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