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/es-basic-stress.html --- ES (Basic) test ../ test cube/es-capital-constrained-stress.html --- ES (Capital Constrained) test ../ test cube/es-capital-unconstrained-stress.html --- ES (Capital Unconstrained) test ../ test cube/es-capital-stress.html --- ES (Capital) test ../ test cube/es-current-ratio-stress.html --- ES (Current Ratio) test ../ test cube/es-ises-stress.html --- ES (ISES) test ../ test cube/es-liquidity-adj-stress.html --- ES (Liquidity Adj.) test ../ test cube/es-model-variation-stress.html --- ES (Model Variation) test ../ test cube/es-pnl-vector.html --- ES (PnL Vector) test ../ test cube/es-pnl-vector-ccy.html --- ES (PnL Vector) CCY test ../ test cube/es-pnl-vector-expand.html --- ES (PnL Vector) Expand test ../ test cube/es-pnl-vector-non-modellable-idiosyncratic.html --- ES (PnL Vector) Non-Modellable Idiosyncratic test ../ test cube/es-pnl-vector-non-modellable-non-idiosyncratic.html --- ES (PnL Vector) Non-Modellable Non-Idiosyncratic test ../ test cube/es-pnl-vector-raw.html --- ES (PnL Vector) RAW test ../ test cube/es-ses-stress.html --- ES (SES) test ../ test cube/imcc-stress.html --- IMCC test ../ test cube/imcc-indicator.html --- IMCC Indicator test ../ test cube/lh.html --- LH test ../ test cube/omega-stress.html --- Omega test ../ test cube/previous-lh.html --- Previous LH test ../ test cube/ses-stress.html --- SES test ../ test cube/ses-max.html --- SES max test ../ test cube/squared-es-liquidity-adj-stress.html --- Squared ES (Liquidity Adj.) test ../ test cube/squared-lhscalefactor-stress.html --- Squared LHScaleFactor 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 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 Squared ES (Liquidity Adj.) Dimensions