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 CA ima ES (Basic Non-Modellable Idiosyncratic) ima ES (Basic Non-Modellable Non-Idiosyncratic) ima ES (Basic) ima ES (Basic).D2D ima ES (Capital Constrained) ima ES (Capital Unconstrained) ima ES (Capital) ima ES (Current Ratio) ima ES (ISES) ima ES (Liquidity Adj.) ima ES (SES) ima ES Scenario Rank ima IMCC ima IMCC.D2D ima Omega ima PnL Expand ima SES ima Squared ES (Liquidity Adj.) ima Squared LHScaleFactor ima Page 1 of 1 InternalModelApproach CA