Navigation :
test ../ test user-getting-started.html
Getting started
test ../ test release-notes.html
Release and migration notes
test ../ test cube.html
Cube reference
test ../ test cube/context_values.html
-
Context Values
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/crif-inputs.buckets.html
-- [CRIF Inputs].[Buckets]
test ../ test cube/crif-inputs.label2.html
-- [CRIF Inputs].[Label2]
test ../ test cube/crif-inputs.qualifiers.html
-- [CRIF Inputs].[Qualifiers]
test ../ test cube/crif-inputs.risk-types.html
-- [CRIF Inputs].[Risk Types]
test ../ test cube/crif-inputs.vertices.html
-- [CRIF Inputs].[Vertices]
test ../ test cube/domains.domains.html
-- [Domains].[Domains]
test ../ test cube/epoch.epoch.html
-- [Epoch].[Epoch]
test ../ test cube/fxrates.fx-baseccy.html
-- [FXRates].[FX BaseCcy]
test ../ test cube/fxrates.fx-counterccy.html
-- [FXRates].[FX CounterCcy]
test ../ test cube/mode.mode.html
-- [Mode].[Mode]
test ../ test cube/model.im-model.html
-- [Model].[IM Model]
test ../ test cube/netting-sets.baseccy.html
-- [Netting Sets].[BaseCcy]
test ../ test cube/netting-sets.collectcalculationccy.html
-- [Netting Sets].[CollectCalculationCcy]
test ../ test cube/netting-sets.postcalculationccy.html
-- [Netting Sets].[PostCalculationCcy]
test ../ test cube/parameter-set.parameter-set.html
-- [Parameter Set].[Parameter Set]
test ../ test cube/portfolioid.portfolioid.html
-- [PortfolioID].[PortfolioID]
test ../ test cube/productclass.productclass.html
-- [ProductClass].[ProductClass]
test ../ test cube/regulation.regulation.html
-- [Regulation].[Regulation]
test ../ test cube/regulatorybuckets.regulatorybuckets.html
-- [RegulatoryBuckets].[RegulatoryBuckets]
test ../ test cube/risk.regulatory-risk-factors.html
-- [Risk].[Regulatory Risk Factors]
test ../ test cube/risk.risk-classes.html
-- [Risk].[Risk Classes]
test ../ test cube/risk.sensitivity-types.html
-- [Risk].[Sensitivity Types]
test ../ test cube/time.asofdate.html
-- [Time].[AsOfDate]
test ../ test cube/trade/position.trades.html
-- [Trade/Position].[Trades]
test ../ test cube/measures.html
-
Measures
test ../ test calculations.html
Calculations guide
test ../ test input-files.html
Input file formats
test ../ test datastores.html
Datastores
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
[Risk].[Regulatory Risk Factors]
Description
Risk factors used as the aggregation level for weighted sensitivities/CVR
Dimension
Risk
Hierarchy
Regulatory Risk Factors
Levels
[ALL, RegulatoryRiskFactor]
Section C1 specifies a certain definition of risk factors (subscript ~k~ in the methodology). This hierarchy, together with the Label1, allow displaying the right aggregation level. Please see examples in the bookmarks folder “ActiveViam SIMM” > “Margin Calculations”.