Measures

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 the required hierarchies are added - 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 “variation” of the measure which implements a certain behavior can be selected. For instance, the “Euler” version of the ACR measure allocates the charge down to additive components. The variations (if any) available for a measure are shown in its description.