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 Hypothetical PL model_eligibility Description The desk level hypothetical profit and loss from the upstream system Reference [MAR32.4] See also Std Dev Theoretical PL Lookback Rank Variance Ratio Mean Ratio Spearman Correlation Metric Hypothetical PL Lookback Mean Unexplained PL Theoretical PL Lookback Std Dev Hypothetical PL Spearman Correlation Metric Denominator p-value (Actual) Variance Unexplained PL p-value (Hypothetical) Unexplained PL Std Dev Hypothetical PL Lookback Rank Actual PL Kolmogorov-Smirnov Test Metric Theoretical PL Variance Hypothetical PL Spearman Correlation Metric Numerator Actual PL Hypothetical PL Lookback
FRTB Accelerator Cube Guide