Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL --- PL ---- PL Scenario Rank ---- VaR PL ---- VaR PL Expand --- VaR -- PLSummary -- StandardisedApproach - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 PL Scenario Rank model_eligibility Description Simulated PL rank for each VaR Scenario Hierarchy(ies) required in the view: [Risk].[Scenarios] PL VaR PL
FRTB Accelerator Cubes Guide