FRTB Accelerator Cube GuideVaR PL Expand
| Description | The simulated PL vectors - input data for the VaR calculation |
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The measure requires having hierarchy(ies) in the view: [Risk].[Scenarios].
See also
- Exception 99 Count
- Exception 97.5 Dates
- Exception 99 (Actual)
- VaR 97.5 (previous day)
- Exception 97.5 (Hypothetical)
- Exception 99 (Hypothetical)
- Exception 97.5
- VaR 97.5%
- VaR 99 (previous day)
- Exception 97.5 Count
- Exception 97.5 (Actual)
- Exception 99
- Exception 99 Dates
- VaR 97.5
- VaR 99%
- VaR 99
- VaR PL