maximize
  linear(matrix_returns)
Constraint: <= 65
  cvar_dev(0.99, matrix_bank_book_scenarios)
Constraint: == 0
  linear(matrix_credit_risk_capital_weghts)
  -variable(x1a)
  -variable(x2a)
Constraint: <= 10
  linear(matrix_specific_market_risk_weights)
  +variable(x1a)
  +variable(x2a)
  -variable(x3a)
  +3*var_dev(0.98, matrix_trading_book_scenarios)
Constraint: <= 25
  2.5*variable(x1a)
  -variable(x2a)
  +variable(x3a)
Constraint: <= 0
  variable(x2a)
  -variable(x1a)
Box: >= point_lowerbounds, <= point_upperbounds
Solver: stages = 30