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/actual-pl.html ---- Actual PL test ../ test cube/actual-pl-lookback.html ---- Actual PL Lookback test ../ test cube/actual-pl-lookback-rank.html ---- Actual PL Lookback Rank test ../ test cube/exception-97.5-actual-lookback.html ---- Exception 97.5 (Actual) Lookback test ../ test cube/exception-97.5-hypothetical-lookback.html ---- Exception 97.5 (Hypothetical) Lookback test ../ test cube/exception-99-actual-lookback.html ---- Exception 99 (Actual) Lookback test ../ test cube/exception-99-hypothetical-lookback.html ---- Exception 99 (Hypothetical) Lookback test ../ test cube/hypothetical-pl.html ---- Hypothetical PL test ../ test cube/hypothetical-pl-lookback.html ---- Hypothetical PL Lookback test ../ test cube/hypothetical-pl-lookback-rank.html ---- Hypothetical PL Lookback Rank test ../ test cube/kolmogorov-smirnov-test-metric.html ---- Kolmogorov-Smirnov Test Metric test ../ test cube/kolmogorov-smirnov-test-p-value.html ---- Kolmogorov-Smirnov Test p-value test ../ test cube/mean-ratio.html ---- Mean Ratio test ../ test cube/mean-unexplained-pl.html ---- Mean Unexplained PL test ../ test cube/p-value-actual-lookback.html ---- p-value (Actual) Lookback test ../ test cube/p-value-actual-lookback-rank.html ---- p-value (Actual) Lookback Rank test ../ test cube/p-value-hypothetical-lookback.html ---- p-value (Hypothetical) Lookback test ../ test cube/p-value-hypothetical-lookback-rank.html ---- p-value (Hypothetical) Lookback Rank test ../ test cube/pl-scenario-rank.html ---- PL Scenario Rank test ../ test cube/spearman-correlation-metric.html ---- Spearman Correlation Metric test ../ test cube/spearman-correlation-metric-denominator.html ---- Spearman Correlation Metric Denominator test ../ test cube/spearman-correlation-metric-numerator.html ---- Spearman Correlation Metric Numerator test ../ test cube/std-dev-hypothetical-pl.html ---- Std Dev Hypothetical PL test ../ test cube/std-dev-hypothetical-pl-lookback-rank.html ---- Std Dev Hypothetical PL Lookback Rank test ../ test cube/std-dev-theoretical-pl-lookback-rank.html ---- Std Dev Theoretical PL Lookback Rank test ../ test cube/theoretical-pl.html ---- Theoretical PL test ../ test cube/theoretical-pl-lookback.html ---- Theoretical PL Lookback test ../ test cube/theoretical-pl-lookback-rank.html ---- Theoretical PL Lookback Rank test ../ test cube/unexplained-pl.html ---- Unexplained PL test ../ test cube/unexplained-pl-lookback.html ---- Unexplained PL Lookback test ../ test cube/variance-hypothetical-pl.html ---- Variance Hypothetical PL test ../ test cube/variance-ratio.html ---- Variance Ratio test ../ test cube/variance-unexplained-pl.html ---- Variance Unexplained PL test ../ test cube/measures/pl-and-plsummary/var.html --- VaR 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 PL Scenario Rank model_eligibility Description Simulated PL rank for each VaR Scenario Hierarchies required in the view Scenario Dates p-value (Hypothetical) Lookback Rank Spearman Correlation Metric