Navigation : Getting started - About - CRR2 support - Glossary Tutorials - Data Health Check - Tips for Validating the Calculations - Viewing QIS Numbers - Workaround for deadlock issue when attempting to create partitions for reference stores Cube reference - Measures -- StandardisedApproach - Dimensions Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 ES (Basic).D2D ima Description DtD change for the measure ES (Basic) Hierarchy(ies) required in the view [Risk].[Risk Classes][Risk].[Data Sets][Risk].[Liquidity Horizons] See also ES (Basic) ES (Capital Constrained) ES (Capital Unconstrained) ES (Capital) ES (Current Ratio) ES (Liquidity Adj.) ES (Model Variation) ES (Model Variation) Lookback ES (Model Variation) avg LH PnL Expand Squared ES (Liquidity Adj.) Squared LHScaleFactor Getting started
FRTB Accelerator Reference Guide v2.4.0