Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL --- GIRR Curvature CVR Down --- GIRR Curvature CVR Up --- GIRR Curvature Delta Sensitivities --- GIRR Curvature Delta Weighted Sensitivities --- GIRR Curvature Risk Charge --- GIRR Curvature Risk Position --- GIRR Curvature Risk Position Down --- GIRR Curvature Risk Position Scenario --- GIRR Curvature Risk Position Up --- GIRR Curvature Risk Weight --- GIRR Curvature Sb --- GIRR Curvature shock-down prices --- GIRR Curvature shock-up prices --- GIRR Curvature Technical Curvature Delta Shift -- PLSummary --- PL ---- Actual PL ---- Hypothetical PL ---- Hypothetical PL Lookback ---- Hypothetical PL Lookback Empirical Dist Vector ---- Hypothetical PL Lookback Rank ---- Hypothetical PL Lookback Rank Vector ---- Kolmogorov-Smirnov Test Metric ---- Lookback Index ---- 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 ---- Theoretical PL Lookback Empirical Dist Vector ---- Theoretical PL Lookback Rank ---- Theoretical PL Lookback Rank Vector ---- Unexplained PL ---- Unexplained PL Lookback ---- Variance Hypothetical PL ---- Variance Ratio ---- Variance Unexplained PL --- VaR -- StandardisedApproach - Context values - Dimensions Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 PL Actual PL model_eligibility Hypothetical PL model_eligibility Hypothetical PL Lookback model_eligibility Hypothetical PL Lookback Empirical Dist Vector Hypothetical PL Lookback Rank model_eligibility Hypothetical PL Lookback Rank Vector Kolmogorov-Smirnov Test Metric model_eligibility Lookback Index model_eligibility Mean Ratio model_eligibility Mean Unexplained PL model_eligibility Spearman Correlation Metric model_eligibility Spearman Correlation Metric Denominator model_eligibility Spearman Correlation Metric Numerator model_eligibility Std Dev Hypothetical PL model_eligibility Std Dev Hypothetical PL Lookback Rank model_eligibility Std Dev Theoretical PL Lookback Rank model_eligibility Theoretical PL model_eligibility Theoretical PL Lookback model_eligibility Theoretical PL Lookback Empirical Dist Vector Theoretical PL Lookback Rank model_eligibility Theoretical PL Lookback Rank Vector Unexplained PL model_eligibility Unexplained PL Lookback model_eligibility Variance Hypothetical PL model_eligibility Variance Ratio model_eligibility Variance Unexplained PL model_eligibility Page 1 of 1 PLSummary Actual PL
FRTB Accelerator Cubes Guide