Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary --- Count --- PL --- VaR ---- Exception 97.5 ---- Exception 97.5 (Actual) ---- Exception 97.5 (Hypothetical) ---- Exception 97.5 Count ---- Exception 97.5 Dates ---- Exception 99 ---- Exception 99 (Actual) ---- Exception 99 (Hypothetical) ---- Exception 99 Count ---- Exception 99 Dates ---- VaR 97.5 ---- VaR 97.5 (previous day) ---- VaR 99 ---- VaR 99 (previous day) ---- p-value (Actual) ---- p-value (Hypothetical) -- StandardisedApproach - Context values p-value (Actual) model_eligibility Description The actual PL p-value from upstream system (BCBS 352: 183) See also Kolmogorov-Smirnov Test Metric Std Dev Hypothetical PL Lookback Rank Variance Ratio Hypothetical PL Spearman Correlation Metric Numerator Mean Unexplained PL Variance Unexplained PL Std Dev Hypothetical PL Spearman Correlation Metric Theoretical PL Lookback Variance Hypothetical PL Spearman Correlation Metric Denominator Hypothetical PL Lookback Theoretical PL Mean Ratio Std Dev Theoretical PL Lookback Rank Unexplained PL p-value (Hypothetical) Actual PL VaR 99 (previous day) p-value (Hypothetical)
FRTB Accelerator Cube Guide