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 interpret-impl/acr.html - ACR test ../../../../../../../ test interpret-impl/acr/sa.html -- SA test ../../../../../../../ test interpret-impl/acr/sa/key-measures-sa_frtbonly.html --- Key SA Measures test ../../../../../../../ test interpret-impl/acr/sa/sa-drc.html --- SA DRC test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec.html ---- DRC non-Sec test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp.html ---- DRC Sec non-CTP test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core.html ----- Data Model (Core) test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations.html ----- Calculations test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/etl.html ------ ETL (Reference Implementation) test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core.html ------ Query Time (Core) test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/gross-jtd.html ------- Gross JTD test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/scaled-gross-jtd.html ------- Scaled Gross JTD test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/net-jtd.html ------- Net JTD test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/hbr.html ------- HBR test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/risk-weight.html ------- Risk Weight test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/weighted-net-jtd.html ------- Weighted Net JTD test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/default-risk-charge.html ------- Default Risk Charge test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/configuration-core.html ----- Configuration (Core) test ../../../../../../../ test interpret-impl/acr/sa/sa-sbm.html --- SA SBM test ../../../../../../../ test interpret-impl/acr/ima.html -- IMA test ../../../../../../../ test interpret-impl/jurisdictions.html - Jurisdictions test ../../../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html - FRTB P&L Attribution Tests and Backtesting test ../../../../../../../ test interpret-impl/_footer.html - test ../../../../../../../ test cube.html Analytics Reference 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 HBR The Hedge Benefit Ratio (or “WtS Ratio”) is calculated for each bucket according to [MAR22.33] (via [MAR22.23]) from the net long and short JTD values. Net JTD Risk Weight