Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary --- Count --- PL --- VaR ---- Exception 97.5 ---- Exception 97.5 (Actual) ---- Exception 97.5 (Hypothetical) ---- Exception 97.5 Count ---- Exception 97.5 Dates ---- Exception 99 ---- Exception 99 (Actual) ---- Exception 99 (Hypothetical) ---- Exception 99 Count ---- Exception 99 Dates ---- VaR 97.5 ---- VaR 97.5 (previous day) ---- VaR 99 ---- VaR 99 (previous day) ---- p-value (Actual) ---- p-value (Hypothetical) -- StandardisedApproach - Context values Exception 99 Count model_eligibility Description The measure returns the rolling sum of Exception 99 measure Reference [MAR32.5] See also Exception 97.5 Dates VaR 99 (previous day) Exception 97.5 Exception 97.5 Count VaR 99 Exception 99 Dates VaR 97.5 VaR 97.5% VaR PL Exception 97.5 (Actual) Exception 99 VaR 99% VaR PL Expand Exception 99 (Actual) Exception 97.5 (Hypothetical) VaR 97.5 (previous day) Exception 99 (Hypothetical) Exception 99 (Hypothetical) Exception 99 Dates
FRTB Accelerator Cube Guide