Navigation : Cube reference - Measures -- ACR --- ACR --- CA-GA --- Capital Surcharge --- CU --- IMA-GA --- IMADRC --- Lookback ---- IMADRC Lookback ---- IMADRCavg ---- IMCC Lookback ---- IMCCavg ---- SES Lookback ---- SESavg --- RWA --- SA-GA -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 IMADRC Lookback drc_ima Description The measure showing contributors to the IMADRCavg calculation Hierarchy(ies) required in the view: [Lookback].[Lookback] Reference [MAR33.22] DifferentiationStepSize ImaNbExceptions
FRTB Accelerator Cubes Guide