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/drc-direction.html --- DRC Direction test ../ test cube/drc-fund-treatment.html --- DRC Fund Treatment test ../ test cube/drc-instrument-lgd-type.html --- DRC Instrument LGD Type test ../ test cube/drc-maturity.html --- DRC Maturity test ../ test cube/drc-non-sec-bucket.html --- DRC non-Sec Bucket test ../ test cube/drc-non-sec-instrument-type.html --- DRC non-Sec Instrument Type test ../ test cube/drc-non-sec-rating.html --- DRC non-Sec Rating test ../ test cube/drc-obligor.html --- DRC Obligor test ../ test cube/drc-sec-ctp-attachment.html --- DRC Sec CTP Attachment test ../ test cube/drc-sec-ctp-bucket.html --- DRC Sec CTP Bucket test ../ test cube/drc-sec-ctp-detachment.html --- DRC Sec CTP Detachment test ../ test cube/drc-sec-ctp-instrument-type.html --- DRC Sec CTP Instrument Type test ../ test cube/drc-sec-ctp-rating.html --- DRC Sec CTP Rating test ../ test cube/drc-sec-ctp-rating-type.html --- DRC Sec CTP Rating Type test ../ test cube/drc-sec-ctp-security.html --- DRC Sec CTP Security test ../ test cube/drc-sec-ctp-seniority.html --- DRC Sec CTP Seniority test ../ test cube/drc-sec-non-ctp-asset-class.html --- DRC Sec non-CTP Asset Class test ../ test cube/drc-sec-non-ctp-attachment.html --- DRC Sec non-CTP Attachment test ../ test cube/drc-sec-non-ctp-bucket.html --- DRC Sec non-CTP Bucket test ../ test cube/drc-sec-non-ctp-detachment.html --- DRC Sec non-CTP Detachment test ../ test cube/drc-sec-non-ctp-rating.html --- DRC Sec non-CTP Rating test ../ test cube/drc-sec-non-ctp-rating-type.html --- DRC Sec non-CTP Rating Type test ../ test cube/drc-sec-non-ctp-region.html --- DRC Sec non-CTP Region test ../ test cube/drc-sec-non-ctp-seniority.html --- DRC Sec non-CTP Seniority test ../ test cube/drc-sec-non-ctp-tranche.html --- DRC Sec non-CTP Tranche test ../ test cube/drc-seniority.html --- DRC Seniority test ../ test cube/drc-zero-risk-weight.html --- DRC Zero Risk Weight 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 DRC Direction Description Long/short direction of positions for the purpose of DRC requirement calculation. Reference [MAR22.10] Dimension Default Risk Charge Hierarchy DRC Direction Levels [ALL, DRC Direction] Default Risk Charge DRC Fund Treatment