The measure shows Unexplained PL contributing into the eligibility statistics calculations (BCBS 352: 183)
The measure helps to inspect actual contributors to eligibility statistics calculation and spot potential data quality issues, such as spikes or missing values.
Note: the lookback horizon, for instance 1M, can be changed to a shorter or longer observation window using NbDaysPLMeasures context value.
The measure requires having hierarchy(ies) in the view: [Lookback].[Lookback].
FRTB Accelerator Cube Guide