> ## 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.

# IMCC and SES calculations

export const productName = "Atoti FRTB";

This section describes the IMCC and SES calculations in {productName}, and how these calculations contribute to the C<sub>A</sub>.  It assumes familiarity with the [MAR 33](https://www.bis.org/basel_framework/chapter/MAR/33.htm?inforce=20230101\&published=20200327) specification and of the [inputs](../../../../input-files) to the Solution.

## Cubes

The [IMCC](../../../../cube/imcc-ima), [SES](../../../../cube/ses-ima), and [CA (Spot)](../../../../cube/ca) measures are found in InternalModelApproachCube, IMASummaryCube, and FRTBCombinedCube.  These measures only look at a single as-of date.

The [IMCCavg](../../../../cube/imccavg), [SESavg](../../../../cube/sesavg), and [CA](../../../../cube/ca) measures require the long (60 day) history and are only found in FRTBCombinedCube.

<CardGroup cols={2}>
  <Card title="IMCC calculations" href="./imcc">This section describes the IMCC calculations in the Solution.</Card>
  <Card title="SES calculations" href="./ses">This section describes the SES calculations in the Solution.</Card>
  <Card title="CA calculations" href="./ca">This section describes the CA calculations in the Solution.</Card>
  <Card title="IMA ES FX Conversions" href="./ima-es-fx-conversions">This section describes the FX conversion of IMA ES P\&L values when the FX rate is shocked.</Card>
</CardGroup>
