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/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/pl-and-plsummary/pl.html --- PL test ../ test cube/measures/pl-and-plsummary/var.html --- VaR test ../ test cube/es-97.5.html ---- ES 97.5 test ../ test cube/es-99.html ---- ES 99 test ../ test cube/exception-97.5-actual.html ---- Exception 97.5 (Actual) test ../ test cube/exception-97.5-actual-count.html ---- Exception 97.5 (Actual) Count test ../ test cube/exception-97.5-actual-dates.html ---- Exception 97.5 (Actual) Dates test ../ test cube/exception-97.5-hypothetical.html ---- Exception 97.5 (Hypothetical) test ../ test cube/exception-97.5-hypothetical-count.html ---- Exception 97.5 (Hypothetical) Count test ../ test cube/exception-97.5-hypothetical-dates.html ---- Exception 97.5 (Hypothetical) Dates test ../ test cube/exception-97.5-count.html ---- Exception 97.5 Count test ../ test cube/exception-99-actual.html ---- Exception 99 (Actual) test ../ test cube/exception-99-actual-count.html ---- Exception 99 (Actual) Count test ../ test cube/exception-99-actual-dates.html ---- Exception 99 (Actual) Dates test ../ test cube/exception-99-actual-dates.html ---- Exception 99 (Actual) Dates test ../ test cube/exception-99-actual-dates.html ---- Exception 99 (Actual) Dates test ../ test cube/exception-99-hypothetical.html ---- Exception 99 (Hypothetical) test ../ test cube/exception-99-hypothetical-count.html ---- Exception 99 (Hypothetical) Count test ../ test cube/exception-99-hypothetical-dates.html ---- Exception 99 (Hypothetical) Dates test ../ test cube/exception-99-count.html ---- Exception 99 Count test ../ test cube/outlier-97.5.html ---- Outlier 97.5 test ../ test cube/outlier-97.5-count.html ---- Outlier 97.5 Count test ../ test cube/outlier-99.html ---- Outlier 99 test ../ test cube/outlier-99-count.html ---- Outlier 99 Count test ../ test cube/p-value-actual.html ---- p-value (Actual) test ../ test cube/p-value-hypothetical.html ---- p-value (Hypothetical) test ../ test cube/var-97.5.html ---- VaR 97.5 test ../ test cube/var-97.5-previous-day.html ---- VaR 97.5 (previous day) test ../ test cube/var-99.html ---- VaR 99 test ../ test cube/var-99-previous-day.html ---- VaR 99 (previous day) test ../ test cube/var-pl.html ---- VaR PL test ../ test cube/var-pl-expand.html ---- VaR PL Expand 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 Exception 99 (Actual) model_eligibility Description The measure returns 1 if Actual PL is below VaR 99 (previous day). Reference [MAR32.5] See also ES 97.5 ES 99 Exception 97.5 (Actual) Exception 97.5 (Actual) Count Exception 97.5 (Actual) Dates Exception 97.5 (Hypothetical) Exception 97.5 (Hypothetical) Count Exception 97.5 (Hypothetical) Dates Exception 97.5 Count Exception 99 (Actual) Count Exception 99 (Actual) Dates Exception 99 (Actual) Dates Exception 99 (Actual) Dates Exception 99 (Hypothetical) Exception 99 (Hypothetical) Count Exception 99 (Hypothetical) Dates Exception 99 Count Outlier 97.5 Outlier 97.5 Count Outlier 99 Outlier 99 Count VaR 97.5 VaR 97.5 (previous day) VaR 99 VaR 99 (previous day) VaR PL VaR PL Expand Exception 97.5 Count Exception 99 (Actual) Count