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 Variance Hypothetical PL model_eligibility Description The variance of the hypothetical P&L (BCBS 352: 183 (b)) Formula $$\frac{\sum (x-\bar{x})^2}{n}$$ See also Actual PL Actual PL Lookback Actual PL Lookback Rank Exception 97.5 (Actual) Lookback Exception 97.5 (Hypothetical) Lookback Exception 99 (Actual) Lookback Exception 99 (Hypothetical) Lookback Hypothetical PL Hypothetical PL Lookback Hypothetical PL Lookback Rank Kolmogorov-Smirnov Test Metric Kolmogorov-Smirnov Test p-value Mean Ratio Mean Unexplained PL Spearman Correlation Metric Spearman Correlation Metric Denominator Spearman Correlation Metric Numerator Std Dev Hypothetical PL Std Dev Hypothetical PL Lookback Rank Std Dev Theoretical PL Lookback Rank Theoretical PL Theoretical PL Lookback Theoretical PL Lookback Rank Variance Ratio Variance Unexplained PL p-value (Actual) p-value (Actual) Lookback p-value (Actual) Lookback Rank p-value (Hypothetical) p-value (Hypothetical) Lookback p-value (Hypothetical) Lookback Rank Unexplained PL Lookback Variance Ratio