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 IMADRCavg Lookback Description Average of the past IMA DRC VaR values Reference [MAR33.22] IMADRC Lookback IMCC Lookback
FRTB Accelerator Cubes Guide