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model_eligibility
DescriptionUnexplained PL contributing to the eligibility statistics calculations (BCBS 352: 183)
Hierarchies required in the viewLookback
The measure helps to inspect actual contributors to the eligibility statistics calculations and spot potential data quality issues, such as spikes or missing values.
You can change the lookback horizon (for instance 1M) to a shorter or longer observation window using the NbDaysPLMeasures context value.