DRC - IMA
DRC PnL Expand
Using this measure, you can display trade level input data of the ES calculation.
Combine this measure with the following hierarchies:
IMADRC
IMA Default Risk Charge (DRC) cube measures covering DRC - IMA, DRC PnL Expand, and DRC Scenario Rank, used for simulated PL vector inputs and scenario-based VaR calculations under Basel MAR33.18.
Combine these measures with the DRC Scenarios hierarchy to inspect scenario-level results.