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 getting-started/directquery.html
- DirectQuery
test ../ test configuration.html
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test ../ test datastore.html
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test ../ test database.html
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test ../ test input-files.html
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test ../ test tutorials.html
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test ../ test tutorials/data-sanity-check.html
- Data Sanity 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 interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../ test cube.html
Analytics Reference
test ../ test cube/measures.html
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Measures
test ../ test cube/dimensions.html
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Dimensions
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
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test ../ test dev/dev-getting-started.html
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test ../ test dev/dev-ref-impl.html
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test ../ test dev/dev-core.html
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test ../ test dev/dev-extensions.html
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test ../ test dev/dev-tools.html
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test ../ test dev/dev-sign-off.html
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Sign-Off
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test what-if.html
What-If Analysis
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
ImaNbExceptions
You can control the multiplier $m_c$ in the formula for CA and CA-IMA by setting the ImaNbExceptions context value to the number of exceptions.
See [MAR99] Table 2 in the section “Supervisory framework for the interpretation of backtesting” for the numbers of exceptions and the corresponding multipliers.