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/correlation-scenario.html
--
Correlation Scenario
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/commodity-location.html
--- Commodity Location
test ../ test cube/crypto-2a-exchange.html
--- Crypto 2a Exchange
test ../ test cube/crypto-2b-direction.html
--- Crypto 2b Direction
test ../ test cube/currencies.html
--- Currencies
test ../ test cube/data-sets.html
--- Data Sets
test ../ test cube/drc-scenarios.html
--- DRC Scenarios
test ../ test cube/eba-rrao-other-instrument-type-optional.html
--- EBA RRAO Other Instrument Type (optional)
test ../ test cube/fx-counter-currency.html
--- FX Counter Currency
test ../ test cube/girr-basis-ccy.html
--- GIRR Basis Ccy
test ../ test cube/idiosyncratic.html
--- Idiosyncratic
test ../ test cube/liquidity-horizons.html
--- Liquidity Horizons
test ../ test cube/maturities.html
--- Maturities
test ../ test cube/model.html
--- Model
test ../ test cube/original-maturity.html
--- Original Maturity
test ../ test cube/original-underlying-maturity.html
--- Original Underlying Maturity
test ../ test cube/present-value-ladder.html
--- Present Value Ladder
test ../ test cube/dimensions/risk/residual-risk-add-on.html
--- Residual Risk Add On
test ../ test cube/risk-classes.html
--- Risk Classes
test ../ test cube/risk-factor-set.html
--- Risk Factor Set
test ../ test cube/risk-factor-types.html
--- Risk Factor Types
test ../ test cube/risk-factors.html
--- Risk Factors
test ../ test cube/risk-measures.html
--- Risk Measures
test ../ test cube/rrao-asset-class.html
--- RRAO Asset Class
test ../ test cube/rrao-category.html
--- RRAO Category
test ../ test cube/rrao-exemption-reason.html
--- RRAO Exemption Reason
test ../ test cube/scenario-dates.html
--- Scenario Dates
test ../ test cube/sensitivity-scale-category.html
--- Sensitivity Scale Category
test ../ test cube/sliding-window.html
--- Sliding Window
test ../ test cube/vertices.html
--- Vertices
test ../ test cube/dimensions/sign-off.html
--
Sign-off
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Releases and upgrades
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
EBA RRAO Other Instrument Type (optional)
Description
This hierarchy is used for non-exotic trades, allowing for a trade to belong to multiple RRAO Other Instrument Types. See EBA Reporting Templates for more information.
Dimension
Risk
Hierarchy
EBA RRAO Other Instrument Type (default)
Levels
[ALL, EBA RRAO Other Instrument Type (default)]