FRTB Accelerator Cubes GuideVaR PL Expand
| Description | The simulated PL vectors - input data for the VaR calculation |
|---|---|
| Hierarchy(ies) required in the view: |
See also
- Exception 97.5
- Exception 97.5 (Actual)
- Exception 97.5 (Hypothetical)
- Exception 97.5 Count
- Exception 97.5 Dates
- Exception 99
- Exception 99 (Actual)
- Exception 99 (Hypothetical)
- Exception 99 Count
- Exception 99 Dates
- VaR 97.5
- VaR 97.5 (previous day)
- VaR 97.5%
- VaR 99
- VaR 99 (previous day)
- VaR 99%
- VaR PL