Unexplained PL


Description The measure shows Unexplained PL contributing into the eligibility statistics calculations (BCBS 352: 183)
Hierarchy(ies) required in the view:

The measure helps to inspect actual contributors to eligibility statistics calculation and spot potential data quality issues, such as spikes or missing values.

Note: the lookback horizon, for instance 1M, can be changed to a shorter or longer observation window using NbDaysPLMeasures context value.

See also

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