Navigation : Cube reference - Measures -- ACR -- IMADRC --- PL ---- DRC - IMA ---- DRC PnL Expand ---- DRC Scenario Rank -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 DRC Scenario Rank drc_ima Description Simulated PL rank for each DRC Scenario Hierarchy(ies) required in the view: [Risk].[DRC Scenarios] DRC PnL Expand InternalModelApproach
FRTB Accelerator Cubes Guide