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 Spearman Correlation Metric model_eligibility Description The Spearman Correlation statistics Reference [MAR32.38] See also Hypothetical PL Lookback Hypothetical PL Kolmogorov-Smirnov Test Metric Std Dev Theoretical PL Lookback Rank Actual PL Unexplained PL Spearman Correlation Metric Numerator Std Dev Hypothetical PL Lookback Rank p-value (Hypothetical) Variance Unexplained PL Variance Hypothetical PL Theoretical PL Lookback Mean Ratio Mean Unexplained PL Spearman Correlation Metric Denominator Std Dev Hypothetical PL Theoretical PL Variance Ratio p-value (Actual) Mean Unexplained PL Spearman Correlation Metric Denominator
FRTB Accelerator Cube Guide