Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach --- ES --- Technical ---- ES (PnL Vector) ---- ES (PnL Vector) CCY ---- ES (PnL Vector) Modellable CCY ---- ES (PnL Vector) Non-Modellable Idiosyncratic CCY ---- ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY ---- LH ---- Previous LH -- PL -- PLSummary -- StandardisedApproach - Context values - Dimensions Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 Technical ES (PnL Vector) ES (PnL Vector) CCY ES (PnL Vector) Modellable CCY ES (PnL Vector) Non-Modellable Idiosyncratic CCY ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY LH ima Previous LH Page 1 of 1 Squared LHScaleFactor ES (PnL Vector)
FRTB Accelerator Cubes Guide