Navigation :
test ../ test user-getting-started.html
Getting started
test ../ test release-notes.html
Release and migration notes
test ../ test build-configure-project.html
Building and configuring Atoti ISDA-SIMM
test ../ test dev-core.html
SIMM Core
test ../ test dev-ui-config.html
Configuring the UI
test ../ test calculations.html
Calculations guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube reference
test ../ test cube/measures.html
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Measures
test ../ test cube/dimensions.html
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Dimensions
test ../ test cube/dimensions/crif-inputs.html
--
CRIF Inputs
test ../ test cube/dimensions/domains.html
--
Domains
test ../ test cube/dimensions/epoch.html
--
Epoch
test ../ test cube/dimensions/fxrates.html
--
FXRates
test ../ test cube/dimensions/mode.html
--
Mode
test ../ test cube/dimensions/model.html
--
Model
test ../ test cube/dimensions/netting-sets.html
--
Netting Sets
test ../ test cube/dimensions/parameter-set.html
--
Parameter Set
test ../ test cube/dimensions/portfolioid.html
--
PortfolioID
test ../ test cube/dimensions/productclass.html
--
ProductClass
test ../ test cube/dimensions/productname.html
--
ProductName
test ../ test cube/dimensions/referencecurrency.html
--
ReferenceCurrency
test ../ test cube/dimensions/regulation.html
--
Regulation
test ../ test cube/dimensions/regulatorybuckets.html
--
RegulatoryBuckets
test ../ test cube/dimensions/risk.html
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Risk
test ../ test cube/regulatory-risk-factors.html
--- Regulatory Risk Factors
test ../ test cube/risk-classes.html
--- Risk Classes
test ../ test cube/sensitivity-types.html
--- Sensitivity Types
test ../ test cube/dimensions/time.html
--
Time
test ../ test cube/dimensions/tradeposition.html
--
Trade/Position
test ../ test datastores.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test what-if.html
What-If Analysis
test ../ test widgets.html
Widgets
test ../ test pdf-guides.html
PDF Guides
Regulatory Risk Factors
Description
Risk factors used as the aggregation level for weighted sensitivities/CVR.
Dimension
Risk
Hierarchy
Regulatory Risk Factors
Levels
[ALL, RegulatoryRiskFactor]
Section C1 specifies a certain definition of risk factors (subscript ~k~ in the methodology). This hierarchy, together with the Label1, allow displaying the right aggregation level. Please see examples in the bookmarks folder “ActiveViam SIMM” > “Margin Calculations”.