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/video-walk-throughs.html
- Video walk-throughs
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/euler.html
--- Euler
test ../ test cube/high-low.html
--- High-Low
test ../ test cube/imported.html
--- Imported
test ../ test cube/incremental.html
--- Incremental
test ../ test cube/long-short.html
--- Long-Short
test ../ test cube/netted.html
--- Netted
test ../ test cube/pro_rata.html
--- Pro_rata
test ../ test cube/rank.html
--- Rank
test ../ test cube/reported.html
--- Reported
test ../ test cube/spot.html
--- Spot
test ../ test cube/measures/acr.html
--
ACR
test ../ test cube/measures/frtbcombined.html
--
FRTBCombined
test ../ test cube/measures/imadrc.html
--
IMADRC
test ../ test cube/measures/internalmodelapproach.html
--
InternalModelApproach
test ../ test cube/measures/pl-and-plsummary.html
--
PL
test ../ test cube/measures/standardisedapproach.html
--
StandardisedApproach
test ../ test cube/measures/stresscalibration.html
--
StressCalibration
test ../ test cube/context-values.html
-
Context values
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
Reported
Naming pattern: Measures with “Reported” behavior follow the name
pattern:Main Measure Name Reported.
Reported is one of the optional approaches implemented in Atoti FRTB to allow you to
include the impact of the netting sets and imported
values. For example, “Portfolio Risk Charge (reported)”.
Follow this link to see the measures with the described behavior: Reported Measures .