DRC - IMA
The default risk charge under IMA approach, as if all positions were approved for IMA
DRC PnL Expand
The simulated PL vectors - input data for the DRC VaR calculation
DRC Scenario Rank
Simulated PL rank for each DRC Scenario
PL
PL simulation measures for the IMA Default Risk Charge in FRTBCombinedCube, including the DRC IMA capital charge, simulated PL vectors, and scenario rankings