| Context value | Description | Example |
|---|---|---|
| PLALookback | Number of business days to look back when calculating the Spearman Correlation and KS test metrics for PLA Tests. This may also be expressed as a period, to look back a number of calendar days. | “1M”, “3M”, “1Y” |
| BackTestingLookback | Number of business days to look back when counting the number of exceptions in the VaR backtesting. This may also be expressed as a period, to look back a number of calendar days. | “1M”, “3M”, “1Y” |