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Each measure page describes the calculation method, available variations, required hierarchies, and the Basel Framework reference. Please refer to the User Guide for the “Data Explorer” and “Pivot Table” widgets to learn how to search and display the measures.

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Required hierarchies

Some of the measures do not display any value until you add the required hierarchies - for instance, bucket level charges in the SBM approach require having buckets in the view. Please refer to the individual measure descriptions to learn which hierarchy/levels are required (if any).

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Variations

For some of the measures, a user may select a “variation” of the measure which implements a certain behavior. For instance, “Euler” version of the ACR measure will allocate the charge down to additive components. You will see the variations (if any) available for a measure in its description.