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The following measures bring together the IMCC and SES measures for the CA calculations. They can be found in the CA tab of the bookmark: Basel Framework → IMA → Aggregated Capital Charge.
  • The CA (Spot) measure is the sum of the SES and IMCC measures. This represents the CA value without the history.
For details on the Spot measure variation, see Spot.
  • The SESavg measure is the average of the SES measure over the past 60 days.
  • The IMCCavg measure is the average of the IMCC measure over the past 60 days.
  • The CA measure uses the IMCC, IMCCavg, SES, and SESavg measures to calculate CA in MAR 33.41.