{ "CVARC": { "dataModel": { "catalogs": [ { "name": "FRTBCVACatalog", "cubes": [ { "name": "BACube", "caption": "BACube", "measures": [ { "name": "Effective Maturity", "caption": "Effective Maturity", "formatString": "#,###.####;-#,###.####", "folder": "Exposures", "type": "double", "visible": true }, { "name": "Hedge Remaining Maturity hidden", "caption": "Hedge Remaining Maturity hidden", "formatString": "#,###.####;-#,###.####", "folder": "Exposures", "type": "double", "visible": false }, { "name": "BA Risk Weight", "caption": "BA Risk Weight", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true }, { "name": "Discount Factor EAD", "caption": "Discount Factor EAD", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true }, { "name": "Discount Factor Hedge", "caption": "Discount Factor Hedge", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true }, { "name": "Hedge Notional hidden", "caption": "Hedge Notional hidden", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": false }, { "name": "DiscountFactor_Hedge.AVG__#__0__#__BA Measures", "caption": "DiscountFactor_Hedge.AVG__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "DiscountFactor_SCVA.AVG__#__0__#__BA Measures", "caption": "DiscountFactor_SCVA.AVG__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "RiskWeight.AVG__#__0__#__BA Measures", "caption": "RiskWeight.AVG__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "EAD.SUM__#__0__#__BA Measures", "caption": "EAD.SUM__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "Notional.SUM__#__0__#__BA Measures", "caption": "Notional.SUM__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "EffectiveMaturity.AVG__#__0__#__BA Measures", "caption": "EffectiveMaturity.AVG__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "RemainingMaturity.SUM__#__0__#__BA Measures", "caption": "RemainingMaturity.SUM__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "contributors.COUNT", "caption": "Count", "formatString": "#,###", "folder": "Technical", "type": "long", "visible": true }, { "name": "update.TIMESTAMP", "caption": "update.TIMESTAMP", "type": "Object", "visible": false }, { "name": "Correlation r_hc", "caption": "Correlation r_hc", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true }, { "name": "SCVA net of SNH", "caption": "SCVA net of SNH", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true }, { "name": "BA Index Risk Weight", "caption": "BA Index Risk Weight", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true }, { "name": "SCVA net of SNH Netting", "caption": "SCVA net of SNH Netting", "formatString": "#,###", "type": "double", "visible": false }, { "name": "SCVA net of SNH Netting Square", "caption": "SCVA net of SNH Netting Square", "formatString": "#,###", "type": "double", "visible": false }, { "name": "HMA Netting", "caption": "HMA Netting", "formatString": "#,###", "type": "double", "visible": false }, { "name": "SCVA Netting", "caption": "SCVA Netting", "formatString": "#,###", "type": "double", "visible": false }, { "name": "SCVA Square Netting", "caption": "SCVA Square Netting", "formatString": "#,###", "type": "double", "visible": false }, { "name": "λ(SCVA net of SNH Netting;IH;SCVA net of SNH Netting Square;HMA ...__#__0__#__BA Measures", "caption": "λ(SCVA net of SNH Netting;IH;SCVA net of SNH Netting Square;HMA ...__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__0__#__BA Measures", "caption": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "K_hedged", "caption": "K_hedged", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true }, { "name": "Hedge Remaining Maturity_unfilter", "caption": "Hedge Remaining Maturity_unfilter", "folder": "Exposures", "type": "double", "visible": false }, { "name": "K_full", "caption": "K_full", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true }, { "name": "map(RemainingMaturity.SUM)__#__0__#__BA Measures", "caption": "map(RemainingMaturity.SUM)__#__0__#__BA Measures", "type": "Object", "visible": false }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__1__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__1__#__BA Measures", "type": "double", "visible": false }, { "name": "Systematic Component", "caption": "Systematic Component", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__1__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__1__#__BA Measures", "type": "double", "visible": false }, { "name": "map(Notional.SUM)__#__0__#__BA Measures", "caption": "map(Notional.SUM)__#__0__#__BA Measures", "type": "Object", "visible": false }, { "name": "EAD", "caption": "EAD", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": true }, { "name": "DS x K_full", "caption": "DS x K_full", "type": "double", "visible": true }, { "name": "DS x K_reduced", "caption": "DS x K_reduced", "type": "double", "visible": true }, { "name": "HMA", "caption": "HMA", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true }, { "name": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__1__#__BA Measures", "caption": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__1__#__BA Measures", "type": "double", "visible": false }, { "name": "ba.beta", "caption": "ba.beta", "type": "double", "visible": false }, { "name": "Correlation r_hc.per(TradeId).doNotAggregateAbove()__#__0__#__BA Measures", "caption": "Correlation r_hc.per(TradeId).doNotAggregateAbove()__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "EAD_unfilter", "caption": "EAD_unfilter", "folder": "Exposures", "type": "double", "visible": false }, { "name": "Hedge Remaining Maturity", "caption": "Hedge Remaining Maturity", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": true }, { "name": "IH", "caption": "IH", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true }, { "name": "ba.discount.scalar", "caption": "ba.discount.scalar", "type": "double", "visible": false }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__0__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__2__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__2__#__BA Measures", "type": "double", "visible": false }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__3__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__3__#__BA Measures", "type": "double", "visible": false }, { "name": "Idiosyncratic Component", "caption": "Idiosyncratic Component", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true }, { "name": "Hedge Notional_unfilter", "caption": "Hedge Notional_unfilter", "folder": "Exposures", "type": "double", "visible": false }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__0__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__0__#__BA Measures", "type": "double", "visible": false }, { "name": "K_reduced", "caption": "K_reduced", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true }, { "name": "FxRate_BA", "caption": "FxRate_BA", "type": "double", "visible": true }, { "name": "ba.rho", "caption": "ba.rho", "type": "double", "visible": false }, { "name": "Hedge Notional", "caption": "Hedge Notional", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": true }, { "name": "CVARC BA", "caption": "CVARC BA", "formatString": "#,###", "folder": "Aggregate capital", "type": "double", "visible": true }, { "name": "SCVA", "caption": "SCVA", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true }, { "name": "SNH", "caption": "SNH", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true }, { "name": "FxRate_fromStore_FXRates__#__0__#__BA Measures", "caption": "FxRate_fromStore_FXRates__#__0__#__BA Measures", "type": "double", "visible": false } ], "dimensions": [ { "name": "Dates", "caption": "Dates", "type": "REGULAR", "defaultHierarchy": "Date", "visible": true, "hierarchies": [ { "name": "Date", "caption": "Date", "slicing": true, "visible": true, "levels": [ { "name": "AsOfDate", "caption": "AsOfDate", "type": "TIME" } ] } ] }, { "name": "TradePosition", "caption": "TradePosition", "type": "REGULAR", "defaultHierarchy": "Trade Date", "visible": true, "hierarchies": [ { "name": "Trade Date", "caption": "Trade Date", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Trade Date", "caption": "Trade Date", "type": "REGULAR" } ] }, { "name": "ProductId", "caption": "ProductId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ProductId", "caption": "ProductId", "type": "REGULAR" } ] }, { "name": "IsBaEligible", "caption": "IsBaEligible", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsBaEligible", "caption": "IsBaEligible", "type": "REGULAR" } ] }, { "name": "IsSaEligible", "caption": "IsSaEligible", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsSaEligible", "caption": "IsSaEligible", "type": "REGULAR" } ] }, { "name": "ValueCcy", "caption": "ValueCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ValueCcy", "caption": "ValueCcy", "type": "REGULAR" } ] }, { "name": "UnderIMM", "caption": "UnderIMM", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "UnderIMM", "caption": "UnderIMM", "type": "REGULAR" } ] }, { "name": "Netting Sets", "caption": "Netting Sets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "NettingSetId", "caption": "NettingSetId", "type": "REGULAR" } ] }, { "name": "Trades", "caption": "Trades", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "TradeId", "caption": "TradeId", "type": "REGULAR" } ] }, { "name": "NotionalCcy", "caption": "NotionalCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "NotionalCcy", "caption": "NotionalCcy", "type": "REGULAR" } ] }, { "name": "CapitalTreatment", "caption": "CapitalTreatment", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CapitalTreatment", "caption": "CapitalTreatment", "type": "REGULAR" } ] }, { "name": "IsCarvedOut", "caption": "IsCarvedOut", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsCarvedOut", "caption": "IsCarvedOut", "type": "REGULAR" } ] }, { "name": "ReferenceName", "caption": "ReferenceName", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ReferenceName", "caption": "ReferenceName", "type": "REGULAR" } ] } ] }, { "name": "Risk", "caption": "Risk", "type": "REGULAR", "defaultHierarchy": "CVACounterpartyId", "visible": true, "hierarchies": [ { "name": "CVACounterpartyId", "caption": "CVACounterpartyId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CVACounterpartyId", "caption": "CVACounterpartyId", "type": "REGULAR" } ] }, { "name": "CreditQuality", "caption": "CreditQuality", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CreditQuality", "caption": "CreditQuality", "type": "REGULAR" } ] }, { "name": "Sectors", "caption": "Sectors", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Sector", "caption": "Sector", "type": "REGULAR" } ] }, { "name": "Is Single Name", "caption": "Is Single Name", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsSingleName", "caption": "IsSingleName", "type": "REGULAR" } ] } ] }, { "name": "Parameter Set", "caption": "Parameter Set", "type": "REGULAR", "defaultHierarchy": "Parameter Set", "visible": true, "hierarchies": [ { "name": "Parameter Set", "caption": "Parameter Set", "slicing": true, "visible": true, "levels": [ { "name": "Parameter Set", "caption": "Parameter Set", "type": "REGULAR" } ] }, { "name": "BA", "caption": "BA", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "BA", "caption": "BA", "type": "REGULAR" } ] } ] }, { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "type": "REGULAR", "defaultHierarchy": "ReferenceCurrency", "visible": true, "hierarchies": [ { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "slicing": true, "visible": true, "levels": [ { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "type": "REGULAR" } ] } ] }, { "name": "FXRates", "caption": "FXRates", "type": "REGULAR", "defaultHierarchy": "FX BaseCcy", "visible": true, "hierarchies": [ { "name": "FX BaseCcy", "caption": "FX BaseCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX BaseCcy", "caption": "FX BaseCcy", "type": "REGULAR" } ] }, { "name": "FX CounterCcy", "caption": "FX CounterCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX CounterCcy", "caption": "FX CounterCcy", "type": "REGULAR" } ] } ] }, { "name": "IsCVA", "caption": "IsCVA", "type": "REGULAR", "defaultHierarchy": "IsCVA", "visible": true, "hierarchies": [ { "name": "IsCVA", "caption": "IsCVA", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsCVA", "caption": "IsCVA", "type": "REGULAR" } ] } ] }, { "name": "Epoch", "caption": "Epoch", "type": "REGULAR", "defaultHierarchy": "Epoch", "visible": true, "hierarchies": [ { "name": "Epoch", "caption": "Epoch", "slicing": true, "visible": true, "levels": [ { "name": "Branch", "caption": "What-If", "type": "REGULAR" }, { "name": "Epoch", "caption": "Epoch", "type": "TIME" } ] } ] } ], "kpis": [], "sets": [], "defaultMembers": [ { "dimension": "Measures", "hierarchy": "Measures", "path": [ "contributors.COUNT" ], "captionPath": [ "Count" ] }, { "dimension": "Dates", "hierarchy": "Date", "path": [ "2018-12-05" ], "captionPath": [ "2018-12-05" ] }, { "dimension": "Parameter Set", "hierarchy": "Parameter Set", "path": [ "BCBS" ], "captionPath": [ "BCBS" ] }, { "dimension": "ReferenceCurrency", "hierarchy": "ReferenceCurrency", "path": [ "USD" ], "captionPath": [ "USD" ] }, { "dimension": "Epoch", "hierarchy": "Epoch", "path": [ "master" ], "captionPath": [ "master" ] } ], "contextValues": [ { "name": "mdx.formatters.[Measures].[SCVA Square Netting]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CVARC BA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Remaining Maturity hidden]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "queriesTimeLimit", "value": "30" }, { "name": "mdx.formatters.[Measures].[HMA Netting]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Discount Factor EAD]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[HMA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Notional hidden]", "value": "INT[#,###]" }, { "name": "mdx.aggressiveFormulaEvaluation", "value": "true" }, { "name": "mdx.formatters.[Epoch].[Epoch].[Epoch]", "value": "EPOCH[HH:mm:ss]" }, { "name": "mdx.formatters.[Measures].[Idiosyncratic Component]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[BA Risk Weight]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EAD]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH Netting]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Correlation r_hc]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[K_full]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SNH]", "value": "INT[#,###]" }, { "name": "user-authentication", "value": "admin" }, { "name": "mdx.formatters.[Measures].[SCVA Netting]", "value": "INT[#,###]" }, { "name": "mdx.measureAliases.contributors.COUNT", "value": "Count" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH Netting Square]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[contributors.COUNT]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IH]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Effective Maturity]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[Hedge Notional]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Systematic Component]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[K_hedged]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Dates].[Date].[AsOfDate]", "value": "DATE[yyyy-MM-dd]" }, { "name": "mdx.formatters.[Measures].[Discount Factor Hedge]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[BA Index Risk Weight]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[Hedge Remaining Maturity]", "value": "INT[#,###]" }, { "name": "mdx.cubeFormatter", "value": "en-US" }, { "name": "mdx.formatters.[Measures].[K_reduced]", "value": "INT[#,###]" } ], "measureGroups": [] }, { "name": "SACube", "caption": "SACube", "measures": [ { "name": "Vega Sensitivities_unfx", "caption": "Vega Sensitivities_unfx", "type": "double", "visible": false }, { "name": "Delta Sensitivities_unfx", "caption": "Delta Sensitivities_unfx", "type": "double", "visible": false }, { "name": "contributors.COUNT", "caption": "Count", "formatString": "#,###", "folder": "Technical", "type": "long", "visible": true }, { "name": "update.TIMESTAMP", "caption": "update.TIMESTAMP", "type": "Object", "visible": false }, { "name": "Delta Sensitivities_saEligibleFilter", "caption": "Delta Sensitivities_saEligibleFilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "Vega Sensitivities_saEligibleFilter", "caption": "Vega Sensitivities_saEligibleFilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR RW Delta-Unfilter", "caption": "IR RW Delta-Unfilter", "formatString": "#,###.####;-#,###.####", "type": "Object", "visible": false }, { "name": "CCS RW Delta-Unfilter", "caption": "CCS RW Delta-Unfilter", "formatString": "#,###.####;-#,###.####", "type": "Object", "visible": false }, { "name": "IR_DELTA_UNFILTERED", "caption": "IR_DELTA_UNFILTERED", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "CCS_DELTA_UNFILTERED", "caption": "CCS_DELTA_UNFILTERED", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "FX RW Deltaunfilter", "caption": "FX RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "EQ RW Deltaunfilter", "caption": "EQ RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "COMM RW Deltaunfilter", "caption": "COMM RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "RCS RW Deltaunfilter", "caption": "RCS RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "IR RW Vegafilter", "caption": "IR RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR RW Vega", "caption": "IR RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "FX RW Vegafilter", "caption": "FX RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "FX RW Vega", "caption": "FX RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "EQ RW Vegafilter", "caption": "EQ RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "EQ RW Vega", "caption": "EQ RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "RCS RW Vegafilter", "caption": "RCS RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "RCS RW Vega", "caption": "RCS RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "COMM RW Vegafilter", "caption": "COMM RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "COMM RW Vega", "caption": "COMM RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "IR Deltavector", "caption": "IR Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR Wtd Deltavector", "caption": "IR Wtd Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR Wtd Delta", "caption": "IR Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "CCS Deltavector", "caption": "CCS Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "CCS Wtd Deltavector", "caption": "CCS Wtd Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "CCS Wtd Delta", "caption": "CCS Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "EQ Wtd Delta", "caption": "EQ Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "COMM Wtd Delta", "caption": "COMM Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "FX Wtd Delta", "caption": "FX Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "RCS Wtd Delta", "caption": "RCS Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "IR Delta CVAvector", "caption": "IR Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR Delta CVA", "caption": "IR Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true }, { "name": "IR Wtd Delta CVAvector", "caption": "IR Wtd Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR Wtd Delta CVA", "caption": "IR Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "CCS Delta CVAvector", "caption": "CCS Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "CCS Delta CVA", "caption": "CCS Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true }, { "name": "CCS Wtd Delta CVAvector", "caption": "CCS Wtd Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "CCS Wtd Delta CVA", "caption": "CCS Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "EQ Wtd Delta CVA", "caption": "EQ Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "COMM Wtd Delta CVA", "caption": "COMM Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "FX Wtd Delta CVA", "caption": "FX Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "RCS Wtd Delta CVA", "caption": "RCS Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "IR Delta Hdgvector", "caption": "IR Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR Delta Hdg", "caption": "IR Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "IR Wtd Delta Hdgvector", "caption": "IR Wtd Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "IR Wtd Delta Hdg", "caption": "IR Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "CCS Delta Hdgvector", "caption": "CCS Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "CCS Delta Hdg", "caption": "CCS Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "CCS Wtd Delta Hdgvector", "caption": "CCS Wtd Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false }, { "name": "CCS Wtd Delta Hdg", "caption": "CCS Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "EQ Wtd Delta Hdg", "caption": "EQ Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "COMM Wtd Delta Hdg", "caption": "COMM Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "FX Wtd Delta Hdg", "caption": "FX Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "RCS Wtd Delta Hdg", "caption": "RCS Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "IR Wtd Vega", "caption": "IR Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "EQ Wtd Vega", "caption": "EQ Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "COMM Wtd Vega", "caption": "COMM Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "FX Wtd Vega", "caption": "FX Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "RCS Wtd Vega", "caption": "RCS Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true }, { "name": "IR Wtd Vega CVA", "caption": "IR Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "EQ Wtd Vega CVA", "caption": "EQ Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "COMM Wtd Vega CVA", "caption": "COMM Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "FX Wtd Vega CVA", "caption": "FX Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "RCS Wtd Vega CVA", "caption": "RCS Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true }, { "name": "IR Wtd Vega Hdg", "caption": "IR Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "EQ Wtd Vega Hdg", "caption": "EQ Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "COMM Wtd Vega Hdg", "caption": "COMM Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "FX Wtd Vega Hdg", "caption": "FX Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "RCS Wtd Vega Hdg", "caption": "RCS Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "RCS WSk^2 Delta", "caption": "RCS WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "RCS WSk^2 Delta Hdg", "caption": "RCS WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "RCS WSk x WSl Delta", "caption": "RCS WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "FX WSk^2 Delta", "caption": "FX WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "FX WSk^2 Delta Hdg", "caption": "FX WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "FX WSk x WSl Delta", "caption": "FX WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "COMM WSk^2 Delta", "caption": "COMM WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "COMM WSk^2 Delta Hdg", "caption": "COMM WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "COMM WSk x WSl Delta", "caption": "COMM WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "EQ WSk^2 Delta", "caption": "EQ WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "EQ WSk^2 Delta Hdg", "caption": "EQ WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "EQ WSk x WSl Delta", "caption": "EQ WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "IR WSk^2 Delta", "caption": "IR WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "IR WSk^2 Delta Hdg", "caption": "IR WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "IR WSk x WSl Delta_suffix", "caption": "IR WSk x WSl Delta_suffix", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": false }, { "name": "CCS WSk^2 Delta Hdg", "caption": "CCS WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "CCS WSk x WSl Delta_suffix", "caption": "CCS WSk x WSl Delta_suffix", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": false }, { "name": "RCS WSk^2 Vega", "caption": "RCS WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "RCS WSk^2 Vega Hdg", "caption": "RCS WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "RCS WSk x WSl Vega", "caption": "RCS WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "FX WSk^2 Vega", "caption": "FX WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "FX WSk^2 Vega Hdg", "caption": "FX WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "FX WSk x WSl Vega", "caption": "FX WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "COMM WSk^2 Vega", "caption": "COMM WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "COMM WSk^2 Vega Hdg", "caption": "COMM WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "COMM WSk x WSl Vega", "caption": "COMM WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "EQ WSk^2 Vega", "caption": "EQ WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "EQ WSk^2 Vega Hdg", "caption": "EQ WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "EQ WSk x WSl Vega", "caption": "EQ WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "IR WSk^2 Vega", "caption": "IR WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "IR WSk^2 Vega Hdg", "caption": "IR WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true }, { "name": "IR WSk x WSl Vega", "caption": "IR WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "RCS Kb^2 Delta", "caption": "RCS Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "RCS Sb x Sc Delta", "caption": "RCS Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "RCS K Delta", "caption": "RCS K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "EQ Kb^2 Delta", "caption": "EQ Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "EQ Sb x Sc Delta", "caption": "EQ Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "EQ K Delta", "caption": "EQ K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "FX Kb^2 Delta", "caption": "FX Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "FX Sb x Sc Delta", "caption": "FX Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "FX K Delta", "caption": "FX K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "COMM Kb^2 Delta", "caption": "COMM Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "COMM Sb x Sc Delta", "caption": "COMM Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "COMM K Delta", "caption": "COMM K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "IR Kb^2 Delta", "caption": "IR Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "IR Sb x Sc Delta", "caption": "IR Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "IR K Delta", "caption": "IR K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "CCS Kb^2 Delta", "caption": "CCS Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "CCS Sb x Sc Delta", "caption": "CCS Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "CCS K Delta", "caption": "CCS K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "RCS Kb^2 Vega", "caption": "RCS Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "RCS Sb x Sc Vega", "caption": "RCS Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "RCS K Vega", "caption": "RCS K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "EQ Kb^2 Vega", "caption": "EQ Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "EQ Sb x Sc Vega", "caption": "EQ Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "EQ K Vega", "caption": "EQ K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "FX Kb^2 Vega", "caption": "FX Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "FX Sb x Sc Vega", "caption": "FX Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "FX K Vega", "caption": "FX K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "COMM Kb^2 Vega", "caption": "COMM Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "COMM Sb x Sc Vega", "caption": "COMM Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "COMM K Vega", "caption": "COMM K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "IR Kb^2 Vega", "caption": "IR Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true }, { "name": "IR Sb x Sc Vega", "caption": "IR Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true }, { "name": "IR K Vega", "caption": "IR K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "Aggregate SA Capital", "caption": "Aggregate SA Capital", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true }, { "name": "FX Sb Vega", "caption": "FX Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "λ(EQ WSk^2 Vega;EQ WSk x WSl Vega;EQ WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(EQ WSk^2 Vega;EQ WSk x WSl Vega;EQ WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "COMM RW Delta", "caption": "COMM RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "FX Kb Delta", "caption": "FX Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "COMM Delta CVA", "caption": "COMM Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true }, { "name": "EQ Delta CVA", "caption": "EQ Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true }, { "name": "FX RW Delta", "caption": "FX RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "DELTA_UNFILTERED", "caption": "DELTA_UNFILTERED", "formatString": "#,##0.00", "folder": "Interim results", "type": "double", "visible": true }, { "name": "Vega Sensitivities", "caption": "Vega Sensitivities", "formatString": "#,###", "folder": "Technical", "type": "double", "visible": true }, { "name": "EQ Delta", "caption": "EQ Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true }, { "name": "FX Kb Vega", "caption": "FX Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "λ(CCS WSk^2 Delta;CCS WSk x WSl Delta;CCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(CCS WSk^2 Delta;CCS WSk x WSl Delta;CCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "COMM Vega CVA", "caption": "COMM Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true }, { "name": "CCS Delta", "caption": "CCS Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true }, { "name": "IR Wtd Vega Net", "caption": "IR Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "COMM Delta", "caption": "COMM Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true }, { "name": "RCS Wtd Delta Net", "caption": "RCS Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "λ(COMM WSk^2 Delta;COMM WSk x WSl Delta;COMM WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(COMM WSk^2 Delta;COMM WSk x WSl Delta;COMM WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "FX Wtd Vega Net", "caption": "FX Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "FX Vega CVA", "caption": "FX Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true }, { "name": "IR Kb Delta", "caption": "IR Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "COMM Sb Vega", "caption": "COMM Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "λ(IR WSk^2 Delta;IR WSk x WSl Delta;IR WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(IR WSk^2 Delta;IR WSk x WSl Delta;IR WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "IR RW Delta", "caption": "IR RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "CCS WSk^2 Delta", "caption": "CCS WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "Object", "visible": true }, { "name": "EQ Vega", "caption": "EQ Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true }, { "name": "EQ Sb Vega", "caption": "EQ Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "COMM Vega", "caption": "COMM Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true }, { "name": "RCS Delta CVA", "caption": "RCS Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true }, { "name": "RCS Sb Vega", "caption": "RCS Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "RCS Vega CVA", "caption": "RCS Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true }, { "name": "IR Vega Hdg", "caption": "IR Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "FX Delta CVA", "caption": "FX Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true }, { "name": "COMM Kb Delta", "caption": "COMM Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "RCS RW Delta", "caption": "RCS RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "FxRate_SA", "caption": "FxRate_SA", "type": "double", "visible": true }, { "name": "IR Vega", "caption": "IR Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true }, { "name": "CCS WSk^2 Delta_groupby", "caption": "CCS WSk^2 Delta_groupby", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "Object", "visible": false }, { "name": "IR Delta", "caption": "IR Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true }, { "name": "CCS Wtd Delta Net.filter(SingleCopperLevelCondition{condition=EQ...__#__0__#__SA Measures", "caption": "CCS Wtd Delta Net.filter(SingleCopperLevelCondition{condition=EQ...__#__0__#__SA Measures", "type": "double", "visible": false }, { "name": "λ(IR WSk^2 Vega;IR WSk x WSl Vega;IR WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(IR WSk^2 Vega;IR WSk x WSl Vega;IR WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "RCS Vega Hdg", "caption": "RCS Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "CVARC SA", "caption": "CVARC SA", "formatString": "#,###", "folder": "Aggregate capital", "type": "Object", "visible": true }, { "name": "IR WSk x WSl Delta", "caption": "IR WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "FX Delta", "caption": "FX Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true }, { "name": "IR Wtd Delta Net", "caption": "IR Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "FX Sb Delta", "caption": "FX Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "IR Vega CVA", "caption": "IR Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true }, { "name": "λ(RCS WSk^2 Delta;RCS WSk x WSl Delta;RCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(RCS WSk^2 Delta;RCS WSk x WSl Delta;RCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "COMM Sb Delta", "caption": "COMM Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "λ(COMM WSk^2 Vega;COMM WSk x WSl Vega;COMM WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(COMM WSk^2 Vega;COMM WSk x WSl Vega;COMM WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "EQ Wtd Vega Net", "caption": "EQ Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "λ(FX WSk^2 Vega;FX WSk x WSl Vega;FX WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(FX WSk^2 Vega;FX WSk x WSl Vega;FX WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "FX Vega Hdg", "caption": "FX Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "CCS Sb Delta", "caption": "CCS Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "RCS Delta", "caption": "RCS Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true }, { "name": "CCS Wtd Delta Netvector", "caption": "CCS Wtd Delta Netvector", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "COMM Wtd Vega Net", "caption": "COMM Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "RCS Vega", "caption": "RCS Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true }, { "name": "map(CCS Wtd Delta Net.filter(SingleCopperLevelCondition{conditio...__#__0__#__SA Measures", "caption": "map(CCS Wtd Delta Net.filter(SingleCopperLevelCondition{conditio...__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "RCS Kb Delta", "caption": "RCS Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "IR Sb Delta", "caption": "IR Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "λ(EQ WSk^2 Delta;EQ WSk x WSl Delta;EQ WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(EQ WSk^2 Delta;EQ WSk x WSl Delta;EQ WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "RCS Kb Vega", "caption": "RCS Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "RCS Delta Hdg", "caption": "RCS Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true }, { "name": "EQ Delta Hdg", "caption": "EQ Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true }, { "name": "EQ RW Delta", "caption": "EQ RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "EQ Wtd Delta Net", "caption": "EQ Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "λ(RCS WSk^2 Vega;RCS WSk x WSl Vega;RCS WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(RCS WSk^2 Vega;RCS WSk x WSl Vega;RCS WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "IR Wtd Delta Netvector", "caption": "IR Wtd Delta Netvector", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "FX Vega", "caption": "FX Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true }, { "name": "λ(FX WSk^2 Delta;FX WSk x WSl Delta;FX WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(FX WSk^2 Delta;FX WSk x WSl Delta;FX WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false }, { "name": "COMM Vega Hdg", "caption": "COMM Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "IR Sb Vega", "caption": "IR Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "EQ Sb Delta", "caption": "EQ Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "EQ Kb Delta", "caption": "EQ Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "FX Wtd Delta Net", "caption": "FX Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "COMM Kb Vega", "caption": "COMM Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "EQ Vega CVA", "caption": "EQ Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true }, { "name": "RCS Sb Delta", "caption": "RCS Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true }, { "name": "FX Delta Hdg", "caption": "FX Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true }, { "name": "COMM Wtd Delta Net", "caption": "COMM Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "Delta Sensitivities", "caption": "Delta Sensitivities", "formatString": "#,###", "folder": "Technical", "type": "double", "visible": true }, { "name": "COMM Delta Hdg", "caption": "COMM Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true }, { "name": "EQ Vega Hdg", "caption": "EQ Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true }, { "name": "CCS Wtd Delta Net", "caption": "CCS Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "CCS RW Delta", "caption": "CCS RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true }, { "name": "EQ Kb Vega", "caption": "EQ Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "IR Kb Vega", "caption": "IR Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "CCS WSk x WSl Delta", "caption": "CCS WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true }, { "name": "CCS Kb Delta", "caption": "CCS Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true }, { "name": "IR Wtd Delta Netvector_SUM", "caption": "IR Wtd Delta Netvector_SUM", "type": "Object", "visible": true }, { "name": "RCS Wtd Vega Net", "caption": "RCS Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true }, { "name": "FxRate_fromStore_FXRates__#__0__#__SA Measures", "caption": "FxRate_fromStore_FXRates__#__0__#__SA Measures", "type": "double", "visible": false }, { "name": "Net CCS Status", "caption": "Net CCS Status", "expression": "CASE WHEN IsEmpty(KpiValue('Net CCS')) then NULL WHEN KPIValue('Net CCS') <= - 500000 AND KPIValue('Net CCS') > - 1000000 THEN 0 WHEN KPIValue('Net CCS') >= 500000 AND KPIValue('Net CCS') < 1000000 THEN 0 WHEN KPIValue('Net CCS') >= 1000000 THEN - 1 WHEN KPIValue('Net CCS') <= - 1000000 THEN - 1 ELSE 1 END", "visible": false } ], "dimensions": [ { "name": "Dates", "caption": "Dates", "type": "REGULAR", "defaultHierarchy": "Date", "visible": true, "hierarchies": [ { "name": "Date", "caption": "Date", "slicing": true, "visible": true, "levels": [ { "name": "AsOfDate", "caption": "AsOfDate", "type": "TIME" } ] } ] }, { "name": "Value", "caption": "Value", "type": "REGULAR", "defaultHierarchy": "delta-ValueCcy", "visible": true, "hierarchies": [ { "name": "delta-ValueCcy", "caption": "delta-ValueCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "delta-ValueCcy", "caption": "delta-ValueCcy", "type": "REGULAR" } ] }, { "name": "vega-ValueCcy", "caption": "vega-ValueCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "vega-ValueCcy", "caption": "vega-ValueCcy", "type": "REGULAR" } ] } ] }, { "name": "TradePosition", "caption": "TradePosition", "type": "REGULAR", "defaultHierarchy": "Trade Date", "visible": true, "hierarchies": [ { "name": "Trade Date", "caption": "Trade Date", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Trade Date", "caption": "Trade Date", "type": "REGULAR" } ] }, { "name": "ProductId", "caption": "ProductId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ProductId", "caption": "ProductId", "type": "REGULAR" } ] }, { "name": "IsBaEligible", "caption": "IsBaEligible", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsBaEligible", "caption": "IsBaEligible", "type": "REGULAR" } ] }, { "name": "IsSaEligible", "caption": "IsSaEligible", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsSaEligible", "caption": "IsSaEligible", "type": "REGULAR" } ] }, { "name": "CapitalTreatment", "caption": "CapitalTreatment", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CapitalTreatment", "caption": "CapitalTreatment", "type": "REGULAR" } ] }, { "name": "IsCarvedOut", "caption": "IsCarvedOut", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsCarvedOut", "caption": "IsCarvedOut", "type": "REGULAR" } ] }, { "name": "Trades", "caption": "Trades", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "TradeId", "caption": "TradeId", "type": "REGULAR" } ] }, { "name": "Netting Sets", "caption": "Netting Sets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "NettingSetId", "caption": "NettingSetId", "type": "REGULAR" } ] } ] }, { "name": "NettingSetTradeId", "caption": "NettingSetTradeId", "type": "REGULAR", "defaultHierarchy": "NettingSetTradeId", "visible": true, "hierarchies": [ { "name": "NettingSetTradeId", "caption": "NettingSetTradeId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "NettingSetTradeId", "caption": "NettingSetTradeId", "type": "REGULAR" } ] } ] }, { "name": "RiskClass", "caption": "RiskClass", "type": "REGULAR", "defaultHierarchy": "RiskClass", "visible": true, "hierarchies": [ { "name": "RiskClass", "caption": "RiskClass", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskClass", "caption": "RiskClass", "type": "REGULAR" } ] } ] }, { "name": "RiskMeasure", "caption": "RiskMeasure", "type": "REGULAR", "defaultHierarchy": "RiskMeasure", "visible": true, "hierarchies": [ { "name": "RiskMeasure", "caption": "RiskMeasure", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskMeasure", "caption": "RiskMeasure", "type": "REGULAR" } ] } ] }, { "name": "RiskFactor", "caption": "RiskFactor", "type": "REGULAR", "defaultHierarchy": "RiskFactorId", "visible": true, "hierarchies": [ { "name": "RiskFactorId", "caption": "RiskFactorId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskFactorId", "caption": "RiskFactorId", "type": "REGULAR" } ] }, { "name": "CommodityGroup", "caption": "CommodityGroup", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CommodityGroup", "caption": "CommodityGroup", "type": "REGULAR" } ] }, { "name": "CreditQuality", "caption": "CreditQuality", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CreditQuality", "caption": "CreditQuality", "type": "REGULAR" } ] }, { "name": "CurveType", "caption": "CurveType", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CurveType", "caption": "CurveType", "type": "REGULAR" } ] }, { "name": "Economy", "caption": "Economy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Economy", "caption": "Economy", "type": "REGULAR" } ] }, { "name": "ReferenceName", "caption": "ReferenceName", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ReferenceName", "caption": "ReferenceName", "type": "REGULAR" } ] }, { "name": "RiskFactorCcy", "caption": "RiskFactorCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskFactorCcy", "caption": "RiskFactorCcy", "type": "REGULAR" } ] }, { "name": "Sectors", "caption": "Sectors", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Sector", "caption": "Sector", "type": "REGULAR" } ] }, { "name": "Size", "caption": "Size", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Size", "caption": "Size", "type": "REGULAR" } ] } ] }, { "name": "RegulatoryRiskFactor", "caption": "RegulatoryRiskFactor", "type": "REGULAR", "defaultHierarchy": "RegulatoryRiskFactor", "visible": true, "hierarchies": [ { "name": "RegulatoryRiskFactor", "caption": "RegulatoryRiskFactor", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RegulatoryRiskFactor", "caption": "RegulatoryRiskFactor", "type": "REGULAR" } ] } ] }, { "name": "RegulatoryBucket", "caption": "RegulatoryBucket", "type": "REGULAR", "defaultHierarchy": "RegulatoryBucket", "visible": true, "hierarchies": [ { "name": "RegulatoryBucket", "caption": "RegulatoryBucket", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RegulatoryBucket", "caption": "RegulatoryBucket", "type": "REGULAR" }, { "name": "BucketSuffix", "caption": "BucketSuffix", "type": "REGULAR" } ] } ] }, { "name": "Vertices", "caption": "Vertices", "type": "REGULAR", "defaultHierarchy": "Vertices", "visible": true, "hierarchies": [ { "name": "Vertices", "caption": "Vertices", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Vertex", "caption": "Vertex", "type": "REGULAR" } ] } ] }, { "name": "Parameter Set", "caption": "Parameter Set", "type": "REGULAR", "defaultHierarchy": "Parameter Set", "visible": true, "hierarchies": [ { "name": "Parameter Set", "caption": "Parameter Set", "slicing": true, "visible": true, "levels": [ { "name": "Parameter Set", "caption": "Parameter Set", "type": "REGULAR" } ] } ] }, { "name": "Sign-Off", "caption": "Sign-Off", "type": "REGULAR", "defaultHierarchy": "SA", "visible": true, "hierarchies": [ { "name": "SA", "caption": "SA", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "SA", "caption": "SA", "type": "REGULAR" } ] } ] }, { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "type": "REGULAR", "defaultHierarchy": "ReferenceCurrency", "visible": true, "hierarchies": [ { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "slicing": true, "visible": true, "levels": [ { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "type": "REGULAR" } ] } ] }, { "name": "FXRates", "caption": "FXRates", "type": "REGULAR", "defaultHierarchy": "FX BaseCcy", "visible": true, "hierarchies": [ { "name": "FX BaseCcy", "caption": "FX BaseCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX BaseCcy", "caption": "FX BaseCcy", "type": "REGULAR" } ] }, { "name": "FX CounterCcy", "caption": "FX CounterCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX CounterCcy", "caption": "FX CounterCcy", "type": "REGULAR" } ] } ] }, { "name": "IsCVA", "caption": "IsCVA", "type": "REGULAR", "defaultHierarchy": "IsCVA", "visible": true, "hierarchies": [ { "name": "IsCVA", "caption": "IsCVA", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsCVA", "caption": "IsCVA", "type": "REGULAR" } ] } ] }, { "name": "Epoch", "caption": "Epoch", "type": "REGULAR", "defaultHierarchy": "Epoch", "visible": true, "hierarchies": [ { "name": "Epoch", "caption": "Epoch", "slicing": true, "visible": true, "levels": [ { "name": "Branch", "caption": "What-If", "type": "REGULAR" }, { "name": "Epoch", "caption": "Epoch", "type": "TIME" } ] } ] } ], "kpis": [ { "name": "Net CCS", "caption": "Net CCS", "value": "[Measures].[CCS Delta]", "status": "[Measures].[Net CCS Status]" } ], "sets": [], "defaultMembers": [ { "dimension": "Measures", "hierarchy": "Measures", "path": [ "contributors.COUNT" ], "captionPath": [ "Count" ] }, { "dimension": "Dates", "hierarchy": "Date", "path": [ "2018-12-05" ], "captionPath": [ "2018-12-05" ] }, { "dimension": "Parameter Set", "hierarchy": "Parameter Set", "path": [ "BCBS" ], "captionPath": [ "BCBS" ] }, { "dimension": "ReferenceCurrency", "hierarchy": "ReferenceCurrency", "path": [ "USD" ], "captionPath": [ "USD" ] }, { "dimension": "Epoch", "hierarchy": "Epoch", "path": [ "master" ], "captionPath": [ "master" ] } ], "contextValues": [ { "name": "mdx.formatters.[Measures].[EQ Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS RW Delta-Unfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.aggressiveFormulaEvaluation", "value": "true" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[CCS_DELTA_UNFILTERED]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[CCS Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.kpi.Net CCS.name", "value": "Net CCS" }, { "name": "mdx.formatters.[Measures].[CVARC SA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Aggregate SA Capital]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Dates].[Date].[AsOfDate]", "value": "DATE[yyyy-MM-dd]" }, { "name": "mdx.cubeFormatter", "value": "en-US" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.kpi.Net CCS.value", "value": "[Measures].[CCS Delta]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR RW Delta-Unfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Delta Sensitivities_saEligibleFilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[Vega Sensitivities_saEligibleFilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR_DELTA_UNFILTERED]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.measureAliases.contributors.COUNT", "value": "Count" }, { "name": "mdx.formatters.[Measures].[EQ Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[contributors.COUNT]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk^2 Delta_groupby]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "queriesTimeLimit", "value": "30" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Vega Sensitivities]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "user-authentication", "value": "admin" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Epoch].[Epoch].[Epoch]", "value": "EPOCH[HH:mm:ss]" }, { "name": "mdx.formatters.[Measures].[Delta Sensitivities]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[DELTA_UNFILTERED]", "value": "DOUBLE[#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[RCS Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Delta_suffix]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk x WSl Delta_suffix]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.kpi.Net CCS.caption", "value": "Net CCS" }, { "name": "mdx.formatters.[Measures].[FX RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[FX Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS K Delta]", "value": "INT[#,###]" }, { "name": "mdx.kpi.Net CCS.status", "value": "CASE WHEN IsEmpty(KpiValue('Net CCS')) then NULL WHEN KPIValue('Net CCS') <= - 500000 AND KPIValue('Net CCS') > - 1000000 THEN 0 WHEN KPIValue('Net CCS') >= 500000 AND KPIValue('Net CCS') < 1000000 THEN 0 WHEN KPIValue('Net CCS') >= 1000000 THEN - 1 WHEN KPIValue('Net CCS') <= - 1000000 THEN - 1 ELSE 1 END" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Sb x Sc Vega]", "value": "INT[#,###]" } ], "measureGroups": [] }, { "name": "CVARC Cube", "caption": "CVARC Cube", "measures": [ { "name": "CVARC", "caption": "CVARC", "formatString": "#,###", "folder": "Aggregate capital", "type": "double", "visible": true }, { "name": "contributors.COUNT", "caption": "contributors.COUNT", "type": "long", "visible": true }, { "name": "update.TIMESTAMP", "caption": "update.TIMESTAMP", "type": "Object", "visible": true }, { "name": "Effective Maturity", "caption": "Effective Maturity", "formatString": "#,###.####;-#,###.####", "folder": "Exposures", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "Hedge Remaining Maturity hidden", "caption": "Hedge Remaining Maturity hidden", "formatString": "#,###.####;-#,###.####", "folder": "Exposures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "BA Risk Weight", "caption": "BA Risk Weight", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "Discount Factor EAD", "caption": "Discount Factor EAD", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "Discount Factor Hedge", "caption": "Discount Factor Hedge", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "Hedge Notional hidden", "caption": "Hedge Notional hidden", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "DiscountFactor_Hedge.AVG__#__0__#__BA Measures", "caption": "DiscountFactor_Hedge.AVG__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "DiscountFactor_SCVA.AVG__#__0__#__BA Measures", "caption": "DiscountFactor_SCVA.AVG__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "RiskWeight.AVG__#__0__#__BA Measures", "caption": "RiskWeight.AVG__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "EAD.SUM__#__0__#__BA Measures", "caption": "EAD.SUM__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "Notional.SUM__#__0__#__BA Measures", "caption": "Notional.SUM__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "EffectiveMaturity.AVG__#__0__#__BA Measures", "caption": "EffectiveMaturity.AVG__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "RemainingMaturity.SUM__#__0__#__BA Measures", "caption": "RemainingMaturity.SUM__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "contributors.COUNT.BA Measures", "caption": "contributors.COUNT.BA Measures", "formatString": "#,###", "folder": "Technical", "type": "long", "visible": true, "measureGroup": "BA Measures" }, { "name": "update.TIMESTAMP.BA Measures", "caption": "update.TIMESTAMP.BA Measures", "type": "Object", "visible": false, "measureGroup": "BA Measures" }, { "name": "Correlation r_hc", "caption": "Correlation r_hc", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "SCVA net of SNH", "caption": "SCVA net of SNH", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "BA Index Risk Weight", "caption": "BA Index Risk Weight", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "SCVA net of SNH Netting", "caption": "SCVA net of SNH Netting", "formatString": "#,###", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "SCVA net of SNH Netting Square", "caption": "SCVA net of SNH Netting Square", "formatString": "#,###", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "HMA Netting", "caption": "HMA Netting", "formatString": "#,###", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "SCVA Netting", "caption": "SCVA Netting", "formatString": "#,###", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "SCVA Square Netting", "caption": "SCVA Square Netting", "formatString": "#,###", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "λ(SCVA net of SNH Netting;IH;SCVA net of SNH Netting Square;HMA ...__#__0__#__BA Measures", "caption": "λ(SCVA net of SNH Netting;IH;SCVA net of SNH Netting Square;HMA ...__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__0__#__BA Measures", "caption": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "K_hedged", "caption": "K_hedged", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "Hedge Remaining Maturity_unfilter", "caption": "Hedge Remaining Maturity_unfilter", "folder": "Exposures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "K_full", "caption": "K_full", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "map(RemainingMaturity.SUM)__#__0__#__BA Measures", "caption": "map(RemainingMaturity.SUM)__#__0__#__BA Measures", "type": "Object", "visible": false, "measureGroup": "BA Measures" }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__1__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__1__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "Systematic Component", "caption": "Systematic Component", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__1__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__1__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "map(Notional.SUM)__#__0__#__BA Measures", "caption": "map(Notional.SUM)__#__0__#__BA Measures", "type": "Object", "visible": false, "measureGroup": "BA Measures" }, { "name": "EAD", "caption": "EAD", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "DS x K_full", "caption": "DS x K_full", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "DS x K_reduced", "caption": "DS x K_reduced", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "HMA", "caption": "HMA", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__1__#__BA Measures", "caption": "λ(EAD;RiskWeight.AVG;EffectiveMaturity.AVG;DiscountFactor_SCVA.A...__#__1__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "ba.beta", "caption": "ba.beta", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "Correlation r_hc.per(TradeId).doNotAggregateAbove()__#__0__#__BA Measures", "caption": "Correlation r_hc.per(TradeId).doNotAggregateAbove()__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "EAD_unfilter", "caption": "EAD_unfilter", "folder": "Exposures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "Hedge Remaining Maturity", "caption": "Hedge Remaining Maturity", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "IH", "caption": "IH", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "ba.discount.scalar", "caption": "ba.discount.scalar", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__0__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__2__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__2__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__3__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;RiskWeight.AVG;Discoun...__#__3__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "Idiosyncratic Component", "caption": "Idiosyncratic Component", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "Hedge Notional_unfilter", "caption": "Hedge Notional_unfilter", "folder": "Exposures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__0__#__BA Measures", "caption": "λ(Hedge Notional;Hedge Remaining Maturity;DiscountFactor_Hedge.A...__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "K_reduced", "caption": "K_reduced", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "FxRate_BA", "caption": "FxRate_BA", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "ba.rho", "caption": "ba.rho", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "Hedge Notional", "caption": "Hedge Notional", "formatString": "#,###", "folder": "Exposures", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "CVARC BA", "caption": "CVARC BA", "formatString": "#,###", "folder": "Aggregate capital", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "SCVA", "caption": "SCVA", "formatString": "#,###", "folder": "Capital", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "SNH", "caption": "SNH", "formatString": "#,###", "folder": "Interim results", "type": "double", "visible": true, "measureGroup": "BA Measures" }, { "name": "FxRate_fromStore_FXRates__#__0__#__BA Measures", "caption": "FxRate_fromStore_FXRates__#__0__#__BA Measures", "type": "double", "visible": false, "measureGroup": "BA Measures" }, { "name": "Vega Sensitivities_unfx", "caption": "Vega Sensitivities_unfx", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "Delta Sensitivities_unfx", "caption": "Delta Sensitivities_unfx", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "contributors.COUNT.SA Measures", "caption": "contributors.COUNT.SA Measures", "formatString": "#,###", "folder": "Technical", "type": "long", "visible": true, "measureGroup": "SA Measures" }, { "name": "update.TIMESTAMP.SA Measures", "caption": "update.TIMESTAMP.SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "Delta Sensitivities_saEligibleFilter", "caption": "Delta Sensitivities_saEligibleFilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "Vega Sensitivities_saEligibleFilter", "caption": "Vega Sensitivities_saEligibleFilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR RW Delta-Unfilter", "caption": "IR RW Delta-Unfilter", "formatString": "#,###.####;-#,###.####", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS RW Delta-Unfilter", "caption": "CCS RW Delta-Unfilter", "formatString": "#,###.####;-#,###.####", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR_DELTA_UNFILTERED", "caption": "IR_DELTA_UNFILTERED", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS_DELTA_UNFILTERED", "caption": "CCS_DELTA_UNFILTERED", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "FX RW Deltaunfilter", "caption": "FX RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ RW Deltaunfilter", "caption": "EQ RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM RW Deltaunfilter", "caption": "COMM RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS RW Deltaunfilter", "caption": "RCS RW Deltaunfilter", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR RW Vegafilter", "caption": "IR RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR RW Vega", "caption": "IR RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX RW Vegafilter", "caption": "FX RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "FX RW Vega", "caption": "FX RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ RW Vegafilter", "caption": "EQ RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "EQ RW Vega", "caption": "EQ RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS RW Vegafilter", "caption": "RCS RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "RCS RW Vega", "caption": "RCS RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM RW Vegafilter", "caption": "COMM RW Vegafilter", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "COMM RW Vega", "caption": "COMM RW Vega", "formatString": "#,###.####;-#,###.####", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Deltavector", "caption": "IR Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Wtd Deltavector", "caption": "IR Wtd Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta", "caption": "IR Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Deltavector", "caption": "CCS Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Deltavector", "caption": "CCS Wtd Deltavector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta", "caption": "CCS Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Delta", "caption": "EQ Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Delta", "caption": "COMM Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Wtd Delta", "caption": "FX Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Delta", "caption": "RCS Wtd Delta", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Delta CVAvector", "caption": "IR Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Delta CVA", "caption": "IR Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta CVAvector", "caption": "IR Wtd Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta CVA", "caption": "IR Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Delta CVAvector", "caption": "CCS Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS Delta CVA", "caption": "CCS Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta CVAvector", "caption": "CCS Wtd Delta CVAvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta CVA", "caption": "CCS Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Delta CVA", "caption": "EQ Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Delta CVA", "caption": "COMM Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Wtd Delta CVA", "caption": "FX Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Delta CVA", "caption": "RCS Wtd Delta CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Delta Hdgvector", "caption": "IR Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Delta Hdg", "caption": "IR Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta Hdgvector", "caption": "IR Wtd Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta Hdg", "caption": "IR Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Delta Hdgvector", "caption": "CCS Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS Delta Hdg", "caption": "CCS Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta Hdgvector", "caption": "CCS Wtd Delta Hdgvector", "formatString": "#,##0.00;-#,##0.00", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta Hdg", "caption": "CCS Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Delta Hdg", "caption": "EQ Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Delta Hdg", "caption": "COMM Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Wtd Delta Hdg", "caption": "FX Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Delta Hdg", "caption": "RCS Wtd Delta Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Vega", "caption": "IR Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Vega", "caption": "EQ Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Vega", "caption": "COMM Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Wtd Vega", "caption": "FX Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Vega", "caption": "RCS Wtd Vega", "formatString": "#,###", "folder": "Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Vega CVA", "caption": "IR Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Vega CVA", "caption": "EQ Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Vega CVA", "caption": "COMM Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Wtd Vega CVA", "caption": "FX Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Vega CVA", "caption": "RCS Wtd Vega CVA", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Vega Hdg", "caption": "IR Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Vega Hdg", "caption": "EQ Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Vega Hdg", "caption": "COMM Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Wtd Vega Hdg", "caption": "FX Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Vega Hdg", "caption": "RCS Wtd Vega Hdg", "formatString": "#,###", "folder": "Weighted Sensitivities\\Weighted Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS WSk^2 Delta", "caption": "RCS WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS WSk^2 Delta Hdg", "caption": "RCS WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS WSk x WSl Delta", "caption": "RCS WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX WSk^2 Delta", "caption": "FX WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX WSk^2 Delta Hdg", "caption": "FX WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX WSk x WSl Delta", "caption": "FX WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM WSk^2 Delta", "caption": "COMM WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM WSk^2 Delta Hdg", "caption": "COMM WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM WSk x WSl Delta", "caption": "COMM WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ WSk^2 Delta", "caption": "EQ WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ WSk^2 Delta Hdg", "caption": "EQ WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ WSk x WSl Delta", "caption": "EQ WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR WSk^2 Delta", "caption": "IR WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR WSk^2 Delta Hdg", "caption": "IR WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR WSk x WSl Delta_suffix", "caption": "IR WSk x WSl Delta_suffix", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "CCS WSk^2 Delta Hdg", "caption": "CCS WSk^2 Delta Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS WSk x WSl Delta_suffix", "caption": "CCS WSk x WSl Delta_suffix", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "RCS WSk^2 Vega", "caption": "RCS WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS WSk^2 Vega Hdg", "caption": "RCS WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS WSk x WSl Vega", "caption": "RCS WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX WSk^2 Vega", "caption": "FX WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX WSk^2 Vega Hdg", "caption": "FX WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX WSk x WSl Vega", "caption": "FX WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM WSk^2 Vega", "caption": "COMM WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM WSk^2 Vega Hdg", "caption": "COMM WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM WSk x WSl Vega", "caption": "COMM WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ WSk^2 Vega", "caption": "EQ WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ WSk^2 Vega Hdg", "caption": "EQ WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ WSk x WSl Vega", "caption": "EQ WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR WSk^2 Vega", "caption": "IR WSk^2 Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR WSk^2 Vega Hdg", "caption": "IR WSk^2 Vega Hdg", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR WSk x WSl Vega", "caption": "IR WSk x WSl Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Kb^2 Delta", "caption": "RCS Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Sb x Sc Delta", "caption": "RCS Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS K Delta", "caption": "RCS K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Kb^2 Delta", "caption": "EQ Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Sb x Sc Delta", "caption": "EQ Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ K Delta", "caption": "EQ K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Kb^2 Delta", "caption": "FX Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Sb x Sc Delta", "caption": "FX Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX K Delta", "caption": "FX K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Kb^2 Delta", "caption": "COMM Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Sb x Sc Delta", "caption": "COMM Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM K Delta", "caption": "COMM K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Kb^2 Delta", "caption": "IR Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Sb x Sc Delta", "caption": "IR Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR K Delta", "caption": "IR K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Kb^2 Delta", "caption": "CCS Kb^2 Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Sb x Sc Delta", "caption": "CCS Sb x Sc Delta", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS K Delta", "caption": "CCS K Delta", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Kb^2 Vega", "caption": "RCS Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Sb x Sc Vega", "caption": "RCS Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS K Vega", "caption": "RCS K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Kb^2 Vega", "caption": "EQ Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Sb x Sc Vega", "caption": "EQ Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ K Vega", "caption": "EQ K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Kb^2 Vega", "caption": "FX Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Sb x Sc Vega", "caption": "FX Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX K Vega", "caption": "FX K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Kb^2 Vega", "caption": "COMM Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Sb x Sc Vega", "caption": "COMM Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM K Vega", "caption": "COMM K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Kb^2 Vega", "caption": "IR Kb^2 Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Kb^2", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Sb x Sc Vega", "caption": "IR Sb x Sc Vega", "formatString": "#,###", "folder": "Capital\\Interim\\Sb x Sc", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR K Vega", "caption": "IR K Vega", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "Aggregate SA Capital", "caption": "Aggregate SA Capital", "formatString": "#,###", "folder": "Capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Sb Vega", "caption": "FX Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(EQ WSk^2 Vega;EQ WSk x WSl Vega;EQ WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(EQ WSk^2 Vega;EQ WSk x WSl Vega;EQ WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "COMM RW Delta", "caption": "COMM RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Kb Delta", "caption": "FX Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Delta CVA", "caption": "COMM Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Delta CVA", "caption": "EQ Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX RW Delta", "caption": "FX RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "DELTA_UNFILTERED", "caption": "DELTA_UNFILTERED", "formatString": "#,##0.00", "folder": "Interim results", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "Vega Sensitivities", "caption": "Vega Sensitivities", "formatString": "#,###", "folder": "Technical", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Delta", "caption": "EQ Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Kb Vega", "caption": "FX Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(CCS WSk^2 Delta;CCS WSk x WSl Delta;CCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(CCS WSk^2 Delta;CCS WSk x WSl Delta;CCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "COMM Vega CVA", "caption": "COMM Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Delta", "caption": "CCS Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Vega Net", "caption": "IR Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Delta", "caption": "COMM Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Delta Net", "caption": "RCS Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(COMM WSk^2 Delta;COMM WSk x WSl Delta;COMM WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(COMM WSk^2 Delta;COMM WSk x WSl Delta;COMM WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "FX Wtd Vega Net", "caption": "FX Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Vega CVA", "caption": "FX Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Kb Delta", "caption": "IR Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Sb Vega", "caption": "COMM Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(IR WSk^2 Delta;IR WSk x WSl Delta;IR WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(IR WSk^2 Delta;IR WSk x WSl Delta;IR WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR RW Delta", "caption": "IR RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS WSk^2 Delta", "caption": "CCS WSk^2 Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Vega", "caption": "EQ Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Sb Vega", "caption": "EQ Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Vega", "caption": "COMM Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Delta CVA", "caption": "RCS Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Sb Vega", "caption": "RCS Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Vega CVA", "caption": "RCS Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Vega Hdg", "caption": "IR Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Delta CVA", "caption": "FX Delta CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Kb Delta", "caption": "COMM Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS RW Delta", "caption": "RCS RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FxRate_SA", "caption": "FxRate_SA", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Vega", "caption": "IR Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS WSk^2 Delta_groupby", "caption": "CCS WSk^2 Delta_groupby", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk^2", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Delta", "caption": "IR Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta Net.filter(SingleCopperLevelCondition{condition=EQ...__#__0__#__SA Measures", "caption": "CCS Wtd Delta Net.filter(SingleCopperLevelCondition{condition=EQ...__#__0__#__SA Measures", "type": "double", "visible": false, "measureGroup": "SA Measures" }, { "name": "λ(IR WSk^2 Vega;IR WSk x WSl Vega;IR WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(IR WSk^2 Vega;IR WSk x WSl Vega;IR WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "RCS Vega Hdg", "caption": "RCS Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CVARC SA", "caption": "CVARC SA", "formatString": "#,###", "folder": "Aggregate capital", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR WSk x WSl Delta", "caption": "IR WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Delta", "caption": "FX Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta Net", "caption": "IR Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Sb Delta", "caption": "FX Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Vega CVA", "caption": "IR Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(RCS WSk^2 Delta;RCS WSk x WSl Delta;RCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(RCS WSk^2 Delta;RCS WSk x WSl Delta;RCS WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "COMM Sb Delta", "caption": "COMM Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(COMM WSk^2 Vega;COMM WSk x WSl Vega;COMM WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(COMM WSk^2 Vega;COMM WSk x WSl Vega;COMM WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Vega Net", "caption": "EQ Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(FX WSk^2 Vega;FX WSk x WSl Vega;FX WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(FX WSk^2 Vega;FX WSk x WSl Vega;FX WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "FX Vega Hdg", "caption": "FX Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Sb Delta", "caption": "CCS Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Delta", "caption": "RCS Delta", "formatString": "#,###", "folder": "Sensitivities", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta Netvector", "caption": "CCS Wtd Delta Netvector", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Vega Net", "caption": "COMM Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Vega", "caption": "RCS Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "map(CCS Wtd Delta Net.filter(SingleCopperLevelCondition{conditio...__#__0__#__SA Measures", "caption": "map(CCS Wtd Delta Net.filter(SingleCopperLevelCondition{conditio...__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "RCS Kb Delta", "caption": "RCS Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Sb Delta", "caption": "IR Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(EQ WSk^2 Delta;EQ WSk x WSl Delta;EQ WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(EQ WSk^2 Delta;EQ WSk x WSl Delta;EQ WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "RCS Kb Vega", "caption": "RCS Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Delta Hdg", "caption": "RCS Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Delta Hdg", "caption": "EQ Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ RW Delta", "caption": "EQ RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Wtd Delta Net", "caption": "EQ Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(RCS WSk^2 Vega;RCS WSk x WSl Vega;RCS WSk^2 Vega Hdg)__#__0__#__SA Measures", "caption": "λ(RCS WSk^2 Vega;RCS WSk x WSl Vega;RCS WSk^2 Vega Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta Netvector", "caption": "IR Wtd Delta Netvector", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Vega", "caption": "FX Vega", "formatString": "#,###", "folder": "Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "λ(FX WSk^2 Delta;FX WSk x WSl Delta;FX WSk^2 Delta Hdg)__#__0__#__SA Measures", "caption": "λ(FX WSk^2 Delta;FX WSk x WSl Delta;FX WSk^2 Delta Hdg)__#__0__#__SA Measures", "type": "Object", "visible": false, "measureGroup": "SA Measures" }, { "name": "COMM Vega Hdg", "caption": "COMM Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Sb Vega", "caption": "IR Sb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Sb Delta", "caption": "EQ Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Kb Delta", "caption": "EQ Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Wtd Delta Net", "caption": "FX Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Kb Vega", "caption": "COMM Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Vega CVA", "caption": "EQ Vega CVA", "formatString": "#,###", "folder": "Sensitivities\\CVA Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Sb Delta", "caption": "RCS Sb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\SB", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "FX Delta Hdg", "caption": "FX Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Wtd Delta Net", "caption": "COMM Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "Delta Sensitivities", "caption": "Delta Sensitivities", "formatString": "#,###", "folder": "Technical", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "COMM Delta Hdg", "caption": "COMM Delta Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Vega Hdg", "caption": "EQ Vega Hdg", "formatString": "#,###", "folder": "Sensitivities\\Sensitivities of Hedges", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Wtd Delta Net", "caption": "CCS Wtd Delta Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS RW Delta", "caption": "CCS RW Delta", "folder": "Supervisory Parameters", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "EQ Kb Vega", "caption": "EQ Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Kb Vega", "caption": "IR Kb Vega", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS WSk x WSl Delta", "caption": "CCS WSk x WSl Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges\\Interim\\WSk x WSl", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "CCS Kb Delta", "caption": "CCS Kb Delta", "formatString": "#,###", "folder": "Bucket-level Capital Charges", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "IR Wtd Delta Netvector_SUM", "caption": "IR Wtd Delta Netvector_SUM", "type": "Object", "visible": true, "measureGroup": "SA Measures" }, { "name": "RCS Wtd Vega Net", "caption": "RCS Wtd Vega Net", "folder": "Weighted Sensitivities\\Net Weighted Sensitivities", "type": "double", "visible": true, "measureGroup": "SA Measures" }, { "name": "FxRate_fromStore_FXRates__#__0__#__SA Measures", "caption": "FxRate_fromStore_FXRates__#__0__#__SA Measures", "type": "double", "visible": false, "measureGroup": "SA Measures" } ], "dimensions": [ { "name": "Dates", "caption": "Dates", "type": "REGULAR", "defaultHierarchy": "Date", "visible": true, "measureGroups": [ "BA Measures", "SA Measures" ], "hierarchies": [ { "name": "Date", "caption": "Date", "slicing": true, "visible": true, "levels": [ { "name": "AsOfDate", "caption": "AsOfDate", "type": "TIME" } ] } ] }, { "name": "FXRates", "caption": "FXRates", "type": "REGULAR", "defaultHierarchy": "FX BaseCcy", "visible": true, "measureGroups": [ "BA Measures", "SA Measures" ], "hierarchies": [ { "name": "FX BaseCcy", "caption": "FX BaseCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX BaseCcy", "caption": "FX BaseCcy", "type": "REGULAR" } ] }, { "name": "FX CounterCcy", "caption": "FX CounterCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX CounterCcy", "caption": "FX CounterCcy", "type": "REGULAR" } ] } ] }, { "name": "IsCVA", "caption": "IsCVA", "type": "REGULAR", "defaultHierarchy": "IsCVA", "visible": true, "measureGroups": [ "BA Measures", "SA Measures" ], "hierarchies": [ { "name": "IsCVA", "caption": "IsCVA", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsCVA", "caption": "IsCVA", "type": "REGULAR" } ] } ] }, { "name": "NettingSetTradeId", "caption": "NettingSetTradeId", "type": "REGULAR", "defaultHierarchy": "NettingSetTradeId", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "NettingSetTradeId", "caption": "NettingSetTradeId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "NettingSetTradeId", "caption": "NettingSetTradeId", "type": "REGULAR" } ] } ] }, { "name": "Parameter Set", "caption": "Parameter Set", "type": "REGULAR", "defaultHierarchy": "Parameter Set", "visible": true, "measureGroups": [ "BA Measures", "SA Measures" ], "hierarchies": [ { "name": "BA", "caption": "BA", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "BA", "caption": "BA", "type": "REGULAR" } ] }, { "name": "Parameter Set", "caption": "Parameter Set", "slicing": true, "visible": true, "levels": [ { "name": "Parameter Set", "caption": "Parameter Set", "type": "REGULAR" } ] } ] }, { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "type": "REGULAR", "defaultHierarchy": "ReferenceCurrency", "visible": true, "measureGroups": [ "BA Measures", "SA Measures" ], "hierarchies": [ { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "slicing": true, "visible": true, "levels": [ { "name": "ReferenceCurrency", "caption": "ReferenceCurrency", "type": "REGULAR" } ] } ] }, { "name": "RegulatoryBucket", "caption": "RegulatoryBucket", "type": "REGULAR", "defaultHierarchy": "RegulatoryBucket", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "RegulatoryBucket", "caption": "RegulatoryBucket", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RegulatoryBucket", "caption": "RegulatoryBucket", "type": "REGULAR" }, { "name": "BucketSuffix", "caption": "BucketSuffix", "type": "REGULAR" } ] } ] }, { "name": "RegulatoryRiskFactor", "caption": "RegulatoryRiskFactor", "type": "REGULAR", "defaultHierarchy": "RegulatoryRiskFactor", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "RegulatoryRiskFactor", "caption": "RegulatoryRiskFactor", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RegulatoryRiskFactor", "caption": "RegulatoryRiskFactor", "type": "REGULAR" } ] } ] }, { "name": "Risk", "caption": "Risk", "type": "REGULAR", "defaultHierarchy": "CVACounterpartyId", "visible": true, "measureGroups": [ "BA Measures" ], "hierarchies": [ { "name": "CVACounterpartyId", "caption": "CVACounterpartyId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CVACounterpartyId", "caption": "CVACounterpartyId", "type": "REGULAR" } ] }, { "name": "CreditQuality", "caption": "CreditQuality", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CreditQuality", "caption": "CreditQuality", "type": "REGULAR" } ] }, { "name": "Is Single Name", "caption": "Is Single Name", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsSingleName", "caption": "IsSingleName", "type": "REGULAR" } ] }, { "name": "Sectors", "caption": "Sectors", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Sector", "caption": "Sector", "type": "REGULAR" } ] } ] }, { "name": "RiskClass", "caption": "RiskClass", "type": "REGULAR", "defaultHierarchy": "RiskClass", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "RiskClass", "caption": "RiskClass", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskClass", "caption": "RiskClass", "type": "REGULAR" } ] } ] }, { "name": "RiskFactor", "caption": "RiskFactor", "type": "REGULAR", "defaultHierarchy": "RiskFactorId", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "CommodityGroup", "caption": "CommodityGroup", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CommodityGroup", "caption": "CommodityGroup", "type": "REGULAR" } ] }, { "name": "CreditQuality", "caption": "CreditQuality", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CreditQuality", "caption": "CreditQuality", "type": "REGULAR" } ] }, { "name": "CurveType", "caption": "CurveType", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CurveType", "caption": "CurveType", "type": "REGULAR" } ] }, { "name": "Economy", "caption": "Economy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Economy", "caption": "Economy", "type": "REGULAR" } ] }, { "name": "ReferenceName", "caption": "ReferenceName", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ReferenceName", "caption": "ReferenceName", "type": "REGULAR" } ] }, { "name": "RiskFactorCcy", "caption": "RiskFactorCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskFactorCcy", "caption": "RiskFactorCcy", "type": "REGULAR" } ] }, { "name": "RiskFactorId", "caption": "RiskFactorId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskFactorId", "caption": "RiskFactorId", "type": "REGULAR" } ] }, { "name": "Sectors", "caption": "Sectors", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Sector", "caption": "Sector", "type": "REGULAR" } ] }, { "name": "Size", "caption": "Size", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Size", "caption": "Size", "type": "REGULAR" } ] } ] }, { "name": "RiskMeasure", "caption": "RiskMeasure", "type": "REGULAR", "defaultHierarchy": "RiskMeasure", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "RiskMeasure", "caption": "RiskMeasure", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "RiskMeasure", "caption": "RiskMeasure", "type": "REGULAR" } ] } ] }, { "name": "Sign-Off", "caption": "Sign-Off", "type": "REGULAR", "defaultHierarchy": "SA", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "SA", "caption": "SA", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "SA", "caption": "SA", "type": "REGULAR" } ] } ] }, { "name": "TradePosition", "caption": "TradePosition", "type": "REGULAR", "defaultHierarchy": "Trade Date", "visible": true, "measureGroups": [ "BA Measures", "SA Measures" ], "hierarchies": [ { "name": "CapitalTreatment", "caption": "CapitalTreatment", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CapitalTreatment", "caption": "CapitalTreatment", "type": "REGULAR" } ] }, { "name": "IsBaEligible", "caption": "IsBaEligible", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsBaEligible", "caption": "IsBaEligible", "type": "REGULAR" } ] }, { "name": "IsCarvedOut", "caption": "IsCarvedOut", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsCarvedOut", "caption": "IsCarvedOut", "type": "REGULAR" } ] }, { "name": "IsSaEligible", "caption": "IsSaEligible", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IsSaEligible", "caption": "IsSaEligible", "type": "REGULAR" } ] }, { "name": "Netting Sets", "caption": "Netting Sets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "NettingSetId", "caption": "NettingSetId", "type": "REGULAR" } ] }, { "name": "NotionalCcy", "caption": "NotionalCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "NotionalCcy", "caption": "NotionalCcy", "type": "REGULAR" } ] }, { "name": "ProductId", "caption": "ProductId", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ProductId", "caption": "ProductId", "type": "REGULAR" } ] }, { "name": "ReferenceName", "caption": "ReferenceName", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ReferenceName", "caption": "ReferenceName", "type": "REGULAR" } ] }, { "name": "Trade Date", "caption": "Trade Date", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Trade Date", "caption": "Trade Date", "type": "REGULAR" } ] }, { "name": "Trades", "caption": "Trades", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "TradeId", "caption": "TradeId", "type": "REGULAR" } ] }, { "name": "UnderIMM", "caption": "UnderIMM", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "UnderIMM", "caption": "UnderIMM", "type": "REGULAR" } ] }, { "name": "ValueCcy", "caption": "ValueCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "ValueCcy", "caption": "ValueCcy", "type": "REGULAR" } ] } ] }, { "name": "Value", "caption": "Value", "type": "REGULAR", "defaultHierarchy": "delta-ValueCcy", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "delta-ValueCcy", "caption": "delta-ValueCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "delta-ValueCcy", "caption": "delta-ValueCcy", "type": "REGULAR" } ] }, { "name": "vega-ValueCcy", "caption": "vega-ValueCcy", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "vega-ValueCcy", "caption": "vega-ValueCcy", "type": "REGULAR" } ] } ] }, { "name": "Vertices", "caption": "Vertices", "type": "REGULAR", "defaultHierarchy": "Vertices", "visible": true, "measureGroups": [ "SA Measures" ], "hierarchies": [ { "name": "Vertices", "caption": "Vertices", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Vertex", "caption": "Vertex", "type": "REGULAR" } ] } ] }, { "name": "Epoch", "caption": "Epoch", "type": "REGULAR", "defaultHierarchy": "Epoch", "visible": true, "hierarchies": [ { "name": "Epoch", "caption": "Epoch", "slicing": true, "visible": true, "levels": [ { "name": "Branch", "caption": "What-If", "type": "REGULAR" } ] } ] } ], "kpis": [], "sets": [], "defaultMembers": [ { "dimension": "Measures", "hierarchy": "Measures", "path": [ "contributors.COUNT" ], "captionPath": [ "contributors.COUNT" ] }, { "dimension": "Dates", "hierarchy": "Date", "path": [ "2018-12-05" ], "captionPath": [ "2018-12-05" ] }, { "dimension": "Parameter Set", "hierarchy": "Parameter Set", "path": [ "BCBS" ], "captionPath": [ "BCBS" ] }, { "dimension": "ReferenceCurrency", "hierarchy": "ReferenceCurrency", "path": [ "USD" ], "captionPath": [ "USD" ] }, { "dimension": "Epoch", "hierarchy": "Epoch", "path": [ "master" ], "captionPath": [ "master" ] } ], "contextValues": [ { "name": "mdx.formatters.[Measures].[COMM Sb x Sc Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Remaining Maturity hidden]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX K Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[contributors.COUNT.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Aggregate SA Capital.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS RW Delta-Unfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.aggressiveFormulaEvaluation", "value": "true" }, { "name": "mdx.formatters.[Measures].[COMM RW Vega.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[Vega Sensitivities_saEligibleFilter.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[CCS_DELTA_UNFILTERED]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb x Sc Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CVARC SA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Discount Factor Hedge]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk x WSl Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[HMA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ RW Vegafilter.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH Netting Square.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR RW Delta-Unfilter.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[RCS K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Sb x Sc Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Aggregate SA Capital]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[BA Risk Weight.BA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS RW Delta-Unfilter.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[RCS Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS RW Deltaunfilter.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[SCVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Effective Maturity.BA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[K_hedged]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Dates].[Date].[AsOfDate]", "value": "DATE[yyyy-MM-dd]" }, { "name": "mdx.cubeFormatter", "value": "en-US" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ K Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk^2 Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Sb x Sc Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Discount Factor EAD]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[IR Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Discount Factor Hedge.BA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS K Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EAD]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH Netting]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR RW Delta-Unfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[IR_DELTA_UNFILTERED.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM RW Vegafilter.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta Hdgvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[CCS Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Kb^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS RW Vega.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ K Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[HMA Netting.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IH]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Delta Sensitivities_saEligibleFilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk x WSl Delta_suffix.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta Hdgvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR Deltavector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR RW Vega.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[K_reduced]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR RW Vegafilter.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA Square Netting.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA Square Netting]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[Vega Sensitivities_saEligibleFilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[Discount Factor EAD.BA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA Netting.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR_DELTA_UNFILTERED]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Deltavector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX WSk x WSl Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Delta Sensitivities_saEligibleFilter.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ Kb^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Notional hidden]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CVARC.null]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Deltavector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Deltavector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS K Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Delta_suffix.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb x Sc Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk^2 Delta_groupby]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Sb x Sc Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta Hdgvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM Kb^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk x WSl Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk x WSl Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Vega Sensitivities]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[BA Risk Weight]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Correlation r_hc]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Correlation r_hc.BA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[SNH]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR Kb^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Remaining Maturity hidden.BA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "user-authentication", "value": "admin" }, { "name": "mdx.formatters.[Measures].[CVARC]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM K Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH Netting Square]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta Hdgvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR K Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM RW Deltaunfilter.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ RW Deltaunfilter.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH Netting.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Vega.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb x Sc Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM WSk x WSl Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Kb^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[HMA Netting]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Delta Sensitivities]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Idiosyncratic Component]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ RW Vega.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ Kb^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb x Sc Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX WSk^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR K Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[K_full]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Deltavector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX WSk x WSl Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[DELTA_UNFILTERED]", "value": "DOUBLE[#,##0.00]" }, { "name": "mdx.formatters.[Measures].[RCS Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Vega CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk x WSl Delta_suffix]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk x WSl Delta_suffix]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Vegafilter.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Kb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Notional]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM K Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Remaining Maturity]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[COMM Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[contributors.COUNT.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM RW Deltaunfilter]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[EQ WSk x WSl Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Kb^2 Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Sb Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Sb x Sc Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Systematic Component]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS Sb x Sc Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Hedge Notional hidden.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS WSk^2 Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[BA Index Risk Weight]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[IR Delta CVAvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX WSk x WSl Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CVARC BA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS K Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Wtd Delta CVA.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Kb^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS RW Vegafilter]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[SCVA net of SNH.BA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk x WSl Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta CVA]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta CVAvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS WSk^2 Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[BA Index Risk Weight.BA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Wtd Vega Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[RCS RW Vegafilter.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[SCVA Netting]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta CVAvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX K Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM K Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ WSk x WSl Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS K Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS_DELTA_UNFILTERED.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta CVAvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Sb x Sc Delta.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[EQ Wtd Delta Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[Effective Maturity]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[COMM Sb Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Wtd Delta CVAvector.SA Measures]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[FX Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR WSk^2 Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[CCS Delta Hdgvector]", "value": "DOUBLE[#,##0.00;-#,##0.00]" }, { "name": "mdx.formatters.[Measures].[EQ WSk^2 Vega.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Sb x Sc Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[IR Wtd Delta Hdg]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Vega]", "value": "DOUBLE[#,###.####;-#,###.####]" }, { "name": "mdx.formatters.[Measures].[RCS Wtd Vega Hdg.SA Measures]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Delta]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[COMM Sb x Sc Vega]", "value": "INT[#,###]" }, { "name": "mdx.formatters.[Measures].[FX RW Deltaunfilter.SA Measures]", "value": "DOUBLE[#,###.####;-#,###.####]" } ], "measureGroups": [ { "name": "BA Measures", "caption": "BA Measures", "description": "CVARC Cube Cube - BA Measures MeasureGroup" }, { "name": "SA Measures", "caption": "SA Measures", "description": "CVARC Cube Cube - SA Measures MeasureGroup" } ] } ] } ], "contextValues": [ { "name": "queriesTimeLimit", "type": "INTEGER", "description": "The amount of time (in seconds) after which a running query is cancelled and its resources reclaimed." }, { "name": "mdx.memberNamePathStyle", "type": "BOOL", "category": "mdx" }, { "name": "mdx.formatters.$member_name$", "type": "ALL", "category": "mdx" }, { "name": "mdx.defaultmembers.$hierarchy_name$", "type": "ALL", "category": "mdx" }, { "name": "mdx.measureAliases", "type": "ALL", "category": "mdx" }, { "name": "mdx.resultlimit", "type": "INTEGER", "category": "mdx" }, { "name": "mdx.casesensitive", "type": "BOOL", "category": "mdx" }, { "name": "mdx.aggressiveFormulaEvaluation", "type": "BOOL", "category": "mdx" }, { "name": "mdx.axispositionlimit", "type": "INTEGER", "category": "mdx" }, { "name": "drillthrough.unknowncolumnbehavior", "type": "ENUM(SILENT,WARN,THROW)", "category": "drillthrough" }, { "name": "monitoring.executionTimingPrint", "type": "BOOL", "category": "monitoring" }, { "name": "drillthrough.hiddencolumns", "type": "ALL", "category": "drillthrough" }, { "name": "queriesResultLimit.intermediateSize", "type": "INTEGER", "category": "queriesResultLimit" }, { "name": "mdx.hiddengrandtotals", "type": "ALL", "category": "mdx" }, { "name": "monitoring.queryPlanSummary", "type": "BOOL", "category": "monitoring" }, { "name": "monitoring.executionPlanPrint", "type": "BOOL", "category": "monitoring" }, { "name": "mdx.disableepochdimension", "type": "BOOL", "category": "mdx" }, { "name": "monitoring.queryPlanCycleDetection", "type": "BOOL", "category": "monitoring" }, { "name": "queriesResultLimit.transientSize", "type": "LONG", "category": "queriesResultLimit" }, { "name": "drillthrough.maxrows", "type": "INTEGER", "category": "drillthrough" }, { "name": "drillthrough.behavior", "type": "ENUM(SILENT,WARN,THROW)", "category": "drillthrough" }, { "name": "monitoring.queryPlanExport", "type": "BOOL", "category": "monitoring" }, { "name": "drillthrough.calculatedcolumnsets", "type": "ENUM(VectorDrillthroughColumnSet)", "category": "drillthrough" }, { "name": "epoch.strict", "type": "BOOL", "category": "epoch" }, { "name": "mdx.lightcrossjoin", "type": "BOOL", "category": "mdx" }, { "name": "drillthrough.calculatedcolumns", "type": "ENUM(CaptionDrillthroughColumn,MemberValueDrillthroughColumn,VectorDrillthroughColumn,NameDrillthroughColumn)", "category": "drillthrough" }, { "name": "mdx.cubeFormatter", "type": "ALL", "category": "mdx" }, { "name": "drillthrough.ignorequeriedmeasure", "type": "BOOL", "category": "drillthrough" }, { "name": "aggressiveLookup", "type": "BOOL" }, { "name": "mdx.hiddensubtotals", "type": "ALL", "category": "mdx" }, { "name": "mdx.disablemdxcompilation", "type": "BOOL", "category": "mdx" }, { "name": "epoch.id", "type": "LONG", "category": "epoch" }, { "name": "mdx.ignoreinvalidmembers", "type": "BOOL", "category": "mdx" } ] } }, "url": "https://localhost:9090/cvarc-starter" }