PraCvaMethods

The three PRA standardised CVA methods (Basel 3.1, PS1/26 — no internal models), exposed over one CvaCapital run:

Alternative Approach — the simplified method for smaller books: BA-CVA reduced, no hedge recognition, scaled by a supervisory factor.
Basic Approach (BA-CVA) — reduced or full with CDS hedge recognition.
Standardised Approach (SA-CVA) — the sensitivities-based charge.

Record components

static PraCvaMethods of(CvaCapital capital)

The default 1.0 scalar on the Alternative Approach (supervisor may set higher).

double alternativeApproach()

double basicApproach()

double standardisedApproach()

double bindingCharge()

The method a bank on all three would report — the binding (largest) charge.