FRTB Accelerator Cube GuideIMCCavg
| Description | Average of the past IMCC values |
|---|
The measure takes the average of the past IMCC values.
By default the average is taken over the last 60 days. You can change the Lookback period - 60 - by using the context value CA-Lookback.
| Description | Average of the past IMCC values |
|---|
The measure takes the average of the past IMCC values.
By default the average is taken over the last 60 days. You can change the Lookback period - 60 - by using the context value CA-Lookback.