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 (Hypothetical) model_eligibility Description The hypo PL p-value from upstream system (BCBS 352: 183) See also Std Dev Hypothetical PL Actual PL Kolmogorov-Smirnov Test Metric Hypothetical PL Mean Unexplained PL Variance Ratio Spearman Correlation Metric Denominator p-value (Actual) Spearman Correlation Metric Numerator Mean Ratio Unexplained PL Variance Hypothetical PL Std Dev Hypothetical PL Lookback Rank Theoretical PL Theoretical PL Lookback Spearman Correlation Metric Variance Unexplained PL Std Dev Theoretical PL Lookback Rank Hypothetical PL Lookback p-value (Actual) StandardisedApproach
FRTB Accelerator Cube Guide