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
Unexplained PL Lookback
Description
Unexplained PL contributing to the eligibility statistics calculations (BCBS 352: 183)
Hierarchies required in the view
The measure helps to inspect actual contributors to the eligibility statistics calculations and spot potential data quality issues, such as spikes or missing values.
note
You can change the lookback horizon (for instance 1M) to a shorter or longer observation window using the NbDaysPLMeasures context value.