# Atoti Hub: Atoti Solutions Atoti FRTB Atoti FRTB 6.0 (latest) User & reference guide Analytics reference

## Analytics reference

- [Analytics reference](https://docs.activeviam.com/solutions/frtb/6.0/cube/index.md): The analytics reference for Atoti FRTB, covering all measures and dimensions available in the FRTBCombinedCube, StandardisedApproachCube, InternalModelApproachCube, IMADRCCube, PLCube, and StressCalibrationCube

### Measures

- [Measures](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/index.md): Reference documentation for all regulatory calculation measures in FRTBCombinedCube, including measure variations such as Euler, Incremental, Netted, Pro-rata, Reported, and Spot analysis
- [FRTBCombined](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/frtbcombined/index.md): Measures specific to the FRTBCombinedCube, which consolidates all cubes and defines the ACR measures spanning the SA, IMA, and IMA-DRC approaches

#### Measure variations

- [Measure variations](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/measure-variations/index.md): Definitions and behaviors of the seven measure variations available in Atoti FRTB, including Euler allocation, Incremental trade impact, Netted legal entity mapping, Pro-rata decomposition, and Spot analysis
- [Euler](https://docs.activeviam.com/solutions/frtb/6.0/cube/euler.md)
- [High-Low](https://docs.activeviam.com/solutions/frtb/6.0/cube/high-low.md)
- [Imported](https://docs.activeviam.com/solutions/frtb/6.0/cube/imported.md)
- [Incremental](https://docs.activeviam.com/solutions/frtb/6.0/cube/incremental.md)
- [Long-Short](https://docs.activeviam.com/solutions/frtb/6.0/cube/long-short.md)
- [Netted](https://docs.activeviam.com/solutions/frtb/6.0/cube/netted.md)
- [Pro_rata](https://docs.activeviam.com/solutions/frtb/6.0/cube/pro_rata.md)
- [Rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/rank.md)
- [Reported](https://docs.activeviam.com/solutions/frtb/6.0/cube/reported.md)
- [Spot](https://docs.activeviam.com/solutions/frtb/6.0/cube/spot.md)

#### ACR

- [ACR](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/acr/index.md): Measures that make up the aggregate capital requirement (ACR) for market risk in Atoti FRTB, including the ACR formula components across SA, IMA, and IMA-DRC approaches
- [ACR](https://docs.activeviam.com/solutions/frtb/6.0/cube/acr.md): The aggregate capital requirement (ACR) for market risk under Basel MAR33.43, combining IMA and SA capital charges across all desks, with Euler, Incremental, and Spot variations available
- [CA-GA](https://docs.activeviam.com/solutions/frtb/6.0/cube/ca-ga.md): The CA-GA measure in FRTBCombinedCube, computing the aggregate non-DRC IMA capital requirement for approved desks in Green and Amber PLA zones, per Basel MAR33.41
- [Capital surcharge](https://docs.activeviam.com/solutions/frtb/6.0/cube/capital-surcharge.md): The Capital Surcharge measure in FRTBCombinedCube, computing the additional capital charge when SA exceeds IMA for approved desks, per Basel MAR33.45, with Euler, Incremental, and Spot variations
- [CU](https://docs.activeviam.com/solutions/frtb/6.0/cube/cu.md)
- [IMA-GA](https://docs.activeviam.com/solutions/frtb/6.0/cube/ima-ga.md)
- [IMADRC](https://docs.activeviam.com/solutions/frtb/6.0/cube/imadrc.md)
- [RWA](https://docs.activeviam.com/solutions/frtb/6.0/cube/rwa.md)
- [SA-GA](https://docs.activeviam.com/solutions/frtb/6.0/cube/sa-ga.md)

##### Lookback

- [Lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/acr/lookback/index.md): Lookback measures in FRTBCombinedCube for computing historical averages used in IMA capital calculations, including IMCCavg, IMADRCavg, SESavg, and their contributing lookback series
- [ES (model variation) avg](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-model-variation-avg.md)
- [ES (model variation) lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-model-variation-lookback.md)
- [IMADRC lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/imadrc-lookback.md)
- [IMADRCavg](https://docs.activeviam.com/solutions/frtb/6.0/cube/imadrcavg.md)
- [IMCC lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/imcc-lookback.md)
- [IMCCavg](https://docs.activeviam.com/solutions/frtb/6.0/cube/imccavg.md)
- [SES lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/ses-lookback.md)
- [SESavg](https://docs.activeviam.com/solutions/frtb/6.0/cube/sesavg.md)

#### IMADRC

- [IMADRC](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/imadrc/index.md): Measures for the Internal Models Approach Default Risk Charge (IMA DRC) in FRTBCombinedCube, including DRC capital charges and PL simulation vectors

##### PL

- [PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/imadrc/pl/index.md): PL simulation measures for the IMA Default Risk Charge in FRTBCombinedCube, including the DRC IMA capital charge, simulated PL vectors, and scenario rankings
- [DRC - IMA](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-ima.md)
- [DRC pnl expand](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-pnl-expand.md)
- [DRC scenario rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-scenario-rank.md)

#### InternalModelApproach

- [InternalModelApproach](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/internalmodelapproach/index.md): Measures for the Internal Models Approach (IMA) in FRTBCombinedCube, covering expected shortfall, IMCC, and stress calibration calculations as if all positions were under IMA

##### ES

- [ES](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/internalmodelapproach/es/index.md): Expected Shortfall (ES) measures for the IMA approach in FRTBCombinedCube, including ES Basic, ES Capital, IMCC, SES, Omega multiplier, liquidity-adjusted ES, and PL simulation vectors
- [CA](https://docs.activeviam.com/solutions/frtb/6.0/cube/ca.md): The CA measure in FRTBCombinedCube, computing the aggregate non-DRC IMA capital requirement (C_A) as if all positions were under IMA, per Basel MAR33.41, with Euler, Incremental, and Spot variations
- [ES (basic non-modellable idiosyncratic)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-basic-non-modellable-idiosyncratic.md)
- [ES (basic non-modellable non-idiosyncratic)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-basic-non-modellable-non-idiosyncratic.md)
- [ES (basic)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-basic-ima.md)
- [ES (basic).d2d](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-basic-d2d.md)
- [ES (capital constrained)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-capital-constrained-ima.md)
- [ES (capital unconstrained)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-capital-unconstrained-ima.md)
- [ES (capital)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-capital-ima.md)
- [ES (current ratio)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-current-ratio-ima.md)
- [ES (ISES)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-ises-ima.md)
- [ES (liquidity adj.)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-liquidity-adj-ima.md)
- [ES (model variation)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-model-variation-ima.md)
- [ES (SES)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-ses-ima.md)
- [ES scenario rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-scenario-rank.md)
- [IMCC](https://docs.activeviam.com/solutions/frtb/6.0/cube/imcc-ima.md)
- [IMCC.D2D](https://docs.activeviam.com/solutions/frtb/6.0/cube/imcc-d2d.md)
- [Omega](https://docs.activeviam.com/solutions/frtb/6.0/cube/omega-ima.md)
- [PnL expand](https://docs.activeviam.com/solutions/frtb/6.0/cube/pnl-expand.md)
- [SES](https://docs.activeviam.com/solutions/frtb/6.0/cube/ses-ima.md)
- [Squared ES (liquidity adj.)](https://docs.activeviam.com/solutions/frtb/6.0/cube/squared-es-liquidity-adj-ima.md)
- [Squared lhscalefactor](https://docs.activeviam.com/solutions/frtb/6.0/cube/squared-lhscalefactor-ima.md)

##### Technical

- [Technical](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/internalmodelapproach/technical/index.md): Technical intermediate measures for the IMA Expected Shortfall calculation in FRTBCombinedCube, including currency-level PL vectors, liquidity horizon values, and modellability-split vector variants
- [ES (pnl vector)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector.md)
- [ES (pnl vector) CCY](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-ccy.md)
- [ES (pnl vector) modellable CCY](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-modellable-ccy.md)
- [ES (pnl vector) non-modellable idiosyncratic CCY](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-non-modellable-idiosyncratic-ccy.md)
- [ES (pnl vector) non-modellable non-idiosyncratic CCY](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-non-modellable-non-idiosyncratic-ccy.md)
- [LH](https://docs.activeviam.com/solutions/frtb/6.0/cube/lh.md)
- [Previous LH](https://docs.activeviam.com/solutions/frtb/6.0/cube/previous-lh.md)

#### PL

- [PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/pl-and-plsummary/index.md): P&L and Value-at-Risk measures in FRTBCombinedCube for backtesting and model eligibility testing, covering actual, hypothetical, and theoretical PL series alongside VaR exception counts

##### PL

- [PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/pl-and-plsummary/pl/index.md): P&L attribution measures for model eligibility testing in FRTBCombinedCube, including Actual, Hypothetical, and Theoretical PL series, Unexplained PL, Kolmogorov-Smirnov test metrics, and Spearman correlation statistics
- [Actual PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/actual-pl.md): The Actual PL measure in FRTBCombinedCube, summing actual profit and loss input values used for backtesting and model eligibility testing under Basel MAR32.4
- [Actual PL lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/actual-pl-lookback.md): Historical Actual PL values in FRTBCombinedCube, showing the time series of Actual PL observations used in backtesting calculations, requires the Lookback hierarchy in the view
- [Actual PL lookback rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/actual-pl-lookback-rank.md): Technical measure in FRTBCombinedCube that ranks Actual PL observations within the Lookback window, used as an intermediate step in backtesting calculations
- [Exception 97.5 (actual) lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-actual-lookback.md)
- [Exception 97.5 (hypothetical) lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-hypothetical-lookback.md)
- [Exception 99 (actual) lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-actual-lookback.md)
- [Exception 99 (hypothetical) lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-hypothetical-lookback.md)
- [Hypothetical PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/hypothetical-pl.md)
- [Hypothetical PL lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/hypothetical-pl-lookback.md)
- [Hypothetical PL lookback rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/hypothetical-pl-lookback-rank.md)
- [Kolmogorov-Smirnov test metric](https://docs.activeviam.com/solutions/frtb/6.0/cube/kolmogorov-smirnov-test-metric.md)
- [Kolmogorov-Smirnov test p-value](https://docs.activeviam.com/solutions/frtb/6.0/cube/kolmogorov-smirnov-test-p-value.md)
- [Mean ratio](https://docs.activeviam.com/solutions/frtb/6.0/cube/mean-ratio.md)
- [Mean unexplained PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/mean-unexplained-pl.md)
- [p-value (actual) lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/p-value-actual-lookback.md)
- [p-value (actual) lookback rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/p-value-actual-lookback-rank.md)
- [p-value (hypothetical) lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/p-value-hypothetical-lookback.md)
- [p-value (hypothetical) lookback rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/p-value-hypothetical-lookback-rank.md)
- [PL scenario rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/pl-scenario-rank.md)
- [Spearman correlation metric](https://docs.activeviam.com/solutions/frtb/6.0/cube/spearman-correlation-metric.md)
- [Spearman correlation metric denominator](https://docs.activeviam.com/solutions/frtb/6.0/cube/spearman-correlation-metric-denominator.md)
- [Spearman correlation metric numerator](https://docs.activeviam.com/solutions/frtb/6.0/cube/spearman-correlation-metric-numerator.md)
- [Std dev hypothetical PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/std-dev-hypothetical-pl.md)
- [Std dev hypothetical PL lookback rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/std-dev-hypothetical-pl-lookback-rank.md)
- [Std dev theoretical PL lookback rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/std-dev-theoretical-pl-lookback-rank.md)
- [Theoretical PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/theoretical-pl.md)
- [Theoretical PL lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/theoretical-pl-lookback.md)
- [Theoretical PL lookback rank](https://docs.activeviam.com/solutions/frtb/6.0/cube/theoretical-pl-lookback-rank.md)
- [Unexplained PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/unexplained-pl.md)
- [Unexplained PL lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/unexplained-pl-lookback.md)
- [Variance hypothetical PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/variance-hypothetical-pl.md)
- [Variance ratio](https://docs.activeviam.com/solutions/frtb/6.0/cube/variance-ratio.md)
- [Variance unexplained PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/variance-unexplained-pl.md)

##### VaR

- [VaR](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/pl-and-plsummary/var/index.md): Value-at-Risk measures for backtesting in FRTBCombinedCube, including VaR 97.5 and VaR 99, exception counts and dates for actual and hypothetical PL, outlier counts, and ES confidence level measures
- [ES 97.5](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-97-5.md)
- [ES 99](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-99.md)
- [Exception 97.5 (actual)](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-actual.md)
- [Exception 97.5 (actual) count](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-actual-count.md)
- [Exception 97.5 (actual) dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-actual-dates.md)
- [Exception 97.5 (hypothetical)](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-hypothetical.md)
- [Exception 97.5 (hypothetical) count](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-hypothetical-count.md)
- [Exception 97.5 (hypothetical) dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-hypothetical-dates.md)
- [Exception 97.5 count](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-97-5-count.md)
- [Exception 99 (actual)](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-actual.md)
- [Exception 99 (actual) count](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-actual-count.md)
- [Exception 99 (actual) dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-actual-dates.md)
- [Exception 99 (actual) dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-actual-dates.md)
- [Exception 99 (actual) dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-actual-dates.md)
- [Exception 99 (hypothetical)](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-hypothetical.md)
- [Exception 99 (hypothetical) count](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-hypothetical-count.md)
- [Exception 99 (hypothetical) dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-hypothetical-dates.md)
- [Exception 99 count](https://docs.activeviam.com/solutions/frtb/6.0/cube/exception-99-count.md)
- [Outlier 97.5](https://docs.activeviam.com/solutions/frtb/6.0/cube/outlier-97-5.md)
- [Outlier 97.5 count](https://docs.activeviam.com/solutions/frtb/6.0/cube/outlier-97-5-count.md)
- [Outlier 99](https://docs.activeviam.com/solutions/frtb/6.0/cube/outlier-99.md)
- [Outlier 99 count](https://docs.activeviam.com/solutions/frtb/6.0/cube/outlier-99-count.md)
- [p-value (actual)](https://docs.activeviam.com/solutions/frtb/6.0/cube/p-value-actual.md)
- [p-value (hypothetical)](https://docs.activeviam.com/solutions/frtb/6.0/cube/p-value-hypothetical.md)
- [VaR 97.5](https://docs.activeviam.com/solutions/frtb/6.0/cube/var-97-5.md)
- [VaR 97.5 (previous day)](https://docs.activeviam.com/solutions/frtb/6.0/cube/var-97-5-previous-day.md)
- [VaR 99](https://docs.activeviam.com/solutions/frtb/6.0/cube/var-99.md)
- [VaR 99 (previous day)](https://docs.activeviam.com/solutions/frtb/6.0/cube/var-99-previous-day.md)
- [VaR PL](https://docs.activeviam.com/solutions/frtb/6.0/cube/var-pl.md)
- [VaR PL expand](https://docs.activeviam.com/solutions/frtb/6.0/cube/var-pl-expand.md)

#### StandardisedApproach

- [StandardisedApproach](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/index.md): Measures for the Standardised Approach (SA) in FRTBCombinedCube, covering SBM sensitivities, delta, vega, and curvature risk charges across all risk classes, DRC SA, and RRAO
- [Count](https://docs.activeviam.com/solutions/frtb/6.0/cube/count.md): The Count measure in FRTBCombinedCube, a technical utility showing the total number of fact records for the current context, useful for verifying data load completeness
- [Notional](https://docs.activeviam.com/solutions/frtb/6.0/cube/notional.md)
- [Notional (original currency)](https://docs.activeviam.com/solutions/frtb/6.0/cube/notional-original-currency.md)
- [Notional (original currency) DRC](https://docs.activeviam.com/solutions/frtb/6.0/cube/notional-original-currency-drc.md)
- [Notional DRC](https://docs.activeviam.com/solutions/frtb/6.0/cube/notional-drc.md)
- [PV](https://docs.activeviam.com/solutions/frtb/6.0/cube/pv.md)
- [PV DRC](https://docs.activeviam.com/solutions/frtb/6.0/cube/pv-drc.md)
- [PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/cube/pv-ccy.md)
- [Timestamp](https://docs.activeviam.com/solutions/frtb/6.0/cube/timestamp.md)

##### Aggregated riskcharge by class

- [Aggregated riskcharge by class](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/aggregated-riskcharge-by-class/index.md): Aggregated SA risk charge measures in FRTBCombinedCube, including the Portfolio Risk Charge, SBM Risk Charge, and per-class charges for Commodity, Equity, FX, GIRR, CSR, and Crypto risk classes
- [Commodity risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-risk-charge.md): The Commodity Risk Charge in FRTBCombinedCube, the total SA capital charge for the Commodity risk class combining delta, vega, and curvature under medium correlations per Basel MAR21.4
- [Coverage ratio](https://docs.activeviam.com/solutions/frtb/6.0/cube/coverage-ratio.md): The Coverage Ratio measure in FRTBCombinedCube, the OSFI-required ratio of IMA to total portfolio risk charge per Canadian Capital Adequacy Requirements (CAR) Chapter 9 paragraph 267
- [CSR non-sec risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-risk-charge.md)
- [CSR sec CTP risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-risk-charge.md)
- [CSR sec non-CTP risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-risk-charge.md)
- [Equity risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-risk-charge.md)
- [FX risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-risk-charge.md)
- [GIRR risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-risk-charge.md)
- [Medium risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/medium-risk-charge.md)
- [Portfolio risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/portfolio-risk-charge.md)
- [PortfolioRiskCharge.D2D](https://docs.activeviam.com/solutions/frtb/6.0/cube/portfolioriskcharge-d2d.md)
- [SA](https://docs.activeviam.com/solutions/frtb/6.0/cube/sa.md)
- [SBM correlation scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/sbm-correlation-scenario.md)
- [SBM risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/sbm-risk-charge.md)
- [SBM risk charge (reference scenario)](https://docs.activeviam.com/solutions/frtb/6.0/cube/sbm-risk-charge-reference-scenario.md)

##### Commodity

- [Commodity](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/commodity/index.md): Commodity SA measures in FRTBCombinedCube, organized into delta, vega, and curvature sensitivity types covering risk positions, risk weights, weighted sensitivities, and risk charges

###### Curvature

- [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/commodity/curvature/index.md): Commodity curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices
- [Commodity curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-bucket-scenario.md): The Commodity Curvature Bucket Scenario measure in FRTBCombinedCube, indicating whether the upward or downward scenario produced the worst curvature loss at the Commodity bucket level
- [Commodity curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-cvr.md): The Commodity Curvature CVR measure in FRTBCombinedCube, showing the net valuation impact of the worst-case upward or downward curvature scenario for the Commodity risk class
- [Commodity curvature CVR down](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-cvr-down.md): The Commodity Curvature CVR Down measure in FRTBCombinedCube, computing the valuation impact of the downward curvature scenario with delta effect removed, per Basel MAR21.5
- [Commodity curvature CVR up](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-cvr-up.md): The Commodity Curvature CVR Up measure in FRTBCombinedCube, computing the valuation impact of the upward curvature scenario with delta effect removed, per Basel MAR21.5
- [Commodity curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-delta-sensitivities.md): The Commodity Curvature Delta Sensitivities measure in FRTBCombinedCube, showing commodity delta for trades with curvature risk, used as an input to CVR calculations
- [Commodity curvature delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-delta-weighted-sensitivities.md): The Commodity Curvature Delta Weighted Sensitivities measure in FRTBCombinedCube, computing the delta effect (RW_k x s_ik) subtracted from curvature shocked PL per Basel MAR21.5
- [Commodity curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-risk-charge.md): The Commodity Curvature Risk Charge in FRTBCombinedCube, the SA curvature capital charge for the Commodity risk class under medium correlations per Basel MAR21.5, with Euler, Incremental, and High-Low variations
- [Commodity curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-risk-position.md): The Commodity Curvature Risk Position (K_b) in FRTBCombinedCube, the bucket-level curvature capital charge under medium correlations per Basel MAR21.5, requires the Commodity Buckets hierarchy
- [Commodity curvature risk position down](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-risk-position-down.md): The Commodity Curvature Risk Position Down (K_b-) in FRTBCombinedCube, the bucket-level curvature capital requirement under the downward scenario per Basel MAR21.5
- [Commodity curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-risk-position-scenario.md): The Commodity Curvature Risk Position Scenario measure in FRTBCombinedCube, indicating the worst-case curvature scenario (up or down) at the risk factor level per Basel MAR21.5
- [Commodity curvature risk position up](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-risk-position-up.md): The Commodity Curvature Risk Position Up (K_b+) in FRTBCombinedCube, the bucket-level curvature capital requirement under the upward scenario per Basel MAR21.5
- [Commodity curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-risk-weight.md): The Commodity Curvature Risk Weight measure in FRTBCombinedCube, showing the regulatory risk weights applied to Commodity curvature calculations at the bucket level per Basel MAR21.5
- [Commodity curvature sb](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-sb.md): The Commodity Curvature Sb (S_b) measure in FRTBCombinedCube, the net curvature risk requirement in a Commodity bucket, aggregating CVR values for the selected upward or downward scenario
- [Commodity curvature shock-down prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-shock-down-prices.md): The Commodity Curvature Shock-Down Prices measure in FRTBCombinedCube, showing the trade valuation impact when commodity risk factors are shocked downward per Basel MAR21.5
- [Commodity curvature shock-up prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-curvature-shock-up-prices.md): The Commodity Curvature Shock-Up Prices measure in FRTBCombinedCube, showing the trade valuation impact when commodity risk factors are shocked upward per Basel MAR21.5

###### Delta

- [Delta](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/commodity/delta/index.md): Commodity delta SA measures in FRTBCombinedCube, including delta sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the delta risk charge
- [Commodity delta risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-risk-charge.md): The Commodity Delta Risk Charge in FRTBCombinedCube, the SA delta capital charge for the Commodity risk class under medium correlations per Basel MAR21.4, with Euler, Incremental, and High-Low variations
- [Commodity delta risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-risk-position.md): The Commodity Delta Risk Position (K_b) in FRTBCombinedCube, the bucket-level delta capital charge under medium correlations per Basel MAR21.4, requires the Commodity Buckets hierarchy
- [Commodity delta risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-risk-position-correlations.md): The Commodity Delta Risk Position Correlations in FRTBCombinedCube, the intra-bucket correlation parameter (rho_kl) between delta sensitivities per Basel MAR21.83, requires Commodity Delta Double Sums and Commodity Buckets hierarchies
- [Commodity delta risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-risk-position-double-sums.md): The Commodity Delta Risk Position Double Sums measure in FRTBCombinedCube, computing the cross-product sum of weighted sensitivities in the bucket-level delta charge formula per Basel MAR21.4
- [Commodity delta risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-risk-weight.md): The Commodity Delta Risk Weight measure in FRTBCombinedCube, showing the regulatory risk weights applied to Commodity delta sensitivities at the bucket level per Basel MAR21.82
- [Commodity delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-sensitivities.md): The Commodity Delta Sensitivities measure in FRTBCombinedCube, reporting raw commodity delta (s_k) inputs for the SBM calculation per Basel MAR21.21, with Long-Short, Netted, and Reported variations
- [Commodity delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-weighted-sensitivities.md): The Commodity Delta Weighted Sensitivities measure in FRTBCombinedCube, computing risk-weighted commodity delta (WS_k = RW_k x s_k) for the bucket-level delta charge per Basel MAR21.4

###### Vega

- [Vega](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/commodity/vega/index.md): Commodity vega SA measures in FRTBCombinedCube, including vega sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the vega risk charge
- [Commodity vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-risk-charge.md): The Commodity Vega Risk Charge in FRTBCombinedCube, the SA vega capital charge for the Commodity risk class under medium correlations per Basel MAR21.4, with Euler, Incremental, and High-Low variations
- [Commodity vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-risk-position.md): The Commodity Vega Risk Position (K_b) in FRTBCombinedCube, the bucket-level vega capital charge under medium correlations per Basel MAR21.4, requires the Commodity Buckets hierarchy
- [Commodity vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-risk-position-correlations.md): The Commodity Vega Risk Position Correlations in FRTBCombinedCube, the intra-bucket correlation parameter (rho_kl) between vega sensitivities per Basel MAR21.94, requires Commodity Delta Double Sums and Commodity Buckets hierarchies
- [Commodity vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-risk-position-double-sums.md): The Commodity Vega Risk Position Double Sums measure in FRTBCombinedCube, computing the cross-product sum of weighted vega sensitivities in the bucket-level charge formula per Basel MAR21.4
- [Commodity vega risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-risk-weight.md): The Commodity Vega Risk Weight measure in FRTBCombinedCube, showing the regulatory risk weights applied to Commodity vega sensitivities, scaled by the liquidity horizon square root per Basel MAR21.92
- [Commodity vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-sensitivities.md): The Commodity Vega Sensitivities measure in FRTBCombinedCube, reporting raw commodity vega (s_k) inputs for the SBM vega charge calculation per Basel MAR21.25
- [Commodity vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-weighted-sensitivities.md): The Commodity Vega Weighted Sensitivities measure in FRTBCombinedCube, computing risk-weighted commodity vega (WS_k = RW_k x s_k) for the bucket-level vega charge per Basel MAR21.4

##### Crypto 2b

- [Crypto 2b](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/crypto-2b/index.md): Crypto 2b SA measures in FRTBCombinedCube, covering Group 2b cryptoasset exposures (long and short), exposure risk weights, and the resulting capital requirement
- [Crypto 2b](https://docs.activeviam.com/solutions/frtb/6.0/cube/crypto-2b.md)
- [Crypto 2b exposure](https://docs.activeviam.com/solutions/frtb/6.0/cube/crypto-2b-exposure.md)
- [Crypto 2b exposure long](https://docs.activeviam.com/solutions/frtb/6.0/cube/crypto-2b-exposure-long.md)
- [Crypto 2b exposure max](https://docs.activeviam.com/solutions/frtb/6.0/cube/crypto-2b-exposure-max.md)
- [Crypto 2b exposure risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/crypto-2b-exposure-risk-weight.md)
- [Crypto 2b exposure short](https://docs.activeviam.com/solutions/frtb/6.0/cube/crypto-2b-exposure-short.md)

##### CSR non-sec

- [CSR non-sec](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-non-sec/index.md): CSR non-securitisation SA measures in FRTBCombinedCube, organized into delta, vega, and curvature sensitivity types covering risk positions, risk weights, weighted sensitivities, and risk charges

###### Curvature

- [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-non-sec/curvature/index.md): CSR non-securitisation curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices
- [CSR non-sec curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-cvr.md): The CSR non-Sec Curvature CVR measure in FRTBCombinedCube, showing the net valuation impact of the worst-case upward or downward curvature scenario for the CSR non-Sec risk class
- [CSR non-sec curvature CVR down](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-cvr-down.md): The CSR non-Sec Curvature CVR Down measure in FRTBCombinedCube, computing the valuation impact of the downward curvature scenario with delta effect removed, per Basel MAR21.5
- [CSR non-sec curvature CVR up](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-cvr-up.md): The CSR non-Sec Curvature CVR Up measure in FRTBCombinedCube, computing the valuation impact of the upward curvature scenario after deduction of delta risk position, per Basel MAR21.5
- [CSR non-sec curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-delta-sensitivities.md): The CSR non-Sec Curvature Delta Sensitivities measure in FRTBCombinedCube, showing CSR non-Sec delta for trades with curvature risk, used as an input to CVR calculations per Basel MAR21.5
- [CSR non-sec curvature delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-delta-weighted-sensitivities.md): The CSR non-Sec Curvature Delta Weighted Sensitivities measure in FRTBCombinedCube, computing the delta effect (RW_k x s_ik) subtracted from curvature shocked PL per Basel MAR21.5
- [CSR non-sec curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-risk-charge.md): The CSR non-Sec Curvature Risk Charge in FRTBCombinedCube, the SA curvature capital charge for the CSR non-Sec risk class under medium correlations per Basel MAR21.5, with Euler, Incremental, and High-Low variations
- [CSR non-sec curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-risk-position.md): The CSR non-Sec Curvature Risk Position (K_b) in FRTBCombinedCube, the bucket-level curvature capital charge under medium correlations per Basel MAR21.5, requires the CSR non-Sec Buckets hierarchy
- [CSR non-sec curvature risk position down](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-risk-position-down.md): The CSR non-Sec Curvature Risk Position Down (K_b-) in FRTBCombinedCube, the bucket-level curvature capital requirement under the downward scenario per Basel MAR21.5
- [CSR non-sec curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-risk-position-scenario.md): The CSR non-Sec Curvature Risk Position Scenario measure in FRTBCombinedCube, indicating the worst-case curvature scenario (up or down) at the risk factor level per Basel MAR21.5
- [CSR non-sec curvature risk position up](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-risk-position-up.md): The CSR non-Sec Curvature Risk Position Up (K_b+) in FRTBCombinedCube, the bucket-level curvature capital requirement under the upward scenario per Basel MAR21.5
- [CSR non-sec curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-risk-weight.md): The CSR non-Sec Curvature Risk Weight measure in FRTBCombinedCube, showing the regulatory risk weights applied to CSR non-Sec curvature calculations at the bucket level per Basel MAR21.5
- [CSR non-sec curvature sb](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-sb.md): The CSR non-Sec Curvature Sb (S_b) measure in FRTBCombinedCube, the net curvature risk requirement in a CSR non-Sec bucket, aggregating CVR values for the selected upward or downward scenario
- [CSR non-sec curvature shock-down prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-shock-down-prices.md): The CSR non-Sec Curvature Shock-Down Prices measure in FRTBCombinedCube, showing the trade valuation impact when CSR non-Sec risk factors are shocked downward per Basel MAR21.5
- [CSR non-sec curvature shock-up prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-shock-up-prices.md): The CSR non-Sec Curvature Shock-Up Prices measure in FRTBCombinedCube, showing the trade valuation impact when CSR non-Sec risk factors are shocked upward per Basel MAR21.5
- [csr-non-sec curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-curvature-bucket-scenario.md): The CSR non-Sec Curvature Bucket Scenario measure in FRTBCombinedCube, indicating whether the upward or downward scenario produced the worst curvature loss at the CSR non-Sec bucket level

###### Delta

- [Delta](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-non-sec/delta/index.md): CSR non-securitisation delta SA measures in FRTBCombinedCube, including delta sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the delta risk charge
- [CSR non-sec delta risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-risk-charge.md): The CSR non-Sec Delta Risk Charge in FRTBCombinedCube, the SA delta capital charge for the CSR non-Sec risk class under medium correlations per Basel MAR21.4, with Euler, Incremental, and High-Low variations
- [CSR non-sec delta risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-risk-position.md): The CSR non-Sec Delta Risk Position (K_b) in FRTBCombinedCube, the bucket-level delta capital charge under medium correlations per Basel MAR21.4, requires the CSR non-Sec Buckets hierarchy
- [CSR non-sec delta risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-risk-position-correlations.md): The CSR non-Sec Delta Risk Position Correlations in FRTBCombinedCube, the intra-bucket correlation parameter (rho_kl) between delta sensitivities per Basel MAR21.54, requires CSR non-Sec Buckets hierarchy
- [CSR non-sec delta risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-risk-position-double-sums.md)
- [CSR non-sec delta risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-risk-weight.md)
- [CSR non-sec delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-sensitivities.md)
- [CSR non-sec delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-weighted-sensitivities.md)

###### Vega

- [Vega](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-non-sec/vega/index.md): CSR non-securitisation vega SA measures in FRTBCombinedCube, including vega sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the vega risk charge
- [CSR non-sec vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-risk-charge.md)
- [CSR non-sec vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-risk-position.md)
- [CSR non-sec vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-risk-position-correlations.md)
- [CSR non-sec vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-risk-position-double-sums.md)
- [CSR non-sec vega risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-risk-weight.md)
- [CSR non-sec vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-sensitivities.md)
- [CSR non-sec vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-weighted-sensitivities.md)

##### CSR sec CTP

- [CSR sec CTP](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-ctp/index.md): CSR securitisation CTP SA measures in FRTBCombinedCube, organized into delta, vega, and curvature sensitivity types covering risk positions, risk weights, weighted sensitivities, and risk charges

###### Curvature

- [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-ctp/curvature/index.md): CSR Sec CTP curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices
- [CSR sec CTP curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-bucket-scenario.md)
- [CSR sec CTP curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-cvr.md)
- [CSR sec CTP curvature CVR down](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-cvr-down.md)
- [CSR sec CTP curvature CVR up](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-cvr-up.md)
- [CSR sec CTP curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-delta-sensitivities.md)
- [CSR sec CTP curvature delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-delta-weighted-sensitivities.md)
- [CSR sec CTP curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-risk-charge.md)
- [CSR sec CTP curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-risk-position.md)
- [CSR sec CTP curvature risk position down](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-risk-position-down.md)
- [CSR sec CTP curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-risk-position-scenario.md)
- [CSR sec CTP curvature risk position up](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-risk-position-up.md)
- [CSR sec CTP curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-risk-weight.md)
- [CSR sec CTP curvature sb](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-sb.md)
- [CSR sec CTP curvature shock-down prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-shock-down-prices.md)
- [CSR sec CTP curvature shock-up prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-curvature-shock-up-prices.md)

###### Delta

- [Delta](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-ctp/delta/index.md): CSR Sec CTP delta SA measures in FRTBCombinedCube, including delta sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the delta risk charge
- [CSR sec CTP delta risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-risk-charge.md)
- [CSR sec CTP delta risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-risk-position.md)
- [CSR sec CTP delta risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-risk-position-correlations.md)
- [CSR sec CTP delta risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-risk-position-double-sums.md)
- [CSR sec CTP delta risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-risk-weight.md)
- [CSR sec CTP delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-sensitivities.md)
- [CSR sec CTP delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-weighted-sensitivities.md)

###### Vega

- [Vega](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-ctp/vega/index.md): CSR Sec CTP vega SA measures in FRTBCombinedCube, including vega sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the vega risk charge
- [CSR sec CTP vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-risk-charge.md)
- [CSR sec CTP vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-risk-position.md)
- [CSR sec CTP vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-risk-position-correlations.md)
- [CSR sec CTP vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-risk-position-double-sums.md)
- [CSR sec CTP vega risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-risk-weight.md)
- [CSR sec CTP vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-sensitivities.md)
- [CSR sec CTP vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-weighted-sensitivities.md)

##### CSR sec non-CTP

- [CSR sec non-CTP](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-non-ctp/index.md): CSR securitisation non-CTP SA measures in FRTBCombinedCube, organized into delta, vega, and curvature sensitivity types covering risk positions, risk weights, weighted sensitivities, and risk charges

###### Curvature

- [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-non-ctp/curvature/index.md): CSR Sec non-CTP curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices
- [CSR sec non-CTP curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-bucket-scenario.md)
- [CSR sec non-CTP curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-cvr.md)
- [CSR sec non-CTP curvature CVR down](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-cvr-down.md)
- [CSR sec non-CTP curvature CVR up](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-cvr-up.md)
- [CSR sec non-CTP curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-delta-sensitivities.md)
- [CSR sec non-CTP curvature delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-delta-weighted-sensitivities.md)
- [CSR sec non-CTP curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-risk-charge.md)
- [CSR sec non-CTP curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-risk-position.md)
- [CSR sec non-CTP curvature risk position down](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-risk-position-down.md)
- [CSR sec non-CTP curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-risk-position-scenario.md)
- [CSR sec non-CTP curvature risk position up](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-risk-position-up.md)
- [CSR sec non-CTP curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-risk-weight.md)
- [CSR sec non-CTP curvature sb](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-sb.md)
- [CSR sec non-CTP curvature shock-down prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-shock-down-prices.md)
- [CSR sec non-CTP curvature shock-up prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-curvature-shock-up-prices.md)

###### Delta

- [Delta](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-non-ctp/delta/index.md): CSR Sec non-CTP delta SA measures in FRTBCombinedCube, including delta sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the delta risk charge
- [CSR sec non-CTP delta risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-risk-charge.md)
- [CSR sec non-CTP delta risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-risk-position.md)
- [CSR sec non-CTP delta risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-risk-position-correlations.md)
- [CSR sec non-CTP delta risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-risk-position-double-sums.md)
- [CSR sec non-CTP delta risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-risk-weight.md)
- [CSR sec non-CTP delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-sensitivities.md)
- [CSR sec non-CTP delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-weighted-sensitivities.md)

###### Vega

- [Vega](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/csr-sec-non-ctp/vega/index.md): CSR Sec non-CTP vega SA measures in FRTBCombinedCube, including vega sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the vega risk charge
- [CSR sec non-CTP vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-risk-charge.md)
- [CSR sec non-CTP vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-risk-position.md)
- [CSR sec non-CTP vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-risk-position-correlations.md)
- [CSR sec non-CTP vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-risk-position-double-sums.md)
- [CSR sec non-CTP vega risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-risk-weight.md)
- [CSR sec non-CTP vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-sensitivities.md)
- [CSR sec non-CTP vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-weighted-sensitivities.md)

##### DRC

- [DRC](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/drc/index.md): Default Risk Charge (DRC) SA measures in FRTBCombinedCube, covering gross and net JTD, LGD, risk weights, and capital charges for non-securitisation, Sec CTP, and Sec non-CTP exposures
- [Default risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/default-risk-charge.md)
- [DRC adjustment](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-adjustment.md)
- [DRC non-sec default risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-default-risk-charge.md)
- [DRC non-sec gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-gross-jtd.md)
- [DRC non-sec JTD weightings](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-jtd-weightings.md)
- [DRC non-sec JTD weightings override](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-jtd-weightings-override.md)
- [DRC non-sec LGD](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-lgd.md)
- [DRC non-sec net JTD long](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-net-jtd-long.md)
- [DRC non-sec net JTD short](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-net-jtd-short.md)
- [DRC non-sec scaled gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-scaled-gross-jtd.md)
- [DRC non-sec weighted net JTD long](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-weighted-net-jtd-long.md)
- [DRC non-sec weighted net JTD short](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-weighted-net-jtd-short.md)
- [DRC non-sec wts ratio](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-wts-ratio.md)
- [DRC sec CTP default risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-default-risk-charge.md)
- [DRC sec CTP default risk charge aggregated](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-default-risk-charge-aggregated.md)
- [DRC sec CTP default risk charge bucket](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-default-risk-charge-bucket.md)
- [DRC sec CTP gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-gross-jtd.md)
- [DRC sec CTP HBR](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-hbr.md)
- [DRC sec CTP HBR top](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-hbr-top.md)
- [DRC sec CTP net JTD long](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-net-jtd-long.md)
- [DRC sec CTP net JTD short](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-net-jtd-short.md)
- [DRC sec CTP scaled gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-scaled-gross-jtd.md)
- [DRC sec CTP weighted net JTD long](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-weighted-net-jtd-long.md)
- [DRC sec CTP weighted net JTD short](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-weighted-net-jtd-short.md)
- [DRC sec CTP wts ratio](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-wts-ratio.md)
- [DRC sec non-CTP default risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-default-risk-charge.md)
- [DRC sec non-CTP gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-gross-jtd.md)
- [DRC sec non-CTP JTD weightings](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-jtd-weightings.md)
- [DRC sec non-CTP JTD weightings override](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-jtd-weightings-override.md)
- [DRC sec non-CTP net JTD long](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-net-jtd-long.md)
- [DRC sec non-CTP net JTD short](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-net-jtd-short.md)
- [DRC sec non-CTP scaled gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-scaled-gross-jtd.md)
- [DRC sec non-CTP weighted net JTD long](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-weighted-net-jtd-long.md)
- [DRC sec non-CTP weighted net JTD short](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-weighted-net-jtd-short.md)
- [DRC sec non-CTP wts ratio](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-wts-ratio.md)
- [Maturity scaling factor](https://docs.activeviam.com/solutions/frtb/6.0/cube/maturity-scaling-factor.md)
- [PV.CCY DRC](https://docs.activeviam.com/solutions/frtb/6.0/cube/pv-ccy-drc.md)

##### Equity

- [Equity](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/equity/index.md): Equity SA measures in FRTBCombinedCube, organized into delta, vega, and curvature sensitivity types covering risk positions, risk weights, weighted sensitivities, and risk charges

###### Curvature

- [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/equity/curvature/index.md): Equity curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices
- [Equity curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-bucket-scenario.md)
- [Equity curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-cvr.md)
- [Equity curvature CVR down](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-cvr-down.md)
- [Equity curvature CVR up](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-cvr-up.md)
- [Equity curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-delta-sensitivities.md)
- [Equity curvature delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-delta-weighted-sensitivities.md)
- [Equity curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-risk-charge.md)
- [Equity curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-risk-position.md)
- [Equity curvature risk position down](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-risk-position-down.md)
- [Equity curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-risk-position-scenario.md)
- [Equity curvature risk position up](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-risk-position-up.md)
- [Equity curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-risk-weight.md)
- [Equity curvature sb](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-sb.md)
- [Equity curvature shock-down prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-shock-down-prices.md)
- [Equity curvature shock-up prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-curvature-shock-up-prices.md)

###### Delta

- [Delta](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/equity/delta/index.md): Equity delta SA measures in FRTBCombinedCube, including spot and repo delta sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the delta risk charge
- [Equity delta risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-risk-charge.md)
- [Equity delta risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-risk-position.md)
- [Equity delta risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-risk-position-correlations.md)
- [Equity delta risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-risk-position-double-sums.md)
- [Equity delta risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-risk-weight.md)
- [Equity delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-sensitivities.md)
- [Equity delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-weighted-sensitivities.md)

###### Vega

- [Vega](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/equity/vega/index.md): Equity vega SA measures in FRTBCombinedCube, including vega sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the vega risk charge
- [Equity vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-risk-charge.md)
- [Equity vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-risk-position.md)
- [Equity vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-risk-position-correlations.md)
- [Equity vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-risk-position-double-sums.md)
- [Equity vega risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-risk-weight.md)
- [Equity vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-sensitivities.md)
- [Equity vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-weighted-sensitivities.md)

##### FX

- [FX](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/fx/index.md): FX SA measures in FRTBCombinedCube, organized into delta, vega, and curvature sensitivity types covering risk positions, risk weights, weighted sensitivities, and risk charges

###### Curvature

- [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/fx/curvature/index.md): FX curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices
- [FX curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-bucket-scenario.md)
- [FX curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-cvr.md)
- [FX curvature CVR down](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-cvr-down.md)
- [FX curvature CVR up](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-cvr-up.md)
- [FX curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-delta-sensitivities.md)
- [FX curvature delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-delta-weighted-sensitivities.md)
- [FX curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-risk-charge.md)
- [FX curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-risk-position.md)
- [FX curvature risk position down](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-risk-position-down.md)
- [FX curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-risk-position-scenario.md)
- [FX curvature risk position up](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-risk-position-up.md)
- [FX curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-risk-weight.md)
- [FX curvature sb](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-sb.md)
- [FX curvature shock-down prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-shock-down-prices.md)
- [FX curvature shock-up prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-curvature-shock-up-prices.md)

###### Delta

- [Delta](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/fx/delta/index.md): FX delta SA measures in FRTBCombinedCube, including delta sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the delta risk charge
- [FX delta risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-risk-charge.md)
- [FX delta risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-risk-position.md)
- [FX delta risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-risk-position-correlations.md)
- [FX delta risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-risk-position-double-sums.md)
- [FX delta risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-risk-weight.md)
- [FX delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-sensitivities.md)
- [FX delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-weighted-sensitivities.md)

###### Vega

- [Vega](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/fx/vega/index.md): FX vega SA measures in FRTBCombinedCube, including vega sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the vega risk charge
- [FX vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-risk-charge.md)
- [FX vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-risk-position.md)
- [FX vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-risk-position-correlations.md)
- [FX vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-risk-position-double-sums.md)
- [FX vega risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-risk-weight.md)
- [FX vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-sensitivities.md)
- [FX vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-weighted-sensitivities.md)

##### GIRR

- [GIRR](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/girr/index.md): GIRR SA measures in FRTBCombinedCube, organized into delta, vega, and curvature sensitivity types covering risk positions, risk weights, weighted sensitivities, and risk charges

###### Curvature

- [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/girr/curvature/index.md): GIRR curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices
- [GIRR curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-bucket-scenario.md)
- [GIRR curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-cvr.md)
- [GIRR curvature CVR down](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-cvr-down.md)
- [GIRR curvature CVR up](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-cvr-up.md)
- [GIRR curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-delta-sensitivities.md)
- [GIRR curvature delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-delta-weighted-sensitivities.md)
- [GIRR curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-risk-charge.md)
- [GIRR curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-risk-position.md)
- [GIRR curvature risk position down](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-risk-position-down.md)
- [GIRR curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-risk-position-scenario.md)
- [GIRR curvature risk position up](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-risk-position-up.md)
- [GIRR curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-risk-weight.md)
- [GIRR curvature sb](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-sb.md)
- [GIRR curvature shock-down prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-shock-down-prices.md)
- [GIRR curvature shock-up prices](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curvature-shock-up-prices.md)

###### Delta

- [Delta](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/girr/delta/index.md): GIRR delta SA measures in FRTBCombinedCube, including delta sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the delta risk charge
- [GIRR delta risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-risk-charge.md)
- [GIRR delta risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-risk-position.md)
- [GIRR delta risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-risk-position-correlations.md)
- [GIRR delta risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-risk-position-double-sums.md)
- [GIRR delta risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-risk-weight.md)
- [GIRR delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-sensitivities.md)
- [GIRR delta weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-weighted-sensitivities.md)

###### Vega

- [Vega](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/girr/vega/index.md): GIRR vega SA measures in FRTBCombinedCube, including vega sensitivities, weighted sensitivities, risk weights, bucket-level risk positions, correlations, and the vega risk charge
- [GIRR vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-risk-charge.md)
- [GIRR vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-risk-position.md)
- [GIRR vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-risk-position-correlations.md)
- [GIRR vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-risk-position-double-sums.md)
- [GIRR vega risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-risk-weight.md)
- [GIRR vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-sensitivities.md)
- [GIRR vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-weighted-sensitivities.md)

##### RRAO

- [RRAO](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/standardisedapproach/rrao/index.md): RRAO measures in FRTBCombinedCube, providing the Residual Risk Add-On capital charge for positions with exotic underlyings under the Standardised Approach
- [Residual risk add on](https://docs.activeviam.com/solutions/frtb/6.0/cube/residual-risk-add-on.md)

#### StressCalibration

- [StressCalibration](https://docs.activeviam.com/solutions/frtb/6.0/cube/measures/stresscalibration/index.md): Stress calibration measures in FRTBCombinedCube for identifying the optimal stress period, based on the greatest IMCC and SES values across all one-year windows since 2007
- [ES (basic)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-basic-stress.md)
- [ES (capital constrained)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-capital-constrained-stress.md)
- [ES (capital unconstrained)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-capital-unconstrained-stress.md)
- [ES (capital)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-capital-stress.md)
- [ES (current ratio)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-current-ratio-stress.md)
- [ES (ISES)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-ises-stress.md)
- [ES (liquidity adj.)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-liquidity-adj-stress.md)
- [ES (model variation)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-model-variation-stress.md)
- [ES (pnl vector)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector.md)
- [ES (pnl vector) CCY](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-ccy.md)
- [ES (pnl vector) expand](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-expand.md)
- [ES (pnl vector) non-modellable idiosyncratic](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-non-modellable-idiosyncratic.md)
- [ES (pnl vector) non-modellable non-idiosyncratic](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-non-modellable-non-idiosyncratic.md)
- [ES (pnl vector) RAW](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-pnl-vector-raw.md)
- [ES (SES)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-ses-stress.md)
- [IMCC](https://docs.activeviam.com/solutions/frtb/6.0/cube/imcc-stress.md)
- [IMCC indicator](https://docs.activeviam.com/solutions/frtb/6.0/cube/imcc-indicator.md)
- [LH](https://docs.activeviam.com/solutions/frtb/6.0/cube/lh.md)
- [Omega](https://docs.activeviam.com/solutions/frtb/6.0/cube/omega-stress.md)
- [Previous LH](https://docs.activeviam.com/solutions/frtb/6.0/cube/previous-lh.md)
- [SES](https://docs.activeviam.com/solutions/frtb/6.0/cube/ses-stress.md)
- [SES max](https://docs.activeviam.com/solutions/frtb/6.0/cube/ses-max.md)
- [Squared ES (liquidity adj.)](https://docs.activeviam.com/solutions/frtb/6.0/cube/squared-es-liquidity-adj-stress.md)
- [Squared lhscalefactor](https://docs.activeviam.com/solutions/frtb/6.0/cube/squared-lhscalefactor-stress.md)

### Context values

- [Context values](https://docs.activeviam.com/solutions/frtb/6.0/cube/context-values/index.md): How to override default calculation parameters in Atoti FRTB using the Context Values drawer, including lookback periods and differentiation step sizes
- [CA-Lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/ca-lookback.md): The CA-Lookback context value in FRTBCombinedCube, controlling the number of business days used in IMCC and SES average calculations, defaulting to 60 days per Basel MAR33.41
- [DifferentiationStepSize](https://docs.activeviam.com/solutions/frtb/6.0/cube/differentiationstepsize.md)
- [ES (model variation) lookback (context value)](https://docs.activeviam.com/solutions/frtb/6.0/cube/es-model-variation-lookback-context-value.md)
- [IMADRC-Lookback (context value)](https://docs.activeviam.com/solutions/frtb/6.0/cube/imadrc-lookback-context-value.md)
- [ImaNbExceptions](https://docs.activeviam.com/solutions/frtb/6.0/cube/imanbexceptions.md)
- [NbDaysPLMeasures](https://docs.activeviam.com/solutions/frtb/6.0/cube/nbdaysplmeasures.md)
- [ProRataHierarchy](https://docs.activeviam.com/solutions/frtb/6.0/cube/proratahierarchy.md)
- [ProRataLeafLevel](https://docs.activeviam.com/solutions/frtb/6.0/cube/prorataleaflevel.md)
- [ReferenceLevel](https://docs.activeviam.com/solutions/frtb/6.0/cube/referencelevel.md)
- [ReferenceLevelVisualTotalsMode](https://docs.activeviam.com/solutions/frtb/6.0/cube/referencelevelvisualtotalsmode.md)

### Dimensions

- [Dimensions](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/index.md): Dimensions available in the FRTBCombinedCube, organized into groups covering booking, buckets, correlation scenarios, currencies, dates, default risk charge, organization, risk, and sign-off

#### Booking

- [Booking](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/booking/index.md): The Booking dimension in FRTBCombinedCube, covering hierarchies for books, desks, categories, FRTB model treatment, IRT desk groups, netting sets, PLA zones, and trade inclusion flags
- [Books](https://docs.activeviam.com/solutions/frtb/6.0/cube/books.md): The Books hierarchy in the Booking dimension of FRTBCombinedCube, providing unique book identifiers as the leaf-level dimension for filtering and aggregating positions by book
- [Categories](https://docs.activeviam.com/solutions/frtb/6.0/cube/categories.md): The Categories hierarchy in the Booking dimension of FRTBCombinedCube, providing a two-level structure (ALL, Category) for grouping books into desk categories
- [Desks](https://docs.activeviam.com/solutions/frtb/6.0/cube/desks.md)
- [FRTB model](https://docs.activeviam.com/solutions/frtb/6.0/cube/frtb-model.md)
- [Inclusion](https://docs.activeviam.com/solutions/frtb/6.0/cube/inclusion.md)
- [Inclusion](https://docs.activeviam.com/solutions/frtb/6.0/cube/inclusion.md)
- [IRT desk](https://docs.activeviam.com/solutions/frtb/6.0/cube/irt-desk.md)
- [IRT group](https://docs.activeviam.com/solutions/frtb/6.0/cube/irt-group.md)
- [Netting set](https://docs.activeviam.com/solutions/frtb/6.0/cube/netting-set.md)
- [PLA zone](https://docs.activeviam.com/solutions/frtb/6.0/cube/pla-zone.md)
- [Trades](https://docs.activeviam.com/solutions/frtb/6.0/cube/trades.md)

#### Buckets

- [Buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/buckets/index.md): The Buckets dimension in FRTBCombinedCube, providing sensitivity bucket hierarchies for Commodity, Crypto 2a, CSR non-Sec, CSR Sec CTP, CSR Sec non-CTP, Equity, FX, and GIRR risk classes
- [Commodity buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-buckets.md): The Commodity Buckets hierarchy in the Buckets dimension of FRTBCombinedCube, defining the regulatory sensitivity buckets for the Commodity risk class per Basel MAR21.82
- [CSR non-sec buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-buckets.md): The CSR non-Sec Buckets hierarchy in the Buckets dimension of FRTBCombinedCube, defining the regulatory sensitivity buckets for the CSR non-Sec risk class per Basel MAR21.51
- [CSR sec CTP buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-buckets.md)
- [CSR sec non-CTP buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-buckets.md)
- [Equity buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-buckets.md)
- [FX buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-buckets.md)
- [GIRR buckets](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-buckets.md)

#### Correlation scenario

- [Correlation scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/correlation-scenario/index.md): The Correlation Scenario dimension in FRTBCombinedCube, providing the hierarchy for selecting the correlation scenario used in Sensitivity-Based Method calculations
- [Correlation scenario](https://docs.activeviam.com/solutions/frtb/6.0/cube/correlation-scenario.md): The Correlation Scenario hierarchy in the Correlation Scenario dimension of FRTBCombinedCube, controlling which Basel correlation scenario (High, Medium, Low) applies to the SBM Risk Charge measure

#### Currencies

- [Currencies](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/currencies/index.md): The Currencies dimension in FRTBCombinedCube, providing the Currency hierarchy that identifies the currency of each input sensitivity value used across all risk classes
- [Currency](https://docs.activeviam.com/solutions/frtb/6.0/cube/currency.md)

#### Dates

- [Dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/dates/index.md): The Dates dimension in FRTBCombinedCube, covering date hierarchies for risk value dates, trade dates, book structure dates, and the OmegaDate slicing selector for weekly reference periods
- [BookStructureDate](https://docs.activeviam.com/solutions/frtb/6.0/cube/bookstructuredate.md): The BookStructureDate hierarchy in the Dates dimension, defining the as-of date used by BookHierarchy, Desks, Categories, FRTB Model, PLA Zone, and IRT Desk hierarchies
- [Date](https://docs.activeviam.com/solutions/frtb/6.0/cube/date.md)
- [OmegaDate](https://docs.activeviam.com/solutions/frtb/6.0/cube/omegadate.md)
- [TradeDates](https://docs.activeviam.com/solutions/frtb/6.0/cube/tradedates.md)

#### Default risk charge

- [Default risk charge](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/default-risk-charge/index.md): The Default Risk Charge dimension in FRTBCombinedCube, covering hierarchies for DRC non-Sec, Sec CTP, and Sec non-CTP exposures, including buckets, ratings, seniority, attachment points, and LGD type
- [DRC direction](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-direction.md)
- [DRC fund treatment](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-fund-treatment.md)
- [DRC instrument LGD type](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-instrument-lgd-type.md)
- [DRC maturity](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-maturity.md)
- [DRC non-sec bucket](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-bucket.md)
- [DRC non-sec instrument type](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-instrument-type.md)
- [DRC non-sec rating](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-non-sec-rating.md)
- [DRC obligor](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-obligor.md)
- [DRC sec CTP attachment](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-attachment.md)
- [DRC sec CTP bucket](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-bucket.md)
- [DRC sec CTP detachment](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-detachment.md)
- [DRC sec CTP instrument type](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-instrument-type.md)
- [DRC sec CTP rating](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-rating.md)
- [DRC sec CTP rating type](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-rating-type.md)
- [DRC sec CTP security](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-security.md)
- [DRC sec CTP seniority](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-ctp-seniority.md)
- [DRC sec non-CTP asset class](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-asset-class.md)
- [DRC sec non-CTP attachment](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-attachment.md)
- [DRC sec non-CTP bucket](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-bucket.md)
- [DRC sec non-CTP detachment](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-detachment.md)
- [DRC sec non-CTP rating](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-rating.md)
- [DRC sec non-CTP rating type](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-rating-type.md)
- [DRC sec non-CTP region](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-region.md)
- [DRC sec non-CTP seniority](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-seniority.md)
- [DRC sec non-CTP tranche](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-sec-non-ctp-tranche.md)
- [DRC seniority](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-seniority.md)
- [DRC zero risk weight](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-zero-risk-weight.md)

#### displayCurrency

- [displayCurrency](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/displaycurrency/index.md): The displayCurrency dimension in FRTBCombinedCube, providing the hierarchy for selecting the reporting currency in which query results are displayed across all measures
- [displayCurrency](https://docs.activeviam.com/solutions/frtb/6.0/cube/displaycurrency.md)

#### Double sums

- [Double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/double-sums/index.md): The Double Sums dimension in FRTBCombinedCube, covering delta and vega correlation factor hierarchies for all SBM risk classes including Commodity, Equity, FX, GIRR, and CSR variants
- [Commodity delta double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-delta-double-sums.md): The Commodity Delta Double Sums hierarchy in the Double Sums dimension of FRTBCombinedCube, providing three levels (Cty, Tenor, Basis) for determining delta risk factor correlations per Basel MAR21.83
- [Commodity vega double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-vega-double-sums.md): The Commodity Vega Double Sums hierarchy in the Double Sums dimension of FRTBCombinedCube, providing three levels (Cty, Maturity1, Maturity2) for determining vega risk factor correlations per Basel MAR21.94
- [CSR non-sec delta double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-delta-double-sums.md): The CSR non-Sec Delta Double Sums hierarchy in the Double Sums dimension of FRTBCombinedCube, providing three levels (Name, Tenor, Basis) for determining delta risk factor correlations per Basel MAR21.54
- [CSR non-sec vega double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-non-sec-vega-double-sums.md)
- [CSR sec CTP delta double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-delta-double-sums.md)
- [CSR sec CTP vega double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-ctp-vega-double-sums.md)
- [CSR sec non-CTP delta double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-delta-double-sums.md)
- [CSR sec non-CTP vega double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-vega-double-sums.md)
- [Equity delta double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-delta-double-sums.md)
- [Equity vega double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-vega-double-sums.md)
- [FX delta double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-delta-double-sums.md)
- [FX vega double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-vega-double-sums.md)
- [GIRR delta double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-delta-double-sums.md)
- [GIRR vega double sums](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-vega-double-sums.md)

#### Epoch

- [Epoch](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/epoch/index.md): The Epoch dimension in FRTBCombinedCube, providing the Epoch hierarchy that lists available what-if branch names used to select and compare different scenario branches in the cube
- [Epoch](https://docs.activeviam.com/solutions/frtb/6.0/cube/epoch.md)

#### Lookback

- [Lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/lookback/index.md): The Lookback dimension in FRTBCombinedCube, providing the hierarchy of historical dates used in retrospective measure calculations such as PLA metrics, IMCCavg, and expected shortfall averages
- [Lookback](https://docs.activeviam.com/solutions/frtb/6.0/cube/lookback.md)

#### Market data

- [Market data](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/market-data/index.md): The Market Data dimension in FRTBCombinedCube, covering risk factor classification hierarchies including CSR quality and rating, equity sector and market cap, GIRR curve types, and underlying instrument identifiers
- [CSR quality](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-quality.md)
- [CSR rating](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-rating.md)
- [CSR sec non-CTP attachment](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-attachment.md)
- [CSR sec non-CTP detachment](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-detachment.md)
- [CSR sec non-CTP pool](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sec-non-ctp-pool.md)
- [CSR sector](https://docs.activeviam.com/solutions/frtb/6.0/cube/csr-sector.md)
- [Equity issuer economy](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-issuer-economy.md)
- [Equity market cap](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-market-cap.md)
- [Equity sector](https://docs.activeviam.com/solutions/frtb/6.0/cube/equity-sector.md)
- [GIRR currency](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-currency.md)
- [GIRR curve types](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-curve-types.md)
- [Underlying](https://docs.activeviam.com/solutions/frtb/6.0/cube/underlying.md)

#### Organization

- [Organization](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/organization/index.md): The Organization dimension in FRTBCombinedCube, providing multi-level book and legal entity hierarchies for internal reporting and position aggregation
- [BookHierarchy](https://docs.activeviam.com/solutions/frtb/6.0/cube/bookhierarchy.md): The BookHierarchy in the Organization dimension of FRTBCombinedCube, providing a 15-level hierarchy for aggregating positions across the full book structure
- [Categories](https://docs.activeviam.com/solutions/frtb/6.0/cube/categories--dimensions-organization.md): The Categories hierarchy in the Organization dimension of FRTBCombinedCube, providing desk categories for internal reporting, enabled via the categories-hierarchy.enabled property
- [Legal entities](https://docs.activeviam.com/solutions/frtb/6.0/cube/legal-entities.md)
- [LegalEntityHierarchy](https://docs.activeviam.com/solutions/frtb/6.0/cube/legalentityhierarchy.md)

#### Parameter sets

- [Parameter sets](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/parameter-sets/index.md): The Parameter Sets dimension in FRTBCombinedCube, providing the hierarchy that lists available parameter set names for selecting regulatory calculation configurations
- [Parameter set](https://docs.activeviam.com/solutions/frtb/6.0/cube/parameter-set.md)

#### Risk

- [Risk](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/risk/index.md): The Risk dimension in FRTBCombinedCube, covering risk factor classification hierarchies for all risk classes, including liquidity horizons, maturities, vertices, risk factor types, modellability indicators, and scenario date selectors
- [Commodity location](https://docs.activeviam.com/solutions/frtb/6.0/cube/commodity-location.md): The Commodity Location hierarchy in the Risk dimension of FRTBCombinedCube, providing delivery location as a dimension for commodity risk factors per Basel MAR21.83
- [Crypto 2b direction](https://docs.activeviam.com/solutions/frtb/6.0/cube/crypto-2b-direction.md)
- [Currencies](https://docs.activeviam.com/solutions/frtb/6.0/cube/currencies.md)
- [Data sets](https://docs.activeviam.com/solutions/frtb/6.0/cube/data-sets.md)
- [DRC scenarios](https://docs.activeviam.com/solutions/frtb/6.0/cube/drc-scenarios.md)
- [FX counter currency](https://docs.activeviam.com/solutions/frtb/6.0/cube/fx-counter-currency.md)
- [GIRR basis ccy](https://docs.activeviam.com/solutions/frtb/6.0/cube/girr-basis-ccy.md)
- [Idiosyncratic](https://docs.activeviam.com/solutions/frtb/6.0/cube/idiosyncratic.md)
- [Liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/cube/liquidity-horizons.md)
- [Maturities](https://docs.activeviam.com/solutions/frtb/6.0/cube/maturities.md)
- [Model](https://docs.activeviam.com/solutions/frtb/6.0/cube/model.md)
- [Original maturity](https://docs.activeviam.com/solutions/frtb/6.0/cube/original-maturity.md)
- [Original underlying maturity](https://docs.activeviam.com/solutions/frtb/6.0/cube/original-underlying-maturity.md)
- [Present value ladder](https://docs.activeviam.com/solutions/frtb/6.0/cube/present-value-ladder.md)
- [Residual risk add on](https://docs.activeviam.com/solutions/frtb/6.0/cube/residual-risk-add-on.md)
- [Risk classes](https://docs.activeviam.com/solutions/frtb/6.0/cube/risk-classes.md)
- [Risk factor set](https://docs.activeviam.com/solutions/frtb/6.0/cube/risk-factor-set.md)
- [Risk factor types](https://docs.activeviam.com/solutions/frtb/6.0/cube/risk-factor-types.md)
- [Risk factors](https://docs.activeviam.com/solutions/frtb/6.0/cube/risk-factors.md)
- [Risk measures](https://docs.activeviam.com/solutions/frtb/6.0/cube/risk-measures.md)
- [RRAO asset class](https://docs.activeviam.com/solutions/frtb/6.0/cube/rrao-asset-class.md)
- [RRAO category](https://docs.activeviam.com/solutions/frtb/6.0/cube/rrao-category.md)
- [RRAO exemption reason](https://docs.activeviam.com/solutions/frtb/6.0/cube/rrao-exemption-reason.md)
- [Scenario dates](https://docs.activeviam.com/solutions/frtb/6.0/cube/scenario-dates.md)
- [Sensitivity scale category](https://docs.activeviam.com/solutions/frtb/6.0/cube/sensitivity-scale-category.md)
- [Sliding window](https://docs.activeviam.com/solutions/frtb/6.0/cube/sliding-window.md)
- [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/cube/vertices.md)

#### Sign-off

- [Sign-off](https://docs.activeviam.com/solutions/frtb/6.0/cube/dimensions/sign-off/index.md): The Sign-off dimension in FRTBCombinedCube, providing hierarchies for sign-off status and adjustment source tagging used in the sign-off workflow
- [Adjustment](https://docs.activeviam.com/solutions/frtb/6.0/cube/adjustment.md): The Adjustment hierarchy in the Sign-off dimension of FRTBCombinedCube, providing three levels (ALL, Source, Input type) for tagging capital adjustments by source in the sign-off workflow
- [Sign-off status](https://docs.activeviam.com/solutions/frtb/6.0/cube/sign-off-status.md)