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 FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 ES (PnL Vector) Non-Modellable Idiosyncratic CCY Description Technical measure ES (PnL Vector) Modellable CCY ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY
FRTB Accelerator Cubes Guide