Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach --- ES ---- CA ---- ES (Basic Non-Modellable Idiosyncratic) ---- ES (Basic Non-Modellable Non-Idiosyncratic) ---- ES (Basic) ---- ES (Basic).D2D ---- ES (Capital Constrained) ---- ES (Capital Unconstrained) ---- ES (Capital) ---- ES (Current Ratio) ---- ES (ISES) ---- ES (Liquidity Adj.) ---- ES (SES) ---- ES Scenario Rank ---- IMCC ---- IMCC.D2D ---- Omega ---- PnL Expand ---- SES ---- Squared ES (Liquidity Adj.) ---- Squared LHScaleFactor --- Technical -- PL -- PLSummary -- StandardisedApproach - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 ES Scenario Rank ima Description Computes simulated PL rank for each ES Scenario Hierarchy(ies) required in the view: [Risk].[DRC Scenarios] ES (SES) IMCC
FRTB Accelerator Cubes Guide