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/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/currencies.html --- Currencies test ../ test cube/data-sets.html --- Data Sets test ../ test cube/drc-scenarios.html --- DRC Scenarios 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 - 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 Original Maturity Description The SBM risk-factor tenor provided in the input, before interpolation to the prescribed tenors. Dimension Risk Hierarchy Original Maturity Levels [ALL, Original Maturity] Model Original Underlying Maturity