The aggregate add-on is the sum of all six risk category add-ons. It represents the total potential future exposure across all asset classes in a netting set before the multiplier is applied. Each cat
The other add-on is the simplest of the six SA-CCR risk categories. It applies to instruments that do not fit any of the five standard categories — weather derivatives, freight rates, inflation swa
The commodity add-on is built in three layers. Risk positions are first aggregated at the reference commodity level to produce an Effective Notional. Each reference commodity then produces a Type Addo
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