Navigation : test ../ test user-ref.html User & Reference Guide test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-release/release-notes.html -- Release notes test ../ test dev/dev-release/migrate-4.0.html -- Migration notes 4.0 test ../ test dev/dev-getting-started.html - Getting started test ../ test dev/dev-extensions.html - Extending Atoti CVA Risk Capital test ../ test user-getting-started.html Getting started test ../ test user-getting-started/about-guide.html - Using this guide test ../ test user-getting-started/pdf.html - PDF guides test ../ test user-getting-started/about-cvarc.html - About the Solution test ../ test user-getting-started/whats-new.html - What's New test ../ test user-getting-started/bookmarks.html - Bookmarks test ../ test cube.html Cube reference test ../ test cube/dimensions.html - Dimensions test ../ test cube/commoditygroup.commoditygroup.html -- [CommodityGroup].[CommodityGroup] test ../ test cube/creditquality.creditquality.html -- [CreditQuality].[CreditQuality] test ../ test cube/curvetype.curvetype.html -- [CurveType].[CurveType] test ../ test cube/dates.date.html -- [Dates].[Date] test ../ test cube/delta-sensitivityccy.delta-sensitivityccy.html -- [delta-SensitivityCcy].[delta-SensitivityCcy] test ../ test cube/economy.economy.html -- [Economy].[Economy] test ../ test cube/epoch.epoch.html -- [Epoch].[Epoch] test ../ test cube/nettingsettradeid.nettingsettradeid.html -- [NettingSetTradeId].[NettingSetTradeId] test ../ test cube/parameter-set.parameter-set.html -- [Parameter Set].[Parameter Set] test ../ test cube/referencecurrency.referencecurrency.html -- [ReferenceCurrency].[ReferenceCurrency] test ../ test cube/referencename.referencename.html -- [ReferenceName].[ReferenceName] test ../ test cube/regulatorybucket.regulatorybucket.html -- [RegulatoryBucket].[RegulatoryBucket] test ../ test cube/regulatoryriskfactor.regulatoryriskfactor.html -- [RegulatoryRiskFactor].[RegulatoryRiskFactor] test ../ test cube/risk.creditquality.html -- [Risk].[CreditQuality] test ../ test cube/risk.cvacounterpartyid.html -- [Risk].[CVACounterpartyId] test ../ test cube/risk.is-single-name.html -- [Risk].[Is Single Name] test ../ test cube/risk.sectors.html -- [Risk].[Sectors] test ../ test cube/riskclass.riskclass.html -- [RiskClass].[RiskClass] test ../ test cube/riskfactorccy.riskfactorccy.html -- [RiskFactorCcy].[RiskFactorCcy] test ../ test cube/riskfactorid.riskfactorid.html -- [RiskFactorId].[RiskFactorId] test ../ test cube/riskmeasure.riskmeasure.html -- [RiskMeasure].[RiskMeasure] test ../ test cube/sector.sectors.html -- [Sector].[Sectors] test ../ test cube/size.size.html -- [Size].[Size] test ../ test cube/tradeposition.capitaltreatment.html -- [TradePosition].[CapitalTreatment] test ../ test cube/tradeposition.eadccy.html -- [TradePosition].[EADCcy] test ../ test cube/tradeposition.isbaeligible.html -- [TradePosition].[IsBaEligible] test ../ test cube/tradeposition.iscarvedout.html -- [TradePosition].[IsCarvedOut] test ../ test cube/tradeposition.issaeligible.html -- [TradePosition].[IsSaEligible] test ../ test cube/tradeposition.netting-sets.html -- [TradePosition].[Netting Sets] test ../ test cube/tradeposition.referencename.html -- [TradePosition].[ReferenceName] test ../ test cube/tradeposition.trade-date.html -- [TradePosition].[Trade Date] test ../ test cube/tradeposition.trades.html -- [TradePosition].[Trades] test ../ test cube/tradeposition.underimm.html -- [TradePosition].[UnderIMM] test ../ test cube/vega-sensitivityccy.vega-sensitivityccy.html -- [vega-SensitivityCcy].[vega-SensitivityCcy] test ../ test cube/vertices.vertices.html -- [Vertices].[Vertices] test ../ test cube/measures.html - Measures test ../ test regulatory-calcs.html Regulatory calculations test ../ test input-files.html Input file formats test ../ test what-if.html What-If test ../ test widgets.html Widgets [RegulatoryRiskFactor].[RegulatoryRiskFactor] Description Risk factor according to definition in Section C.6 Dimension RegulatoryRiskFactor Hierarchy RegulatoryRiskFactor Levels [ALL, RegulatoryRiskFactor] See also SA approach [RegulatoryBucket].[RegulatoryBucket] [RegulatoryBucket].[RegulatoryBucket] [Risk].[CreditQuality]