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 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
The equity add-on is built in three layers. Risk positions are first aggregated at the reference entity level to produce an Effective Notional. Each reference entity then produces an Entity Addon e
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