> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Measures

This section provides documentation of the measures available in the reference implementation.

| Measure                                                                                                                  | Business value                                                                                                                                                          | Nothing in the view                                         | [PortfolioID](./dimensions/portfolioid)                     | [Regulation](./dimensions/regulation)                                                                        | [ProductClass](./dimensions/productclass)                                                                                                             | [RiskClasses](./dimensions/risk#risk-classes)                                                                                            | [SensitivityTypes](./dimensions/risk#sensitivity-types)                                                                                 | [RegulatoryBuckets](./dimensions/regulatorybuckets)     |
| ------------------------------------------------------------------------------------------------------------------------ | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ----------------------------------------------------------- | ----------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------ | ----------------------------------------------------------------------------------------------------------------------------------------------------- | ---------------------------------------------------------------------------------------------------------------------------------------- | --------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------- |
| Total IM                                                                                                                 | Main measure which is displaying margin requirement (the most conservative)                                                                                             | Sum of worst margin across netting sets                     | Worst margin for a given netting set                        | Total IM for a given regulator (and netting set)                                                             | Shows a portion of Additional Margin and Standard margin next to N/A product class, and shows SIMM + Additional margin for individual product classes | Calculation is not applicable at this level, show null                                                                                   | Calculation is not applicable at this level, show null                                                                                  | Calculation is not applicable at this level, show null  |
| Worst Regulator                                                                                                          | Measure indicative the worst regulator for a netting set                                                                                                                | [Regulation](./dimensions/regulation) dimension is required | Worst margin for a given netting set                        | Calculation is not applicable at this level, show null                                                       | Calculation is not applicable at this level, show null                                                                                                | Calculation is not applicable at this level, show null                                                                                   | Calculation is not applicable at this level, show null                                                                                  | Calculation is not applicable at this level, show null  |
| SIMM                                                                                                                     | Measure displaying SBM calculation                                                                                                                                      | [Regulation](./dimensions/regulation) dimension is required | [Regulation](./dimensions/regulation) dimension is required | SBM margin for a given netting set and regulator                                                             | SIMM by Product Class, it is additive                                                                                                                 | Shows measures in folder "Risk class level margin", components are not additive.                                                         | Shows measures in folder "Sensitivity level margin". Components are additive for each Risk Class + Sensitivity Type                     | Calculation is not applicable at this level, show null  |
| Additional Margin                                                                                                        | Measure displaying contribution of additional margin                                                                                                                    | Shows worst additional margin                               | Shows worst additional margin                               | Additional Margin for a given netting set and regulator                                                      | Shows Fixed Margin and Notional Margin next to N/A, and SIMM-based margin next to product class                                                       | show next to N/A                                                                                                                         | show next to N/A                                                                                                                        | Calculation is not applicable at this level, show null  |
| Standard IM                                                                                                              | Measure displaying contribution of Schedule Standard Margin                                                                                                             | [Regulation](./dimensions/regulation) dimension is required | [Regulation](./dimensions/regulation) dimension is required | Standard Margin for a given set and regulator                                                                | Standard Margin for a given set and regulator, and product class                                                                                      | Shows standard margin next to N/A                                                                                                        | Shows standard margin next to Notional                                                                                                  | Shows standard margin next to ProductClass+N/A          |
| K Generic - Sum of measure in "Bucket level margin" folder across Regulatory Buckets, Sensitivity Types and Risk Classes | Measure for convenience of Bucket-level SBM calculation analysis                                                                                                        | Calculation is not applicable at this level, show null      | Calculation is not applicable at this level, show null      | Sum of measure in "Bucket level margin" folder across Regulatory Buckets, Sensitivity Types and Risk Classes | For each product class, shows Sum of measure in "Bucket level margin" folder across Regulatory Buckets, Sensitivity Types and Risk Classes            | For each Risk Class and Product Class, shows Sum of measure in "Bucket level margin" folder across Regulatory Buckets, Sensitivity Types | For each Risk Class, Sensitivity Type and Product Class, shows Sum of measure in "Bucket level margin" folder across Regulatory Buckets | Shows same results as measures in "Bucket level margin" |
| WS                                                                                                                       | Additive across netting sets, for a given regulator                                                                                                                     | Calculation is not applicable at this level, show null      | Calculation is not applicable at this level, show null      | Sum for a given NS and Regulator, this metric is additive                                                    | additive                                                                                                                                              | additive                                                                                                                                 | additive                                                                                                                                | additive                                                |
| Risk generic                                                                                                             | Additive across netting sets, for a given regulator. Can't sum up EQ Delta with FX vega though, hence should require having risk class and sensitivity type in the view | Calculation is not applicable at this level, show null      | Calculation is not applicable at this level, show null      | Sum for a given NS and Regulator, this metric is additive                                                    | additive                                                                                                                                              | additive                                                                                                                                 | additive                                                                                                                                | additive                                                |
| Schedule Notional                                                                                                        | Additive across netting sets, for a given regulator                                                                                                                     | Calculation is not applicable at this level, show null      | Calculation is not applicable at this level, show null      | Sum for a given NS and Regulator, this metric is additive                                                    | additive                                                                                                                                              | show next to N/A                                                                                                                         | show next to N/A                                                                                                                        | show next to N/A                                        |
| PV                                                                                                                       | Additive across netting sets, for a given regulator                                                                                                                     | Calculation is not applicable at this level, show null      | Calculation is not applicable at this level, show null      | Sum for a given NS and Regulator, this metric is additive                                                    | additive                                                                                                                                              | show next to N/A                                                                                                                         | show next to N/A                                                                                                                        | show next to N/A                                        |
