I'm reading the consultative document of the BCBS on the Fundamental Review of the Trading Book: http://www.bis.org/publ/bcbs265.pdf
Table 2 on page 16 shows the liquidity horizons for 5 broad risk factors categories: interest rates, credit, foreign exchange, equities, and commodities.
I'm not sure about the meaning of 2 sub-categories: ATM volatility, and "other".
I understand volatility is a risk factor, but why using ATM volatility?
About the “other” sub-category, according to the BCBS, this is "meant to capture all risk factors that would not fall under any of the other buckets defined". For example, in the case of "Interest rate (other)", which product would fall in this category?