PL
P&L and Value-at-Risk measures in FRTBCombinedCube for backtesting and model eligibility testing, covering actual, hypothetical, and theoretical PL series alongside VaR exception counts
P&L and Value-at-Risk measures in FRTBCombinedCube for backtesting and model eligibility testing, covering actual, hypothetical, and theoretical PL series alongside VaR exception counts