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 configuration.html
Configuration files
test ../../../ test limits.html
Limit monitoring
test ../../../ test sign-off.html
Sign-Off Approvals
test ../../../ test cube.html
Data Cubes
test ../../../ test what-if.html
What-If Analysis
test ../../../ test datastore.html
Data Stores
test ../../../ test input-files.html
Input Files
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 dev/dev-sign-off.html
-
Sign-Off
test ../../../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../../../ test interpret-impl/acr.html
-
ACR
test ../../../ test interpret-impl/jurisdictions.html
-
Jurisdictions
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html
-
FRTB P&L Attribution Tests and Backtesting
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes.html
--
Cubes
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube.html
---
PL Cube
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/input-files.html
----
Input files
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/hierarchies.html
----
Hierarchies
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-summary-cube.html
---
PL Summary Cube
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/measures.html
--
Measures
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/context-values.html
--
FRTBCombinedCube Context Values
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/pl-attribtion-tests-and-backtesting.html
--
test ../../../ test interpret-impl/_footer.html
-
test ../../../ test pdf-guides.html
PDF Guides
test ../../../ test glossary.html
Glossary
PL Cube
The PL cube is aimed at calculating desk and firm-wide VaR values from trade level VaR P&L vectors and, with customisation, supporting the analysis of recent exceptions/outliers.