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"Exception 99 (Hypothetical) Lookback", "folder": "PL", "type": "int", "visible": true }, { "name": "Exception 97.5 (Actual) Internal", "caption": "Exception 97.5 (Actual) Internal", "folder": "VaR", "type": "int", "visible": false }, { "name": "Exception 97.5 (Actual) Count", "caption": "Exception 97.5 (Actual) Count", "folder": "VaR", "type": "int", "visible": true }, { "name": "Exception 97.5 (Actual) Dates Internal", "caption": "Exception 97.5 (Actual) Dates Internal", "folder": "VaR", "type": "double", "visible": false }, { "name": "Exception 97.5 (Actual) Dates", "caption": "Exception 97.5 (Actual) Dates", "folder": "VaR", "type": "Object", "visible": true }, { "name": "Exception 97.5 (Actual) Lookback Internal", "caption": "Exception 97.5 (Actual) Lookback Internal", "formatString": "#,###;-#,###", "folder": "PL", "type": "Object", "visible": false }, { "name": "Exception 97.5 (Actual) Lookback", "caption": "Exception 97.5 (Actual) Lookback", "folder": "PL", "type": "int", "visible": true }, { "name": "Exception 97.5 (Hypothetical) Internal", "caption": "Exception 97.5 (Hypothetical) Internal", "folder": "VaR", "type": "int", "visible": false }, { "name": "Exception 97.5 (Hypothetical) Count", "caption": "Exception 97.5 (Hypothetical) Count", "folder": "VaR", "type": "int", "visible": true }, { "name": "Exception 97.5 (Hypothetical) Dates Internal", "caption": "Exception 97.5 (Hypothetical) Dates Internal", "folder": "VaR", "type": "double", "visible": false }, { "name": "Exception 97.5 (Hypothetical) Dates", "caption": "Exception 97.5 (Hypothetical) Dates", "folder": "VaR", "type": "Object", "visible": true }, { "name": "Exception 97.5 (Hypothetical) Lookback Internal", "caption": "Exception 97.5 (Hypothetical) Lookback Internal", "formatString": "#,###;-#,###", "folder": "PL", "type": "Object", "visible": false }, { "name": "Exception 97.5 (Hypothetical) Lookback", "caption": "Exception 97.5 (Hypothetical) Lookback", "folder": "PL", "type": "int", "visible": true }, { "name": "Exception 99 Count", "caption": "Exception 99 Count", "formatString": "#,###;-#,###", "folder": "VaR", "type": "int", "visible": true }, { "name": "Exception 97.5 Count", "caption": "Exception 97.5 Count", "formatString": "#,###;-#,###", "folder": "VaR", "type": "int", "visible": true }, { "name": "Outlier 99 Internal", "caption": "Outlier 99 Internal", "folder": "VaR", "type": "int", "visible": false }, { "name": "Outlier 99 Count", "caption": "Outlier 99 Count", "folder": "VaR", "type": "int", "visible": true }, { "name": "Outlier 99 Dates Internal", "caption": "Outlier 99 Dates Internal", "folder": "VaR", "type": "double", "visible": false }, { "name": "Outlier 99 Dates", "caption": "Outlier 99 Dates", "folder": "VaR", "type": "Object", "visible": true }, { "name": "Outlier 97.5 Internal", "caption": "Outlier 97.5 Internal", "folder": "VaR", "type": "int", "visible": false }, { "name": "Outlier 97.5 Count", "caption": "Outlier 97.5 Count", "folder": "VaR", "type": "int", "visible": true }, { "name": "Outlier 97.5 Dates Internal", "caption": "Outlier 97.5 Dates Internal", "folder": "VaR", "type": "double", "visible": false }, { "name": "Outlier 97.5 Dates", "caption": "Outlier 97.5 Dates", "folder": "VaR", "type": "Object", "visible": true }, { "name": "p-value (Actual) Lookback Vector Internal", "caption": "p-value (Actual) Lookback Vector Internal", "folder": "PL", "type": "double", "visible": false }, { "name": "p-value (Actual) Lookback Vector", "caption": "p-value (Actual) Lookback Vector", "folder": "PL", "type": "double", "visible": false }, { "name": "p-value (Actual) Lookback Rank Vector", "caption": "p-value (Actual) Lookback Rank Vector", "folder": "PL", "type": "double", "visible": false }, { "name": "p-value (Actual) Lookback Rank", "caption": "p-value (Actual) Lookback Rank", "formatString": "#,###;-#,###", "folder": "PL", "type": "double", "visible": true }, { "name": "p-value (Actual) Lookback Internal", "caption": "p-value (Actual) Lookback Internal", "formatString": "#,###;-#,###", "folder": "PL", "type": "Object", "visible": false }, { "name": "p-value (Actual) Lookback", "caption": "p-value (Actual) Lookback", "formatString": "0.000", "folder": "PL", "type": "double", "visible": true }, { "name": "p-value (Hypothetical) Lookback Vector Internal", "caption": "p-value (Hypothetical) Lookback Vector Internal", "folder": "PL", "type": "double", "visible": false }, { "name": "p-value (Hypothetical) Lookback Vector", "caption": "p-value (Hypothetical) Lookback Vector", "folder": "PL", "type": "double", "visible": false }, { "name": "p-value (Hypothetical) Lookback Rank Vector", "caption": "p-value (Hypothetical) Lookback Rank Vector", "folder": "PL", "type": "double", "visible": false }, { "name": "p-value (Hypothetical) Lookback Rank", "caption": "p-value (Hypothetical) Lookback Rank", "formatString": "#,###;-#,###", "folder": "PL", "type": "double", "visible": true }, { "name": "p-value 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"InternalModelApproach\\ES", "type": "Object", "visible": true }, { "name": "DRC Scenario Rank", "caption": "DRC Scenario Rank", "formatString": "#,###;-#,###", "folder": "IMADRC\\PL", "type": "Object", "visible": true }, { "name": "Hypothetical PL (original currency)", "caption": "Hypothetical PL (original currency)", "formatString": "#,###;-#,###", "folder": "PLSummary\\PL", "type": "Object", "visible": false }, { "name": "ES (PnL Vector)", "caption": "ES (PnL Vector)", "folder": "InternalModelApproach\\Technical", "type": "Object", "visible": true }, { "name": "PnL Expand Reference", "caption": "PnL Expand Reference", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": false }, { "name": "ES (Basic Non-Modellable Idiosyncratic Euler)", "caption": "ES (Basic Non-Modellable Idiosyncratic Euler)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\Euler Capital Allocation\\Technical", "type": "Object", "visible": false }, { "name": "ES (ISES) Reference", "caption": "ES (ISES) Reference", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\Euler Capital Allocation\\Technical", "type": "double", "visible": false }, { "name": "IMCC Incremental", "caption": "IMCC Incremental", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES\\Incremental", "type": "Object", "visible": true }, { "name": "VaR 99%", "caption": "VaR 99%", "formatString": "#,###;-#,###", "folder": "PLSummary\\VaR", "type": "Object", "visible": false }, { "name": "DRC Scenario Rank Vector Reference", "caption": "DRC Scenario Rank Vector Reference", "folder": "IMADRC\\PL", "type": "Object", "visible": false }, { "name": "ES (Current Ratio)", "caption": "ES (Current Ratio)", "formatString": "#,###.###;-#,###.###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": true }, { "name": "DRC - IMA Spot Reference", "caption": "DRC - IMA Spot Reference", "formatString": "#,###;-#,###", "folder": "IMADRC\\PL\\Incremental", "type": "double", "visible": false }, { "name": "DRC - IMA - Loss", "caption": "DRC - IMA - Loss", "formatString": "#,###;-#,###", "folder": "IMADRC\\PL", "type": "Object", "visible": false }, { "name": "ES (Basic Non-Modellable Idiosyncratic)", "caption": "ES (Basic Non-Modellable Idiosyncratic)", "formatString": "#,###;-#,###", "folder": "ES", "type": "Object", "visible": true }, { "name": "SES (Euler)", "caption": "SES (Euler)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\Euler Capital Allocation", "type": "Object", "visible": true }, { "name": "SES Incremental", "caption": "SES Incremental", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES\\Incremental", "type": "Object", "visible": true }, { "name": "ES Scenario Rank Vector", "caption": "ES Scenario Rank Vector", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": false }, { "name": "PnL Expand Differential", "caption": "PnL Expand Differential", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES\\ Incremental", "type": "Object", "visible": false }, { "name": "DRC PnL.FX Reference", "caption": "DRC PnL.FX Reference", "folder": "IMADRC\\PL\\Incremental", "type": "double", "visible": false }, { "name": "ES (Capital Euler)", "caption": "ES (Capital Euler)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\Euler Capital Allocation", "type": "Object", "visible": true }, { "name": "ES (Current Ratio) Differential", "caption": "ES (Current Ratio) Differential", "formatString": "#,###.###;-#,###.###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": false }, { "name": "ES (Basic Non-Modellable Non-Idiosyncratic)", "caption": "ES (Basic Non-Modellable Non-Idiosyncratic)", "formatString": "#,###;-#,###", "folder": "ES", "type": "Object", "visible": true }, { "name": "ES (PnL Vector) Non-Modellable Idiosyncratic CCY Differential", "caption": "ES (PnL Vector) Non-Modellable Idiosyncratic CCY Differential", "folder": "InternalModelApproach\\Technical", "type": "Object", "visible": false }, { "name": "ES (Capital Unconstrained) Differential", "caption": "ES (Capital Unconstrained) Differential", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": false }, { "name": "ES (Capital) Differential", "caption": "ES (Capital) Differential", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": false }, { "name": "ES (PnL Vector) Non-Modellable Idiosyncratic CCY", "caption": "ES (PnL Vector) Non-Modellable Idiosyncratic CCY", "folder": "InternalModelApproach\\Technical", "type": "Object", "visible": true }, { "name": "VaR PL (previous day)", "caption": "VaR PL (previous day)", "formatString": "#,###;-#,###", "folder": "PLSummary\\VaR", "type": "Object", "visible": false }, { "name": "VaR 99% (previous day)", "caption": "VaR 99% (previous day)", "formatString": "#,###;-#,###", "folder": "PLSummary\\VaR", "type": "Object", "visible": true }, { "name": "ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY Reference", "caption": "ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY Reference", "folder": "InternalModelApproach\\ES\\Incremental", "type": "double", "visible": false }, { "name": "p-value (Hypothetical)", "caption": "p-value (Hypothetical)", "formatString": "0.0000%", "folder": "PLSummary\\VaR", "type": "Object", "visible": true }, { "name": "ES (SES)", "caption": "ES (SES)", "formatString": "#,###;-#,###", "folder": "ES", "type": "Object", "visible": true }, { "name": "LH", "caption": "LH", "formatString": "#,###", "folder": "InternalModelApproach\\Technical", "type": "Object", "visible": true }, { "name": "Squared ES (Liquidity Adj.) 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Differential", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": false }, { "name": "ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY", "caption": "ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY", "folder": "InternalModelApproach\\Technical", "type": "Object", "visible": true }, { "name": "VaR PL (original currency)", "caption": "VaR PL (original currency)", "folder": "PLSummary\\PL", "type": "Object", "visible": false }, { "name": "ES Scenario Rank", "caption": "ES Scenario Rank", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": true }, { "name": "Exception 99 (Hypothetical)", "caption": "Exception 99 (Hypothetical)", "folder": "PLSummary\\VaR", "type": "Object", "visible": true }, { "name": "DRC - IMA - Loss (Euler)", "caption": "DRC - IMA - Loss (Euler)", "formatString": "#,###;-#,###", "folder": "IMADRC\\Euler Capital Allocation\\Technical", "type": "Object", "visible": false }, { "name": "Outlier 99", "caption": "Outlier 99", "formatString": "#,###;-#,###", "folder": "PLSummary\\VaR", "type": "Object", "visible": true }, { "name": "ES (Basic).D2D", "caption": "ES (Basic).D2D", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": true }, { "name": "ES 99", "caption": "ES 99", "formatString": "#,###;-#,###", "folder": "PLSummary\\VaR", "type": "Object", "visible": true }, { "name": "ES (Capital Unconstrained Euler)", "caption": "ES (Capital Unconstrained Euler)", "folder": "InternalModelApproach\\Euler Capital Allocation\\Technical", "type": "Object", "visible": false }, { "name": "CA Spot Reference", "caption": "CA Spot Reference", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES\\Incremental", "type": "double", "visible": false }, { "name": "IMCC Reference", "caption": "IMCC Reference", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES\\Incremental", "type": "double", "visible": false }, { "name": "ES (ISES Euler)", "caption": "ES (ISES Euler)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\Euler Capital Allocation", "type": "Object", "visible": false }, { "name": "SES Differential", "caption": "SES Differential", "formatString": "#,###;-#,###", "folder": "ES", "type": "Object", "visible": true }, { "name": "ES (SES) Differential", "caption": "ES (SES) Differential", "formatString": "#,###;-#,###", "folder": "ES", "type": "Object", "visible": true }, { "name": "PnL Expand", "caption": "PnL Expand", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": true }, { "name": "VaR PL", "caption": "VaR PL", "folder": "PLSummary\\VaR", "type": "Object", "visible": true }, { "name": "ES (Liquidity Horizon Adjusted Euler)", "caption": "ES (Liquidity Horizon Adjusted Euler)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\Euler Capital Allocation", "type": "Object", "visible": true }, { "name": "ES Scenario Rank Vector Reference", "caption": "ES Scenario Rank Vector Reference", "folder": "InternalModelApproach\\ES", "type": "double", "visible": false }, { "name": "ES Scenario Rank Vector Differential", "caption": "ES Scenario Rank Vector Differential", "folder": "InternalModelApproach\\ES\\ Incremental", "type": "Object", "visible": false }, { "name": "ES (Basic Non-Modellable Idiosyncratic) Differential", "caption": "ES (Basic Non-Modellable Idiosyncratic) Differential", "formatString": "#,###;-#,###", "folder": "ES", "type": "Object", "visible": true }, { "name": "ES (PnL Vector) CCY Reference", "caption": "ES (PnL Vector) CCY Reference", "folder": "InternalModelApproach\\ES\\Incremental", "type": "double", "visible": false }, { "name": "ES (Capital Unconstrained)", "caption": "ES (Capital Unconstrained)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": true }, { "name": "ES (Liquidity Adj.)", "caption": "ES (Liquidity Adj.)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES", "type": "Object", "visible": true }, { "name": "DRC - IMA Spot Incremental", "caption": "DRC - IMA Spot Incremental", "formatString": "#,###;-#,###", "folder": "IMADRC\\PL\\Incremental", "type": "Object", "visible": true }, { "name": "DRC PnL", "caption": "DRC PnL", "folder": "IMADRC\\PL", "type": "Object", "visible": false }, { "name": "ES 97.5", "caption": "ES 97.5", "formatString": "#,###;-#,###", "folder": "PLSummary\\VaR", "type": "Object", "visible": true }, { "name": "Previous LH", "caption": "Previous LH", "formatString": "#,###", "folder": "InternalModelApproach\\Technical", "type": "Object", "visible": true }, { "name": "ES Scenario Rank Differential", "caption": "ES Scenario Rank Differential", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES\\ Incremental", "type": "Object", "visible": false }, { "name": "ES (Basic Non-Modellable Non-Idiosyncratic) Differential", "caption": "ES (Basic Non-Modellable Non-Idiosyncratic) Differential", "formatString": "#,###;-#,###", "folder": "ES", "type": "Object", "visible": true }, { "name": "SES Reference", "caption": "SES Reference", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\ES\\Incremental", "type": "double", "visible": false }, { "name": "ES (Capital Constrained Euler)", "caption": "ES (Capital Constrained Euler)", "formatString": "#,###;-#,###", "folder": "InternalModelApproach\\Euler Capital Allocation\\Technical", "type": "Object", "visible": false }, { "name": "DRC - 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Reference", "caption": "ES (Liquidity Adj.) 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99% Monitoring Bank\") >= KpiGoal(\"VAR 99% Monitoring Bank\")\nThen -1\nWhen KpiValue(\"VAR 99% Monitoring Bank\") >= KpiGoal(\"VAR 99% Monitoring Bank\") - 5\nThen 0\nElse 1\nEnd", "visible": false }, { "name": "Kolmogorov-Smirnov Test Monitoring Status", "caption": "Kolmogorov-Smirnov Test Monitoring Status", "expression": "Case\nWhen IsNull(KpiValue(\"Kolmogorov-Smirnov Test Monitoring\"))\nThen NUll\nWhen KpiValue(\"Kolmogorov-Smirnov Test Monitoring\") > 0.12\nThen -1\nWhen 0.09 > KpiValue(\"Kolmogorov-Smirnov Test Monitoring\")\nThen 1\nElse 0\nEnd", "visible": false }, { "name": "Spearman Correlation Monitoring Status", "caption": "Spearman Correlation Monitoring Status", "expression": "Case\nWhen IsNull(KpiValue(\"Spearman Correlation Monitoring\"))\nThen NUll\nWhen 0.7 > KpiValue(\"Spearman Correlation Monitoring\")\nThen -1\nWhen KpiValue(\"Spearman Correlation Monitoring\") > 0.8\nThen 1\nElse 0\nEnd", "visible": false }, { "name": "Mean Ratio Monitoring Status", "caption": 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"visible": false } ], "dimensions": [ { "name": "Booking", "caption": "Booking", "type": "REGULAR", "defaultHierarchy": "Books", "visible": true, "hierarchies": [ { "name": "Books", "caption": "Books", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Book", "caption": "Book", "type": "REGULAR" } ] }, { "name": "Categories", "caption": "Categories", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Category", "caption": "Category", "type": "REGULAR" } ] }, { "name": "Desks", "caption": "Desks", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Desk", "caption": "Desk", "type": "REGULAR" } ] }, { "name": "FRTB Model", "caption": "FRTB Model", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FRTB Model", "caption": "FRTB Model", "type": "REGULAR" } ] }, { "name": "IRT Desk", "caption": "IRT Desk", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "IRT Desk", "caption": "IRT Desk", "type": "REGULAR" } ] }, { "name": "Netting Set", "caption": "Netting Set", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Netting Set", "caption": "Netting Set", "type": "REGULAR" } ] }, { "name": "PLA Zone", "caption": "PLA Zone", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "PLA Zone", "caption": "PLA Zone", "type": "REGULAR" } ] }, { "name": "Trades", "caption": "Trades", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "TradeId", "caption": "TradeId", "type": "REGULAR" } ] } ] }, { "name": "Buckets", "caption": "Buckets", "type": "REGULAR", "defaultHierarchy": "SBM Buckets", "visible": true, "hierarchies": [ { "name": "CSR Sec CTP Buckets", "caption": "CSR Sec CTP Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CSR Sec CTP Bucket", "caption": "CSR Sec CTP Bucket", "type": "REGULAR" } ] }, { "name": "CSR Sec non-CTP Buckets", "caption": "CSR Sec non-CTP Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CSR Sec non-CTP Bucket", "caption": "CSR Sec non-CTP Bucket", "type": "REGULAR" } ] }, { "name": "CSR non-Sec Buckets", "caption": "CSR non-Sec Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "CSR non-Sec Bucket", "caption": "CSR non-Sec Bucket", "type": "REGULAR" } ] }, { "name": "Commodity Buckets", "caption": "Commodity Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Commodity Bucket", "caption": "Commodity Bucket", "type": "REGULAR" } ] }, { "name": "Equity Buckets", "caption": "Equity Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Equity Bucket", "caption": "Equity Bucket", "type": "REGULAR" } ] }, { "name": "FX Buckets", "caption": "FX Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX Bucket", "caption": "FX Bucket", "type": "REGULAR" } ] }, { "name": "FX Original Buckets", "caption": "FX Original Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "FX Original Bucket", "caption": "FX Original Bucket", "type": "REGULAR" } ] }, { "name": "GIRR Buckets", "caption": "GIRR Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "GIRR Bucket", "caption": "GIRR Bucket", "type": "REGULAR" } ] }, { "name": "SBM Buckets", "caption": "SBM Buckets", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "SBM Bucket", "caption": "SBM Bucket", "type": "REGULAR" } ] } ] }, { "name": "Currencies", "caption": "Currencies", "type": "REGULAR", "defaultHierarchy": "Currency", "visible": true, "hierarchies": [ { "name": "Currency", "caption": "Currency", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Ccy", "caption": "Ccy", "type": "REGULAR" } ] }, { "name": "Curvature PV Overridden", "caption": "Curvature PV Overridden", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Curvature PV Overridden", "caption": "Curvature PV Overridden", "type": "REGULAR" } ] }, { "name": "DRC Gross JTD Currency", "caption": "DRC Gross JTD Currency", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Gross JTD Currency", "caption": "DRC Gross JTD Currency", "type": "REGULAR" } ] }, { "name": "Delta Currency", "caption": "Delta Currency", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Delta Currency", "caption": "Delta Currency", "type": "REGULAR" } ] }, { "name": "PVApplied", "caption": "PVApplied", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "PVApplied", "caption": "PVApplied", "type": "REGULAR" } ] }, { "name": "Scenario Currency", "caption": "Scenario Currency", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Scenario Currency", "caption": "Scenario Currency", "type": "REGULAR" } ] }, { "name": "Trade Notional Currency", "caption": "Trade Notional Currency", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Trade Notional Currency", "caption": "Trade Notional Currency", "type": "REGULAR" } ] }, { "name": "Trade PV Currency", "caption": "Trade PV Currency", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Trade PV Currency", "caption": "Trade PV Currency", "type": "REGULAR" } ] }, { "name": "Vega Currency", "caption": "Vega Currency", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Vega Currency", "caption": "Vega Currency", "type": "REGULAR" } ] } ] }, { "name": "Dates", "caption": "Dates", "type": "TIME", "defaultHierarchy": "Date", "visible": true, "hierarchies": [ { "name": "Date", "caption": "Date", "slicing": true, "visible": true, "levels": [ { "name": "AsOfDate", "caption": "AsOfDate", "type": "TIME" } ] }, { "name": "TradeDates", "caption": "TradeDates", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "TradeDate", "caption": "TradeDate", "type": "TIME" } ] } ] }, { "name": "Default Risk Charge", "caption": "Default Risk Charge", "type": "REGULAR", "defaultHierarchy": "DRC Maturity", "visible": true, "hierarchies": [ { "name": "DRC Direction", "caption": "DRC Direction", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Direction", "caption": "DRC Direction", "type": "REGULAR" } ] }, { "name": "DRC Instrument LGD Type", "caption": "DRC Instrument LGD Type", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Instrument LGD Type", "caption": "DRC Instrument LGD Type", "type": "REGULAR" } ] }, { "name": "DRC Maturity", "caption": "DRC Maturity", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Maturity", "caption": "DRC Maturity", "type": "TIME" } ] }, { "name": "DRC Notional Overridden", "caption": "DRC Notional Overridden", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Notional Overridden", "caption": "DRC Notional Overridden", "type": "REGULAR" } ] }, { "name": "DRC Obligor", "caption": "DRC Obligor", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Obligor", "caption": "DRC Obligor", "type": "REGULAR" } ] }, { "name": "DRC PV Overridden", "caption": "DRC PV Overridden", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC PV Overridden", "caption": "DRC PV Overridden", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Attachment", "caption": "DRC Sec CTP Attachment", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Attachment", "caption": "DRC Sec CTP Attachment", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Bucket", "caption": "DRC Sec CTP Bucket", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Bucket", "caption": "DRC Sec CTP Bucket", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Detachment", "caption": "DRC Sec CTP Detachment", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Detachment", "caption": "DRC Sec CTP Detachment", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Instrument Type", "caption": "DRC Sec CTP Instrument Type", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Instrument Type", "caption": "DRC Sec CTP Instrument Type", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Rating", "caption": "DRC Sec CTP Rating", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Rating", "caption": "DRC Sec CTP Rating", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Rating Type", "caption": "DRC Sec CTP Rating Type", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Rating Type", "caption": "DRC Sec CTP Rating Type", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Security", "caption": "DRC Sec CTP Security", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Security", "caption": "DRC Sec CTP Security", "type": "REGULAR" } ] }, { "name": "DRC Sec CTP Seniority", "caption": "DRC Sec CTP Seniority", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec CTP Seniority", "caption": "DRC Sec CTP Seniority", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Asset Class", "caption": "DRC Sec non-CTP Asset Class", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Asset Class", "caption": "DRC Sec non-CTP Asset Class", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Attachment", "caption": "DRC Sec non-CTP Attachment", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Attachment", "caption": "DRC Sec non-CTP Attachment", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Bucket", "caption": "DRC Sec non-CTP Bucket", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Bucket", "caption": "DRC Sec non-CTP Bucket", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Detachment", "caption": "DRC Sec non-CTP Detachment", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Detachment", "caption": "DRC Sec non-CTP Detachment", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Rating", "caption": "DRC Sec non-CTP Rating", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Rating", "caption": "DRC Sec non-CTP Rating", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Rating Type", "caption": "DRC Sec non-CTP Rating Type", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Rating Type", "caption": "DRC Sec non-CTP Rating Type", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Region", "caption": "DRC Sec non-CTP Region", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Region", "caption": "DRC Sec non-CTP Region", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Seniority", "caption": "DRC Sec non-CTP Seniority", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Seniority", "caption": "DRC Sec non-CTP Seniority", "type": "REGULAR" } ] }, { "name": "DRC Sec non-CTP Tranche", "caption": "DRC Sec non-CTP Tranche", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Sec non-CTP Tranche", "caption": "DRC Sec non-CTP Tranche", "type": "REGULAR" } ] }, { "name": "DRC Seniority", "caption": "DRC Seniority", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Seniority", "caption": "DRC Seniority", "type": "REGULAR" }, { "name": "DRC Seniority Ranking", "caption": "DRC Seniority Ranking", "type": "REGULAR" } ] }, { "name": "DRC Zero Risk Weight", "caption": "DRC Zero Risk Weight", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC Zero Risk Weight", "caption": "DRC Zero Risk Weight", "type": "REGULAR" } ] }, { "name": "DRC non-Sec Bucket", "caption": "DRC non-Sec Bucket", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC non-Sec Bucket", "caption": "DRC non-Sec Bucket", "type": "REGULAR" } ] }, { "name": "DRC non-Sec Rating", "caption": "DRC non-Sec Rating", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "DRC non-Sec Rating", "caption": "DRC non-Sec Rating", "type": "REGULAR" } ] } ] }, { "name": "Double Sums", "caption": "Double Sums", "type": "REGULAR", "defaultHierarchy": "GIRR Delta Double Sums", "visible": true, "hierarchies": [ { "name": "CSR Sec CTP Delta Double Sums", "caption": "CSR Sec CTP Delta Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Name", "caption": "Name", "type": "REGULAR" }, { "name": "Tenor", "caption": "Tenor", "type": "REGULAR" }, { "name": "Basis", "caption": "Basis", "type": "REGULAR" } ] }, { "name": "CSR Sec CTP Vega Double Sums", "caption": "CSR Sec CTP Vega Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Name", "caption": "Name", "type": "REGULAR" }, { "name": "Basis", "caption": "Basis", "type": "REGULAR" }, { "name": "Maturity1", "caption": "Maturity1", "type": "REGULAR" }, { "name": "Maturity2", "caption": "Maturity2", "type": "REGULAR" } ] }, { "name": "CSR Sec non-CTP Delta Double Sums", "caption": "CSR Sec non-CTP Delta Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Tranche", "caption": "Tranche", "type": "REGULAR" }, { "name": "Tenor", "caption": "Tenor", "type": "REGULAR" }, { "name": "Basis", "caption": "Basis", "type": "REGULAR" } ] }, { "name": "CSR Sec non-CTP Vega Double Sums", "caption": "CSR Sec non-CTP Vega Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Tranche", "caption": "Tranche", "type": "REGULAR" }, { "name": "Basis", "caption": "Basis", "type": "REGULAR" }, { "name": "Maturity1", "caption": "Maturity1", "type": "REGULAR" }, { "name": "Maturity2", "caption": "Maturity2", "type": "REGULAR" } ] }, { "name": "CSR non-Sec Delta Double Sums", "caption": "CSR non-Sec Delta Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Name", "caption": "Name", "type": "REGULAR" }, { "name": "Tenor", "caption": "Tenor", "type": "REGULAR" }, { "name": "Basis", "caption": "Basis", "type": "REGULAR" } ] }, { "name": "CSR non-Sec Vega Double Sums", "caption": "CSR non-Sec Vega Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Name", "caption": "Name", "type": "REGULAR" }, { "name": "Basis", "caption": "Basis", "type": "REGULAR" }, { "name": "Maturity1", "caption": "Maturity1", "type": "REGULAR" }, { "name": "Maturity2", "caption": "Maturity2", "type": "REGULAR" } ] }, { "name": "Commodity Delta Double Sums", "caption": "Commodity Delta Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Cty", "caption": "Cty", "type": "REGULAR" }, { "name": "Tenor", "caption": "Tenor", "type": "REGULAR" }, { "name": "Basis", "caption": "Basis", "type": "REGULAR" } ] }, { "name": "Commodity Vega Double Sums", "caption": "Commodity Vega Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Cty", "caption": "Cty", "type": "REGULAR" }, { "name": "Maturity1", "caption": "Maturity1", "type": "REGULAR" }, { "name": "Maturity2", "caption": "Maturity2", "type": "REGULAR" } ] }, { "name": "Equity Delta Double Sums", "caption": "Equity Delta Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Issuer", "caption": "Issuer", "type": "REGULAR" }, { "name": "Type", "caption": "Type", "type": "REGULAR" } ] }, { "name": "Equity Vega Double Sums", "caption": "Equity Vega Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Issuer", "caption": "Issuer", "type": "REGULAR" }, { "name": "Maturity1", "caption": "Maturity1", "type": "REGULAR" }, { "name": "Maturity2", "caption": "Maturity2", "type": "REGULAR" } ] }, { "name": "FX Delta Double Sums", "caption": "FX Delta Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Ccy", "caption": "Ccy", "type": "REGULAR" } ] }, { "name": "FX Vega Double Sums", "caption": "FX Vega Double Sums", "slicing": false, "visible": true, "levels": [ { "name": "ALL", "caption": "ALL", "type": "ALL" }, { "name": "Ccy", "caption": "Ccy", "type": "REGULAR" }, { "name": "Maturity1", "caption": "Maturity1", "type": 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Differential" }, { "name": "mdx.measureAliases.FX Vega Rho Correlation Matrix (Totals) Differential.SAMeasures", "value": "FX Vega Rho Correlation Matrix (Totals) Differential" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Delta Rho Correlation Matrix (Totals) High.SAMeasures]", "value": "DOUBLE_ARRAY[]" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Rho Correlation Matrix (Basis) Low Differential.SAMeasures]", "value": "DOUBLE_ARRAY[]" }, { "name": "mdx.measureAliases.GIRR Delta Rho Correlation Matrix (Totals) Differential.SAMeasures", "value": "GIRR Delta Rho Correlation Matrix (Totals) Differential" }, { "name": "mdx.measureAliases.FX Vega Risk Position Low.SAMeasures", "value": "FX Vega Risk Position Low" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Delta Rho Correlation Matrix (Totals) High.SAMeasures]", "value": "DOUBLE_ARRAY[]" }, { "name": "mdx.measureAliases.CSR non-Sec Vega Risk Charge.SAMeasures", "value": "CSR non-Sec Vega Risk Charge" }, { "name": "mdx.measureAliases.FX Curvature Risk Charge High Reference.SAMeasures", "value": "FX Curvature Risk Charge High Reference" }, { "name": "mdx.formatters.[Measures].[FX Risk Charge High (reported).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Rho Correlation Matrix (Underlyings) Differential.SAMeasures", "value": "CSR Sec non-CTP Vega Rho Correlation Matrix (Underlyings) Differential" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Risk Position Double Sums Vector Euler.SAMeasures]", "value": "DOUBLE_ARRAY" }, { "name": "mdx.formatters.[Measures].[Actual PL.PLMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Risk Charge Low Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Curvature shock-up prices (interpolated).SAMeasures]", "value": "DOUBLE" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Risk Position Partials Basis Low Differential Euler (numerical).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Equity Delta Weighted Sensitivities.SAMeasures", "value": "Equity Delta Weighted Sensitivities" }, { "name": "mdx.measureAliases.CSR non-Sec Curvature Risk Charge (desk level) High Differential Euler (numerical).SAMeasures", "value": "CSR non-Sec Curvature Risk Charge (desk level) High Differential Euler (numerical)" }, { "name": "mdx.measureAliases.CSR Sec CTP Curvature Risk Position Low Differential.SAMeasures", "value": "CSR Sec CTP Curvature Risk Position Low Differential" }, { "name": "mdx.measureAliases.FX Risk Charge Reference.SAMeasures", "value": "FX Risk Charge Reference" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Vega Risk Charge Double Sums Vector (netting level) Low.SAMeasures]", "value": "DOUBLE_ARRAY[]" }, { "name": "mdx.formatters.[Measures].[FX Delta Risk Charge Low Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[ES (Basic Non-Modellable Non-Idiosyncratic) Differential]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Equity Curvature shock-down prices.SAMeasures", "value": "Equity Curvature shock-down prices" }, { "name": "mdx.formatters.[Measures].[Commodity Curvature Risk Charge (desk level) Low.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Commodity Vega Risk Position Correlations Vector Low.SAMeasures", "value": "Commodity Vega Risk Position Correlations Vector Low" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Risk Position Correlations High.SAMeasures", "value": "CSR Sec non-CTP Vega Risk Position Correlations High" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Risk Position Partials Totals High Differential Euler (numerical).SAMeasures", "value": "CSR Sec non-CTP Vega Risk Position Partials Totals High Differential Euler (numerical)" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Curvature Risk Charge High Euler (numerical).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Risk Charge High Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Equity Vega Risk Charge (desk level) Low Differential.SAMeasures", "value": "Equity Vega Risk Charge (desk level) Low Differential" }, { "name": "mdx.formatters.[Measures].[FX Curvature Sb Low Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Sensitivities.SAMeasures", "value": "CSR Sec non-CTP Vega Sensitivities" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Sensitivities (Scaled).SAMeasures", "value": "CSR Sec non-CTP Vega Sensitivities (Scaled)" }, { "name": "mdx.formatters.[Measures].[FX Delta Risk Charge (desk level) Low.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Commodity Delta Risk Position Partials Underlyings Low Differential.SAMeasures", "value": "Commodity Delta Risk Position Partials Underlyings Low Differential" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Delta Risk Position High Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.GIRR Risk Charge Low Differential.SAMeasures", "value": "GIRR Risk Charge Low Differential" }, { "name": "mdx.formatters.[Measures].[GIRR Vega Weighted Sensitivities.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Curvature Delta Weighted Sensitivities.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec CTP Curvature Risk Position Low Incremental.SAMeasures", "value": "CSR Sec CTP Curvature Risk Position Low Incremental" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Curvature shock-down prices.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Risk Charge.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[FX Delta Risk Charge High Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Equity Curvature Risk Charge Reference Euler (numerical).SAMeasures", "value": "Equity Curvature Risk Charge Reference Euler (numerical)" }, { "name": "mdx.measureAliases.CSR non-Sec Delta Weighted Sensitivities Vector Reference.SAMeasures", "value": "CSR non-Sec Delta Weighted Sensitivities Vector Reference" }, { "name": "mdx.formatters.[Measures].[GIRR Vega Risk Charge Low Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[RRAO Filtered Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Commodity Delta Risk Charge Double Sums Vector High.SAMeasures", "value": "Commodity Delta Risk Charge Double Sums Vector High" }, { "name": "mdx.formatters.[Measures].[GIRR Vega Risk Position Correlations Vector Low.SAMeasures]", "value": "DOUBLE_ARRAY" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Curvature Risk Position Low Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Risk Charge (desk level) Low.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec CTP Curvature Risk Charge High.SAMeasures", "value": "CSR Sec CTP Curvature Risk Charge High" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Risk Charge Low Reference Euler (numerical).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[ES (Basic Non-Modellable Idiosyncratic) Differential]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Equity Vega Risk Position Partials Underlyings Leaf Low Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Vega Risk Position (desk level) High Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Curvature Risk Position Up High.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[GIRR Curvature Risk Position High Reference Euler (numerical).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec CTP Delta Rho Correlation Matrix (Totals) High Differential.SAMeasures", "value": "CSR Sec CTP Delta Rho Correlation Matrix (Totals) High Differential" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Curvature Risk Position Down High Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Equity Delta Risk Position Low Euler.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Delta Risk Charge Low Reference.SAMeasures", "value": "CSR Sec non-CTP Delta Risk Charge Low Reference" }, { "name": "mdx.measureAliases.FX Curvature Risk Position High Differential Euler (numerical).SAMeasures", "value": "FX Curvature Risk Position High Differential Euler (numerical)" }, { "name": "mdx.formatters.[Measures].[Commodity Risk Charge High Pro-Rata.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Risk Position (desk level) Differential.SAMeasures", "value": "CSR Sec non-CTP Vega Risk Position (desk level) Differential" }, { "name": "mdx.formatters.[Measures].[CA Spot Incremental.IMASummaryMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Sensitivities (reported).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Equity Delta Risk Charge Low Pro-Rata.SAMeasures", "value": "Equity Delta Risk Charge Low Pro-Rata" }, { "name": "mdx.measureAliases.CSR Sec CTP Curvature Risk Position High Incremental.SAMeasures", "value": "CSR Sec CTP Curvature Risk Position High Incremental" }, { "name": "mdx.kpi.VAR 99% Monitoring Bank.status", "value": "Case\nWhen IsEmpty(KpiGoal(\"VAR 99% Monitoring Bank\"))\nThen NULL\nWhen KpiValue(\"VAR 99% Monitoring Bank\") >= KpiGoal(\"VAR 99% Monitoring Bank\")\nThen -1\nWhen KpiValue(\"VAR 99% Monitoring Bank\") >= KpiGoal(\"VAR 99% Monitoring Bank\") - 5\nThen 0\nElse 1\nEnd" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Curvature shock-down prices (Override Shift).SAMeasures]", "value": "DOUBLE_ARRAY" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Vega Sensitivities (Override Shift).SAMeasures]", "value": "DOUBLE_ARRAY" }, { "name": "mdx.formatters.[Measures].[Equity Risk Charge.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.GIRR Curvature Incremental contributors.COUNT Euler (numerical).SAMeasures", "value": "GIRR Curvature Incremental contributors.COUNT Euler (numerical)" }, { "name": "mdx.measureAliases.DRC Sec CTP Gross JTD Long.SAMeasures", "value": "DRC Sec CTP Gross JTD Long" }, { "name": "mdx.measureAliases.CSR non-Sec Delta Risk Charge.SAMeasures", "value": "CSR non-Sec Delta Risk Charge" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Risk Position Partials Basis Leaf Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Delta Risk Position Partials Underlyings Basis Leaf Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[GIRR Curvature shock-up prices (interpolated).SAMeasures]", "value": "DOUBLE" }, { "name": "mdx.formatters.[Measures].[Equity Delta Risk Position Partials Underlyings High.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.DRC non-Sec Default Risk Charge Incremental.SAMeasures", "value": "DRC non-Sec Default Risk Charge Incremental" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Delta Risk Position Double Sums.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Curvature Delta Sensitivities (Override Shift).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[DRC - IMA Spot]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[SES Incremental]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[DRC Sec non-CTP JTD Weightings Provided Differential Euler (numerical).SAMeasures]", "value": "DOUBLE[#.####]" }, { "name": "mdx.measureAliases.CSR Sec CTP Vega Risk Charge Low Reference Euler (numerical).SAMeasures", "value": "CSR Sec CTP Vega Risk Charge Low Reference Euler (numerical)" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Risk Position Partials Underlyings Leaf Low.SAMeasures", "value": "CSR Sec non-CTP Vega Risk Position Partials Underlyings Leaf Low" }, { "name": "mdx.measureAliases.DRC non-Sec Scaled Gross JTD Short Differential.SAMeasures", "value": "DRC non-Sec Scaled Gross JTD Short Differential" }, { "name": "mdx.formatters.[Measures].[GIRR Risk Charge High Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Curvature Risk Position High.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Delta Risk Charge Euler.SAMeasures", "value": "CSR Sec non-CTP Delta Risk Charge Euler" }, { "name": "mdx.measureAliases.CSR non-Sec Vega Risk Position Correlations Vector Low Differential.SAMeasures", "value": "CSR non-Sec Vega Risk Position Correlations Vector Low Differential" }, { "name": "mdx.formatters.[Measures].[Equity Curvature Risk Position Reference Euler (numerical).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Vega Risk Position Low Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Vega Risk Charge Double Sums Vector Low.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Curvature Risk Charge (desk level) Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[GIRR Delta Risk Charge Differential Euler (numerical).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Vega Euler contributors.COUNT.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[FX Delta Risk Charge Double Sums Vector High.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Delta Risk Charge Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Curvature Risk Charge Reference.SAMeasures", "value": "CSR Sec non-CTP Curvature Risk Charge Reference" }, { "name": "mdx.measureAliases.CSR non-Sec Curvature Risk Position Differential.SAMeasures", "value": "CSR non-Sec Curvature Risk Position Differential" }, { "name": "mdx.measureAliases.CSR Sec CTP Delta Risk Charge (desk level) Differential Euler (numerical).SAMeasures", "value": "CSR Sec CTP Delta Risk Charge (desk level) Differential Euler (numerical)" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Vega Risk Position Partials Underlyings.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Equity Delta Risk Charge Double Sums Vector (netting level) Low.SAMeasures", "value": "Equity Delta Risk Charge Double Sums Vector (netting level) Low" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Delta Risk Position.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Commodity Vega Risk Position Partials Underlyings Leaf Low.SAMeasures", "value": "Commodity Vega Risk Position Partials Underlyings Leaf Low" }, { "name": "mdx.measureAliases.CSR non-Sec Risk Charge Incremental.SAMeasures", "value": "CSR non-Sec Risk Charge Incremental" }, { "name": "mdx.formatters.[Measures].[FX Delta Risk Position Partials Totals High Differential Euler (numerical).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec CTP Curvature Risk Position Low Reference.SAMeasures", "value": "CSR Sec CTP Curvature Risk Position Low Reference" }, { "name": "mdx.formatters.[Measures].[GIRR Delta Weighted Sensitivities (netting level).SAMeasures]", "value": "DOUBLE_ARRAY[]" }, { "name": "mdx.formatters.[Measures].[GIRR Delta Risk Position Low Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR non-Sec Delta Risk Position Double Sums Vector (netting level).SAMeasures", "value": "CSR non-Sec Delta Risk Position Double Sums Vector (netting level)" }, { "name": "mdx.measureAliases.Commodity Risk Charge Low Euler (numerical).SAMeasures", "value": "Commodity Risk Charge Low Euler (numerical)" }, { "name": "mdx.formatters.[Measures].[Commodity Curvature Sb High Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec non-CTP Risk Charge (netted).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Vega Risk Position (desk level) Low Differential Euler (numerical).SAMeasures", "value": "CSR Sec non-CTP Vega Risk Position (desk level) Low Differential Euler (numerical)" }, { "name": "mdx.measureAliases.CSR Sec CTP Vega Risk Charge Incremental.SAMeasures", "value": "CSR Sec CTP Vega Risk Charge Incremental" }, { "name": "mdx.formatters.[Measures].[FX Vega Risk Charge Incremental.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Exception 99 (Actual).PLMeasures]", "value": "INT" }, { "name": "mdx.measureAliases.CSR Sec non-CTP Delta Rho Correlation Matrix (Underlyings) Low Differential Euler (numerical).SAMeasures", "value": "CSR Sec non-CTP Delta Rho Correlation Matrix (Underlyings) Low Differential Euler (numerical)" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Delta Technical.CCY.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR non-Sec Curvature Risk Position Low Differential.SAMeasures", "value": "CSR non-Sec Curvature Risk Position Low Differential" }, { "name": "mdx.formatters.[Measures].[FX Risk Charge (imported).SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Equity Delta Risk Charge Low Reference.SAMeasures", "value": "Equity Delta Risk Charge Low Reference" }, { "name": "mdx.measureAliases.Equity Delta Risk Position Aggregates Map (netting level).SAMeasures", "value": "Equity Delta Risk Position Aggregates Map (netting level)" }, { "name": "mdx.formatters.[Measures].[CSR non-Sec Vega Risk Position Partials Underlyings High.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Commodity Curvature Incremental contributors.COUNT.SAMeasures", "value": "Commodity Curvature Incremental contributors.COUNT" }, { "name": "mdx.measureAliases.CSR non-Sec Delta Risk Position Partials Totals High Differential.SAMeasures", "value": "CSR non-Sec Delta Risk Position Partials Totals High Differential" }, { "name": "mdx.formatters.[Measures].[PnL Expand Reference.IMASummaryMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.Commodity Curvature Risk Charge High.SAMeasures", "value": "Commodity Curvature Risk Charge High" }, { "name": "mdx.formatters.[Measures].[GIRR Curvature CVR Up Differential.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[Commodity Risk Charge Low Pro-Rata.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CA Spot.IMAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.FX Vega Risk Position (desk level) High Differential Euler (numerical).SAMeasures", "value": "FX Vega Risk Position (desk level) High Differential Euler (numerical)" }, { "name": "mdx.measureAliases.CSR non-Sec Vega Risk Position Partials Underlyings Differential Euler (numerical).SAMeasures", "value": "CSR non-Sec Vega Risk Position Partials Underlyings Differential Euler (numerical)" }, { "name": "mdx.measureAliases.CSR non-Sec Delta Risk Position (netting level) High.SAMeasures", "value": "CSR non-Sec Delta Risk Position (netting level) High" }, { "name": "mdx.measureAliases.CSR Sec CTP Vega Risk Position Correlations Vector Low.SAMeasures", "value": "CSR Sec CTP Vega Risk Position Correlations Vector Low" }, { "name": "mdx.formatters.[Measures].[FX Delta Risk Charge Euler.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.formatters.[Measures].[CSR Sec CTP Vega Risk Position Double Sums Vector Euler.SAMeasures]", "value": "DOUBLE_ARRAY" }, { "name": "mdx.measureAliases.Equity Delta Risk Charge High Incremental.SAMeasures", "value": "Equity Delta Risk Charge High Incremental" }, { "name": "mdx.formatters.[Measures].[FX Curvature Risk Position Up High.SAMeasures]", "value": "DOUBLE[#,###;-#,###]" }, { "name": "mdx.measureAliases.CSR Sec CTP Vega Risk Position 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