Navigation :
test ../../../ test user-ref.html
User & Reference Guide
test ../../../ test getting-started.html
Getting started
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- Using this guide
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- 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
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---
PL Cube
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/input-files.html
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Input files
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Hierarchies
test ../../../ test interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-summary-cube.html
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PL Summary Cube
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
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--
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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
PL Cube
The PL cube is aimed at calculating desk and firm-wide VaR values from trade level VaR P&L vectors and, with customization, supporting the analysis of recent exceptions/outliers.