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 Kolmogorov-Smirnov Test Metric model_eligibility Description The Kolmogorov Smirnov statistics Reference [MAR32.41] See also Theoretical PL Spearman Correlation Metric Denominator Std Dev Hypothetical PL Lookback Rank Theoretical PL Lookback Mean Unexplained PL Std Dev Theoretical PL Lookback Rank Hypothetical PL Hypothetical PL Lookback Spearman Correlation Metric Std Dev Hypothetical PL Variance Ratio Variance Unexplained PL Actual PL Spearman Correlation Metric Numerator p-value (Hypothetical) Variance Hypothetical PL Mean Ratio Unexplained PL p-value (Actual) Hypothetical PL Lookback Mean Ratio
FRTB Accelerator Cube Guide