Navigation : test ../ test developer-getting-started.html Getting Started test ../ test developer-getting-started/maven-modules.html - Maven Project Modules test ../ test developer-guides.html Developer Guides test ../ test developer-guides/adding-a-field.html - Adding a Field test ../ test developer-guides/adding-a-new-file.html - Adding a File test ../ test developer-guides/adding-a-hierarchy.html - Adding a Hierarchy test ../ test developer-guides/adding-a-measure.html - Adding a Measure test ../ test developer-guides/column-calculators.html - Column Calculators test ../ test developer-guides/examples-datastorehelpers.html - Datastore Helper Examples test ../ test developer-guides/navigating-managerdesc.html - Navigating managerDesc test ../ test user-getting-started.html Getting started test ../ test user-getting-started/about-cvarc.html - About the Accelerator test ../ test user-getting-started/about-guide.html - About this guide test ../ test user-getting-started/bookmarks.html - Bookmarks test ../ test user-getting-started/pdf.html - PDF test ../ test cube.html Cube reference test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/shared-measures.html -- Measures - Combined cube test ../ test cube/measures/ba-measures.html -- BA Measures test ../ test cube/measures/ba-measures/capital.html --- Capital test ../ test cube/measures/ba-measures/exposures.html --- Exposures test ../ test cube/ead.html ---- EAD test ../ test cube/effective-maturity.html ---- Effective Maturity test ../ test cube/hedge-notional.html ---- Hedge Notional test ../ test cube/hedge-remaining-maturity.html ---- Hedge Remaining Maturity test ../ test cube/measures/ba-measures/interim-results.html --- Interim - BA Measures test ../ test cube/measures/ba-measures/supervisory-parameters.html --- Supervisory parameters test ../ test cube/measures/ba-measures/technical-ba.html --- Technical - BA Measures test ../ test cube/measures/sa-measures.html -- SA Measures test ../ test regulatory-calcs.html Regulatory calculations test ../ test input-files.html Input file formats test ../ test sign-off.html Sign-Off test ../ test what-if.html What-If test ../ test widgets.html Widgets Hedge Notional Description Notionals of eligible hedge trades Reference [MAR50.23] Notation in BCBS $B_h$, $B_i$ See also Correlation r_hc (cube) Discount Factor Hedge (cube) HMA (cube) Hedge Remaining Maturity (cube) Effective Maturity Hedge Remaining Maturity
CVA Risk Capital Accelerator V1.2.0