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 Configuration files test ../ test datastore.html Data Stores test ../ test database.html Database test ../ test input-files.html Input Data test ../ test tutorials.html Tutorials 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 - Measures test ../ test cube/measures/measure-variations.html -- Measure variations test ../ test cube/measures/standardisedapproach.html -- StandardisedApproach test ../ test cube/measures/stresscalibration.html -- StressCalibration test ../ test cube/dimensions.html - Dimensions 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 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 Squared LHScaleFactor ima Description The current liquidity horizon minus the previous and divided by the base liquidity horizon Hierarchies required in the view [Risk].[Liquidity Horizons] Reference [MAR33.4] Formula $$\frac{(LH_j-LH_{j-1})}{T}$$ See also ES (Basic) ES (Basic) ES (Basic).D2D ES (Capital Constrained) ES (Capital Constrained) ES (Capital Unconstrained) ES (Capital Unconstrained) ES (Capital) ES (Capital) ES (Current Ratio) ES (Current Ratio) ES (Liquidity Adj.) ES (Liquidity Adj.) ES (Model Variation) ES (Model Variation) ES (Model Variation) Lookback ES (Model Variation) avg ES (PnL Vector) Expand ES (PnL Vector) Non-Modellable Idiosyncratic ES (PnL Vector) Non-Modellable Non-Idiosyncratic LH LH PnL Expand Squared ES (Liquidity Adj.) Squared ES (Liquidity Adj.) Squared LHScaleFactor User & Reference Guide