| Description | The number of days for IMCC and SES average calculations |
| Reference | [MAR33.41] |
CA-Lookback
The CA-Lookback context value in FRTBCombinedCube, controlling the number of business days used in IMCC and SES average calculations, defaulting to 60 days per Basel MAR33.41
Lookback
You can use this context value to override the default number of days for IMCC and SES average calculation.
The default lookback period is “60” (business days).