IMCC, SES, and CA (Spot) measures are found in InternalModelApproachCube, IMASummaryCube, and FRTBCombinedCube. These measures only look at a single as-of date. The IMCCavg, SESavg, and CA measures require the long (60 day) history and are only found in FRTBCombinedCube.

IMCC calculations

This section describes the IMCC calculations in the Solution.

SES calculations

This section describes the SES calculations in the Solution.

CA calculations

This section describes the CA calculations in the Solution.

IMA ES FX Conversions

This section describes the FX conversion of IMA ES P&L values when the FX rate is shocked.