FRTB Accelerator Reference Guide v2.4.0PL
- Actual PL model_eligibility
- Hypothetical PL model_eligibility
- Hypothetical PL Lookback model_eligibility
- Hypothetical PL Lookback Empirical Dist Vector
- Hypothetical PL Lookback Rank model_eligibility
- Hypothetical PL Lookback Rank Vector
- Kolmogorov-Smirnov Test Metric model_eligibility
- Lookback Index model_eligibility
- Mean Ratio model_eligibility
- Mean Unexplained PL model_eligibility
- Spearman Correlation Metric model_eligibility
- Spearman Correlation Metric Denominator model_eligibility
- Spearman Correlation Metric Numerator model_eligibility
- Std Dev Hypothetical PL model_eligibility
- Std Dev Hypothetical PL Lookback Rank model_eligibility
- Std Dev Theoretical PL Lookback Rank model_eligibility
- Theoretical PL model_eligibility
- Theoretical PL Lookback model_eligibility
- Theoretical PL Lookback Empirical Dist Vector
- Theoretical PL Lookback Rank model_eligibility
- Theoretical PL Lookback Rank Vector
- Unexplained PL model_eligibility
- Unexplained PL Lookback model_eligibility
- Variance Hypothetical PL model_eligibility
- Variance Ratio model_eligibility
- Variance Unexplained PL model_eligibility