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
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Data Stores
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Database
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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 interpret-impl/acr.html
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ACR
test ../../ test interpret-impl/jurisdictions.html
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Jurisdictions
test ../../ test interpret-impl/pl-attribution-tests-and-backtesting.html
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FRTB P&L Attribution Tests and Backtesting
test ../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes.html
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Cubes
test ../../ test interpret-impl/pl-attribution-tests-and-backtesting/measures.html
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Measures
test ../../ test interpret-impl/pl-attribution-tests-and-backtesting/context-values.html
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FRTBCombinedCube Context Values
test ../../ test interpret-impl/pl-attribution-tests-and-backtesting/pl-attribtion-tests-and-backtesting.html
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test ../../ test cube.html
Analytics Reference
test ../../ test dev.html
Developer Guide
test ../../ test dev/dev-release.html
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Release and migration notes
test ../../ test dev/dev-getting-started.html
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Getting Started
test ../../ test dev/dev-ui-config.html
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Configuring the UI
test ../../ test dev/dev-ref-impl.html
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FRTB Reference Implementation
test ../../ test dev/dev-core.html
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FRTB Core
test ../../ test dev/dev-extensions.html
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Extending the Solution
test ../../ test dev/dev-tools.html
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Configuring Solution tools and methodologies
test ../../ test dev/dev-sign-off.html
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Sign-Off
test ../../ test dev/dev-direct-query.html
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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
FRTBCombinedCube Context Values
Context value
Description
Example
PLALookback Number of business days to look back when calculating the Spearman Correlation and KS test metrics for PLA Tests.
“1M”, “3M”, “1Y”
BackTestingLookback Number of business days to look back when counting the number of exceptions in the VaR backtesting.
“1M”, “3M”, “1Y”