FRTB Accelerator Cube GuideMean Unexplained PL
| Description | The mean of the unexplained P&L (BCBS 352: 183 (b)) |
|---|
The measure is computed based on the Unexplained PL measure.
See also
- Spearman Correlation Metric
- Actual PL
- Variance Hypothetical PL
- Unexplained PL
- Variance Ratio
- p-value (Hypothetical)
- Std Dev Hypothetical PL
- Spearman Correlation Metric Denominator
- Std Dev Theoretical PL Lookback Rank
- p-value (Actual)
- Variance Unexplained PL
- Std Dev Hypothetical PL Lookback Rank
- Spearman Correlation Metric Numerator
- Theoretical PL Lookback
- Hypothetical PL Lookback
- Mean Ratio
- Hypothetical PL
- Theoretical PL
- Kolmogorov-Smirnov Test Metric