SystemicScenarioPnLSeriesPAA.java | | 0% | | 0% | 26 | 26 | 57 | 57 | 12 | 12 | 1 | 1 |
SystemicScenarioPnLSeries.java | | 32% | | 30% | 13 | 21 | 57 | 79 | 3 | 11 | 0 | 1 |
CapitalUnitStressEventContext.java | | 54% | | 33% | 38 | 43 | 58 | 115 | 3 | 7 | 0 | 1 |
BusinessGroupingContext.java | | 14% | | 7% | 18 | 19 | 29 | 33 | 5 | 6 | 0 | 1 |
AccountBusinessContext.java | | 20% | | 10% | 14 | 15 | 15 | 19 | 4 | 5 | 0 | 1 |
RiskTypeContext.java | | 31% | | 16% | 10 | 11 | 7 | 11 | 4 | 5 | 0 | 1 |
PredictorScenarioSpecificationContainer.java | | 71% | | 50% | 13 | 22 | 7 | 30 | 4 | 8 | 0 | 1 |
VolatilityScaleContext.java | | 32% | | 16% | 9 | 10 | 6 | 10 | 3 | 4 | 0 | 1 |
RegionDigramContext.java | | 35% | | 16% | 9 | 10 | 5 | 9 | 3 | 4 | 0 | 1 |
CapitalEstimationContextContainer.java | | 71% | | 50% | 12 | 13 | 7 | 16 | 6 | 7 | 0 | 1 |
CreditSpreadEventContainer.java | | 78% | | 50% | 3 | 5 | 3 | 11 | 2 | 4 | 0 | 1 |