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 Variance Hypothetical PL model_eligibility Description The variance of the hypothetical P&L (BCBS 352: 183 (b)) Formula $$\frac{\sum (x-\bar{x})^2}{n}$$ See also Unexplained PL p-value (Hypothetical) Spearman Correlation Metric Numerator Spearman Correlation Metric Denominator Variance Ratio p-value (Actual) Hypothetical PL Std Dev Hypothetical PL Theoretical PL Kolmogorov-Smirnov Test Metric Mean Ratio Std Dev Hypothetical PL Lookback Rank Hypothetical PL Lookback Std Dev Theoretical PL Lookback Rank Mean Unexplained PL Actual PL Variance Unexplained PL Spearman Correlation Metric Theoretical PL Lookback Unexplained PL Lookback Variance Ratio
FRTB Accelerator Cube Guide