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/standardisedapproach.html -- StandardisedApproach test ../../ test cube/measures/stresscalibration.html -- StressCalibration test ../../ test cube/es-basic-stress.html --- ES (Basic) test ../../ test cube/es-capital-constrained-stress.html --- ES (Capital Constrained) test ../../ test cube/es-capital-unconstrained-stress.html --- ES (Capital Unconstrained) test ../../ test cube/es-capital-stress.html --- ES (Capital) test ../../ test cube/es-current-ratio-stress.html --- ES (Current Ratio) test ../../ test cube/es-ises-stress.html --- ES (ISES) test ../../ test cube/es-liquidity-adj-stress.html --- ES (Liquidity Adj.) test ../../ test cube/es-model-variation-stress.html --- ES (Model Variation) test ../../ test cube/es-pnl-vector.html --- ES (PnL Vector) test ../../ test cube/es-pnl-vector-ccy.html --- ES (PnL Vector) CCY test ../../ test cube/es-pnl-vector-expand.html --- ES (PnL Vector) Expand test ../../ test cube/es-pnl-vector-non-modellable-idiosyncratic.html --- ES (PnL Vector) Non-Modellable Idiosyncratic test ../../ test cube/es-pnl-vector-non-modellable-non-idiosyncratic.html --- ES (PnL Vector) Non-Modellable Non-Idiosyncratic test ../../ test cube/es-pnl-vector-raw.html --- ES (PnL Vector) RAW test ../../ test cube/es-ses-stress.html --- ES (SES) test ../../ test cube/imcc-stress.html --- IMCC test ../../ test cube/imcc-indicator.html --- IMCC Indicator test ../../ test cube/lh.html --- LH test ../../ test cube/omega-stress.html --- Omega test ../../ test cube/previous-lh.html --- Previous LH test ../../ test cube/ses-stress.html --- SES test ../../ test cube/ses-max.html --- SES max test ../../ test cube/squared-es-liquidity-adj-stress.html --- Squared ES (Liquidity Adj.) test ../../ test cube/squared-lhscalefactor-stress.html --- Squared LHScaleFactor 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 StressCalibration The measures in this cube identify the stress periods by identifying the greatest IMCC and SES values over all 1-year periods since 2007. Timestamp ES (Basic)