Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary --- Count --- PL ---- Actual PL ---- Hypothetical PL ---- Hypothetical PL Lookback ---- Kolmogorov-Smirnov Test Metric ---- Mean Ratio ---- Mean Unexplained PL ---- Spearman Correlation Metric ---- Spearman Correlation Metric Denominator ---- Spearman Correlation Metric Numerator ---- Std Dev Hypothetical PL ---- Std Dev Hypothetical PL Lookback Rank ---- Std Dev Theoretical PL Lookback Rank ---- Theoretical PL ---- Theoretical PL Lookback ---- Unexplained PL ---- Unexplained PL Lookback ---- Variance Hypothetical PL ---- Variance Ratio ---- Variance Unexplained PL --- VaR -- StandardisedApproach - Context values Actual PL model_eligibility Description Desk level actual profit and loss from the upstream system Reference [MAR32.4] See also Hypothetical PL Spearman Correlation Metric Denominator Theoretical PL Spearman Correlation Metric Numerator Variance Unexplained PL Spearman Correlation Metric Mean Unexplained PL Std Dev Hypothetical PL Lookback Rank p-value (Hypothetical) Variance Ratio p-value (Actual) Mean Ratio Variance Hypothetical PL Std Dev Theoretical PL Lookback Rank Theoretical PL Lookback Unexplained PL Std Dev Hypothetical PL Hypothetical PL Lookback Kolmogorov-Smirnov Test Metric PL Hypothetical PL
FRTB Accelerator Cube Guide