Navigation :
test ../ test about.html
About
test ../ test about/qis-quick-start_qisonly.html
- Quick Start
test ../ test input-files.html
Input Data
test ../ test tutorials.html
Tutorials
test ../ test tutorials/how-to-prepare-data-for-qis.html
- How to Prepare Data for QIS
test ../ test tutorials/data-sanity-check.html
- Data Sanity Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../ test cube.html
Analytics Reference
test ../ test cube/measures.html
-
Measures
test ../ test cube/measures/standardisedapproach.html
--
StandardisedApproach
test ../ test cube/measures/standardisedapproach/aggregated-riskcharge-by-class.html
---
Aggregated RiskCharge by Class
test ../ test cube/commodity-risk-charge.html
---- Commodity Risk Charge
test ../ test cube/coverage-ratio.html
---- Coverage Ratio
test ../ test cube/csr-non-sec-risk-charge.html
---- CSR non-Sec Risk Charge
test ../ test cube/csr-sec-ctp-risk-charge.html
---- CSR Sec CTP Risk Charge
test ../ test cube/csr-sec-non-ctp-risk-charge.html
---- CSR Sec non-CTP Risk Charge
test ../ test cube/equity-risk-charge.html
---- Equity Risk Charge
test ../ test cube/fx-risk-charge.html
---- FX Risk Charge
test ../ test cube/girr-risk-charge.html
---- GIRR Risk Charge
test ../ test cube/medium-risk-charge.html
---- Medium Risk Charge
test ../ test cube/sbm-correlation-scenario.html
---- SBM Correlation Scenario
test ../ test cube/sbm-risk-charge.html
---- SBM Risk Charge
test ../ test cube/sbm-risk-charge-reference-scenario.html
---- SBM Risk Charge (reference scenario)
test ../ test cube/measures/standardisedapproach/commodity.html
---
Commodity
test ../ test cube/measures/standardisedapproach/csr-non-sec.html
---
CSR non-Sec
test ../ test cube/measures/standardisedapproach/csr-sec-ctp.html
---
CSR Sec CTP
test ../ test cube/measures/standardisedapproach/csr-sec-non-ctp.html
---
CSR Sec non-CTP
test ../ test cube/measures/standardisedapproach/drc.html
---
DRC
test ../ test cube/measures/standardisedapproach/equity.html
---
Equity
test ../ test cube/measures/standardisedapproach/fx.html
---
FX
test ../ test cube/measures/standardisedapproach/girr.html
---
GIRR
test ../ test cube/measures/standardisedapproach/rrao.html
---
RRAO
test ../ test cube/dimensions.html
-
Dimensions
test ../ test glossary.html
Glossary
SBM Correlation Scenario
Description
The correlation scenario used for the SBM Risk Charge
Reference
[MAR21.7]
This string-valued measure indicates which correlation scenario had the highest Risk Charge and hence was selected for the SBM risk Charge. It can take values “low”, “medium” and “high”.
See also