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).
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