Product brief
Norma Capital product brief
Sensitivities to every supervisory risk factor, hedge recognition, SA-CVA and BA-CVA side by side, SA-CCR exposure and capital with collateral and initial margin recognised. Know which approach is cheaper for your book before you choose.
Product brief, 2 pages, PDF. Sent on request, to a company email.
What it covers
- SA-CVA and BA-CVA capital side by side, with hedge recognition
- Sensitivities to every supervisory risk factor, by netting set, currency and market quote
- SA-CCR exposure and capital per netting set, with collateral and initial margin recognised
- KVA from the same run
