hello lionel,
that is by design as thresholds are “two-dimensional” so you can represent things like this:
we dont support (not sure it exists) “three-dimensions” … you can read more about this on the risk documentation:
and then here
and on this forum: Features - Risk Management / Risk Appetite (planned for r46)
and at any of our online trainings (the next session isnt great for eu residents as its holidays here).
let me know if this helps