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Name the loss quantity
A number can describe currency loss, percentage loss or an abstract teaching unit. Use one basis for every outcome. If converting a return to a currency loss with a fixed starting value, record that starting value and the conversion assumptions.
State the period represented
Daily and monthly loss records cannot be interchanged merely by changing the title. The calculator receives no dates and performs no horizon conversion. Obtain a compatible loss record for the intended period.
Retain the required basis
| Field | Example entry |
|---|---|
| Loss sign | Positive loss, negative gain |
| Unit | Declared model units |
| Horizon | One stated hypothetical period |
| Exposure basis | Supplied loss outcomes, not repriced holdings |
| Estimation status | Original assumptions |
| Confidence/rule | 90%, lower cumulative quantile |
Keep unresolved items visible
If historical dates, exposure repricing or observation weights are missing, record the gap. Correct arithmetic establishes a summary of supplied assumptions; it cannot restore missing data definitions.