Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-health-check.html
- Data Health Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test what-if.html
What-If Analysis
test ../ test configuration.html
Configuration files
test ../ test cube.html
Data Cubes
test ../ test cube/measures.html
-
Measures
test ../ test cube/measures/measure-variations.html
--
Measure variations
test ../ test cube/euler.html
--- Euler
test ../ test cube/high-low.html
--- High-Low
test ../ test cube/imported.html
--- Imported
test ../ test cube/incremental.html
--- Incremental
test ../ test cube/netted.html
--- Netted
test ../ test cube/pro_rata.html
--- Pro_rata
test ../ test cube/reported.html
--- Reported
test ../ test cube/spot.html
--- Spot
test ../ test cube/measures/standardisedapproach.html
--
StandardisedApproach
test ../ test cube/dimensions.html
-
Dimensions
test ../ test datastore.html
Data Stores
test ../ test input-files.html
Input File Formats
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
Reported
Reported
Naming pattern: Measures with “Reported” behavior follow the name
pattern: Main Measure Name (reported).
Reported is one of the optional approaches implemented in the FRTB Accelerator to allow you to
include the impact of the netting sets and imported
values. For example, “Portfolio Risk Charge (reported)”.
Overview of Reported Calculations
Follow this link to see the measures with the described behavior: Reported Measures .