Hierarchical Limit Structure
From Open Risk Manual
Definition
A Hierarchical Limit Structure denotes a particular (top-down) organization of a Limit framework
Visual Representation
<graphviz> digraph G {
bgcolor="#FFFFFF"; fontname="sans-serif"; penwidth="0.1"; edge [comment="Wildcard edge", fontname="sans-serif", fontsize=10, colorscheme="blues4", color=2, fontcolor=3]; node [shape=box, fontname="serif", fontsize=10, fillcolor="1", colorscheme="blues4", color="4", fontcolor="4", style="filled"]; "H0" [label="Business Wide: L= 30 mln"]; "H1_1" [label="Business Line 1: L=10 mln"]; "H1_2" [label="Business Line 2: L=15 mln"]; "H1_3" [label="Business Line 3: L= 5 mln"]; "H0" -> "H1_1"; "H0" -> "H1_2"; "H0" -> "H1_3"; "H2_1" [label="Unit 1: L=5 mln"]; "H2_2" [label="Unit 2: L=5 mln"]; "H1_1" -> "H2_1"; "H1_1" -> "H2_2"; "H2_3" [label="Desk 1: L=2.5 mln"]; "H2_4" [label="Desk 2: L=2.5 mln"]; "H1_3" -> "H2_3"; "H1_3" -> "H2_4";
} </graphviz>