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 Std Dev Hypothetical PL Lookback Rank model_eligibility Description Technical measure See also p-value (Hypothetical) Spearman Correlation Metric Denominator Variance Ratio Std Dev Hypothetical PL Variance Hypothetical PL Variance Unexplained PL Hypothetical PL Lookback Theoretical PL Lookback Kolmogorov-Smirnov Test Metric p-value (Actual) Spearman Correlation Metric Numerator Mean Ratio Hypothetical PL Mean Unexplained PL Actual PL Std Dev Theoretical PL Lookback Rank Unexplained PL Theoretical PL Spearman Correlation Metric Std Dev Hypothetical PL Std Dev Theoretical PL Lookback Rank
FRTB Accelerator Cube Guide