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/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-ui-config.html
-
Configuring the UI
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 Solution
test ../ test dev/dev-tools.html
-
Configuring Solution tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-direct-query.html
-
DirectQuery
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
ProRataHierarchy
Description
Select a hierarchy for Pro-Rata Russian Doll allocation
Variations
This context value enables “Russian Doll” calculation for a Pro-rata measure along the selected hierarchy. Please note that ProRataLeafLevel context value must be set to “NONE”.
First you select a hierarchy from the list:
[Booking].[Books]
[Booking].[Desks]
[Organization].[BookHierarchy]
[Organization].[Legal Entities]
[Organization].[LegalEntityHierarchy]
The pro-rata measure will compute capital allocation recursively, so that the sum at each level in the hierarchy is equal to the Pro-Rata capital allocation of the parent level.
Consider this example:
SBM Risk Charge Pro-Rata and SBM Risk Charge measures are on columns,
the multi-level [Organization].[BookHierarchy] is on the rows and selected in the context value.
Result:
SBM Risk Charge and SBM Risk Charge Pro-Rata are equal at the Enterprise level.
SBM Risk Charge Pro-Rata values at lower levels are additive. See for instance, that the total for books under “Developed Markets” is equal to the desk total (1.002.912
).