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