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 IMCC.D2D ima Description Day-to-day change for a measure Formula $$IMCC_{t}-IMCC_{t-1}$$ See also IMCC IMCC Lookback IMCCavg Omega Getting started
FRTB Accelerator Reference Guide v2.4.0