FRTB Accelerator Cube GuideIMCC Lookback
| Description | The measure showing contributors to the IMCCavg calculation |
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The measure helps to validate IMCCavg calculation and inspect actual contributors to spot potential data quality issues, such as spikes or missing values.
Note: the lookback horizon, for instance 60 days, can be changed to a shorter or longer observation window using CA-Lookback context value.