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/context-values.html - Context values test ../../ test cube/dimensions.html - 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/dimensions/sign-off.html -- Sign-off 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 Risk The Risk dimension contains the following hierarchies: Commodity Location Currencies Data Sets DRC Scenarios FX Counter Currency GIRR Basis Ccy Idiosyncratic Liquidity Horizons Maturities Model Original Maturity Original Underlying Maturity Present Value Ladder Residual Risk Add On Risk Classes Risk Factor Set Risk Factor Types Risk Factors Risk Measures RRAO Asset Class RRAO Category RRAO Exemption Reason Scenario Dates Sensitivity Scale Category Sliding Window Vertices Parameter Set Commodity Location