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 regulatory-calcs.html
Regulatory calculations
test ../ test input-files.html
Input file formats
test ../ test input-files/configuration.html
-
Configuration files
test ../ test input-files/approval-to-use-sa.html
-- Approval to use SA
test ../ test input-files/buckets-commodity.html
-- Buckets - Commodity
test ../ test input-files/buckets-cpty-credit-spread.html
-- Buckets - Cpty credit spread
test ../ test input-files/buckets-equity.html
-- Buckets - Equity
test ../ test input-files/buckets-foreign-exchange.html
-- Buckets - Foreign exchange
test ../ test input-files/buckets-interest-rate.html
-- Buckets - Interest rate
test ../ test input-files/buckets-reference-credit-spread.html
-- Buckets - Reference credit spread
test ../ test input-files/carved-out-netting-sets.html
-- Carved out netting sets
test ../ test input-files/regulatory-vertices.html
-- Regulatory vertices
test ../ test input-files/risk-data.html
-
Portfolio risk data
test ../ test input-files/reference-data.html
-
Reference data
test ../ test input-files/regulatory-parameter.html
-
Regulatory parameters
test ../ test sign-off.html
Sign-Off
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
Approval to use SA
Download sample file: sa-cva-approval.csv
The file indicates availability of regulatory approval to use SA approach. It defines the choice of approach for the official CVA risk capital measure.
If the file is missing, CVA Capital Charge assumes SaCvaApproval is ‘N’.
Field
IsKey
CanBeNull
FieldType
Description
Example
AsOfDate
Y
N
Date, 'YYYY-MM-DD'
Risk value date
2018-09-28
SaCvaApproval
N
Y
String, 'Y' or 'N'
Indicates whether supervisory approval for SA-CVA exists for a date
Y
See also
CVA Risk Capital Accelerator V1.2.0