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
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Measures
test ../../../ test cube/context-values.html
-
Context values
test ../../../ test cube/dimensions.html
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Dimensions
test ../../../ test cube/dimensions/booking.html
--
Booking
test ../../../ test cube/dimensions/buckets.html
--
Buckets
test ../../../ test cube/dimensions/currencies.html
--
Currencies
test ../../../ test cube/dimensions/dates.html
--
Dates
test ../../../ test cube/dimensions/default-risk-charge.html
--
Default Risk Charge
test ../../../ test cube/dimensions/displaycurrency.html
--
displayCurrency
test ../../../ test cube/dimensions/double-sums.html
--
Double Sums
test ../../../ test cube/dimensions/epoch.html
--
Epoch
test ../../../ test cube/dimensions/lookback.html
--
Lookback
test ../../../ test cube/dimensions/market-data.html
--
Market Data
test ../../../ test cube/dimensions/organization.html
--
Organization
test ../../../ test cube/dimensions/parameter-sets.html
--
Parameter Sets
test ../../../ test cube/dimensions/risk.html
--
Risk
test ../../../ test cube/commodity-location.html
--- Commodity Location
test ../../../ test cube/currencies.html
--- Currencies
test ../../../ test cube/data-sets.html
--- Data Sets
test ../../../ test cube/drc-scenarios.html
--- DRC Scenarios
test ../../../ test cube/fx-counter-currency.html
--- FX Counter Currency
test ../../../ test cube/girr-basis-ccy.html
--- GIRR Basis Ccy
test ../../../ test cube/idiosyncratic.html
--- Idiosyncratic
test ../../../ test cube/liquidity-horizons.html
--- Liquidity Horizons
test ../../../ test cube/maturities.html
--- Maturities
test ../../../ test cube/model.html
--- Model
test ../../../ test cube/original-maturity.html
--- Original Maturity
test ../../../ test cube/original-underlying-maturity.html
--- Original Underlying Maturity
test ../../../ test cube/present-value-ladder.html
--- Present Value Ladder
test ../../../ test cube/dimensions/risk/residual-risk-add-on.html
--- Residual Risk Add On
test ../../../ test cube/risk-classes.html
--- Risk Classes
test ../../../ test cube/risk-factor-set.html
--- Risk Factor Set
test ../../../ test cube/risk-factor-types.html
--- Risk Factor Types
test ../../../ test cube/risk-factors.html
--- Risk Factors
test ../../../ test cube/risk-measures.html
--- Risk Measures
test ../../../ test cube/rrao-asset-class.html
--- RRAO Asset Class
test ../../../ test cube/rrao-category.html
--- RRAO Category
test ../../../ test cube/rrao-exemption-reason.html
--- RRAO Exemption Reason
test ../../../ test cube/scenario-dates.html
--- Scenario Dates
test ../../../ test cube/sensitivity-scale-category.html
--- Sensitivity Scale Category
test ../../../ test cube/sliding-window.html
--- Sliding Window
test ../../../ test cube/vertices.html
--- Vertices
test ../../../ test cube/dimensions/sign-off.html
--
Sign-off
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
-
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
-
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
Residual Risk Add On
Description
Displays whether a trade/position has an exotic underlying (first level of the hierarchy), and the type of exotic risk (second level of the hierarchy).
Reference
[MAR23.8]
Dimension
Risk
Hierarchy
Residual Risk Add On
Levels
[ALL, Exotic Underlying, Other Residual Risk Type]