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IMAMultiplier
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| NbExceptions |
Y |
N |
Int |
|
The number of exceptions encountered in the backtesting of the bank’s daily VaR. |
| Multiplier |
N |
N |
Double |
|
The multiplier used in the calculation of the aggregated charge associated with approved desks (See BCBS 457 [MAR32.9]). |
| AsOfDate |
Y |
N |
LOCALDATE[yyyy-mm-dd] |
|
Timestamp (at close of business) for the data. |
| ParameterSet |
Y |
N |
String |
|
The parameter set to which the multiplier belongs (default = BCBS). |