Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach --- ES --- Technical ---- ES (PnL Vector) ---- ES (PnL Vector) CCY ---- ES (PnL Vector) Modellable CCY ---- ES (PnL Vector) Non-Modellable Idiosyncratic CCY ---- ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY ---- LH ---- Previous LH -- PL -- PLSummary -- StandardisedApproach - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 Technical ES (PnL Vector) ES (PnL Vector) CCY ES (PnL Vector) Modellable CCY ES (PnL Vector) Non-Modellable Idiosyncratic CCY ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY LH ima Previous LH Page 1 of 1 Squared LHScaleFactor ES (PnL Vector)
FRTB Accelerator Cubes Guide