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 PL DRC - IMA drc_ima DRC PnL Expand drc_ima DRC Scenario Rank drc_ima Page 1 of 1 IMADRC DRC - IMA
FRTB Accelerator Cubes Guide