IMAMultiplier

Store Field Key CanBeNull Type Cube Field Description
NbExceptions Y N Int The number of exceptions encountered in the backtesting of the bank’s daily VaR.
Multiplier N N Double The multiplier used in the calculation of the aggregated charge associated with approved desks (See BCBS 457 [MAR32.9]).
AsOfDate Y N LOCALDATE[yyyy-mm-dd] Timestamp (at close of business) for the data.
ParameterSet Y N String The parameter set to which the multiplier belongs (default = BCBS).