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
The credit add-on is built in three layers. First, risk positions are aggregated at the reference entity level to produce an Effective Notional. Second, each reference entity produces an Entity Addon
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