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 input-files/configuration.html
-
Core Configuration Files
test ../ test input-files/crif.html
-
CRIF Files
test ../ test input-files/reference-booking.html
-
Reference and Booking Files
test ../ test input-files/sa_input_files.html
-
SA Input File Formats
test ../ test input-files/ima_input_files.html
-
IMA Input Files
test ../ test input-files/ima_input_files/capital_charge_calculation.html
--
Capital Charge Calculation Input Files
test ../ test input-files/ima_input_files/capital_charge_calculation/drc.html
---
DRC Input Files
test ../ test input-files/drc-non-linear-recovery-trade.html
---- DRC Non Linear Recovery Trade
test ../ test input-files/drc-scenario-count.html
---- DRC Scenario Count
test ../ test input-files/drc-scenarios.html
---- DRC Scenarios
test ../ test input-files/drc-summary-ima.html
---- DRC Summary (IMA)
test ../ test input-files/drc-trade-level-ima.html
---- DRC Trade Level (IMA)
test ../ test input-files/ima_input_files/capital_charge_calculation/imcc_and_ses.html
---
IMCC and SES Input Files
test ../ test input-files/ima_input_files/pl_attributiontests_backtesting.html
--
P&L Attribution Tests and Backtesting File Formats
test ../ test input-files/stress-calibration.html
-
Stress Calibration Input Files
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 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
DRC Summary (IMA)
Download sample file: IMA_DRC_Summary.csv
This file contains the historical summary data for the IMA DRC calculations. This is the IMA DRC P&L vectors at the book and legal entity level.
This DRC Summary (IMA) file type is identified using the pattern: **/IMA_DRC_Summary*.csv (as specified by ima.drc.summary.file-pattern).
This file is loaded using the IMA_DRC_Summary topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
Field
Key
Null
FieldType
Description
Example
Book
Y
N
String
Book Identifier
Book A
Legal Entity
Y
N
String
Legal Entity Identifier
ActiveBank UK
Currency
N
N
String
The currency of the P&L values
USD
Scenario Ids
N
Y
Vector of Integer
In case of sparse vector representation this shows the list of non-null values. The first element is 1.
1;4;825
PnL
N
N
Vector of Double
The P&L values. If the previous field is not null, the representation is sparse and the values are set at the pre-defined position ids (starting from 1). Or else it’s a simple standard double vector.
-9381655.00; -3289452.15; -3410423.25
AsOfDate
Y
N
Date
‘YYYY-MM-DD’
Timestamp (at close of business) for the data.
2020-06-05