# Atoti Hub: Atoti Solutions Atoti FRTB Atoti FRTB 6.0 (latest) User & reference guide Interpretation and implementation of the MAR standard ## Interpretation and implementation of the MAR standard - [Interpretation and implementation of the MAR standard](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/index.md) ### ACR - [ACR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/index.md): Aggregated Capital Requirement combining SA and IMA calculations in Atoti FRTB #### SA - [SA](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/index.md): SA capital charge interpretation and implementation in Atoti FRTB - [Key SA measures](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/key-measures-sa.md) ##### SA DRC - [SA DRC](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/index.md) ###### DRC non-sec - [DRC non-sec](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/index.md) - [Interpretation note](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/interpretation-note.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/index.md) - [JTD exposure](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/jtd-exposure.md) - [Risk factor](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/risk-factor.md) - [Obligor](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/obligor.md) - [Field mappings](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/mappings.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/index.md) - [Gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/gross-jtd.md) - [Scaled gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/scaled-gross-jtd.md) - [Net JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/net-jtd.md) - [HBR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/hbr.md) - [Risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/risk-weight.md) - [Weighted net JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/weighted-net-jtd.md) - [Default risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations/query-time-core/default-risk-charge.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/configuration-core/index.md) - [DRC seniority](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/configuration-core/drc-seniority-description.md) - [Rating risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/configuration-core/rating-risk-weights.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-non-sec/configuration-core/misc-param.md) ###### DRC sec non-CTP - [DRC sec non-CTP](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/index.md) - [JTD exposure](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/jtd-exposure.md) - [Risk factor](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/risk-factor.md) - [Tranche](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/tranche.md) - [Field mappings](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/mappings.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/index.md) - [Gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/gross-jtd.md) - [Scaled gross JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/scaled-gross-jtd.md) - [Net JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/net-jtd.md) - [HBR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/hbr.md) - [Risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/risk-weight.md) - [Weighted net JTD](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/weighted-net-jtd.md) - [Default risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/default-risk-charge.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/configuration-core/index.md) - [SEC-ERBA risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/configuration-core/sec-erba-risk-weights.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/configuration-core/misc-param.md) ##### SA SBM - [SA SBM](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/index.md) ###### Commodity - [Commodity](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/index.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/data-model-core/sensitivities.md) - [Risk factor [MAR10.9]](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/data-model-core/risk-factor.md) - [Commodity](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/data-model-core/commodity.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-vega-sensi.md) - [Delta sensitivities long/short](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [Delta/Vega/Curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-shock-up-down.md) - [Curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-cvr.md) - [Curvature CVR up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [Delta/Vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta/Vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-risk-position.md) - [Delta/Vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/input-files-ref-impl/sbm-curv-sensi.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/base.md) - [RiskFactorDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/delta.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/curv.md) - [CommodityBuckets](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl/commodity-buckets.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/index.md) - [Bucket risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/bucket-risk-weights.md) - [Intra-bucket correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/intra-bucket-corr.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/vertices.md) - [Vega liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/vega-liq-hor.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/misc-param.md) ###### Crypto 2a - [Crypto 2a](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/index.md) - [Interpretation note](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/interpretation-note.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/data-model-core/sensitivities.md) - [Risk factor: [SCO60.73] to [SCO60.75]](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/data-model-core/risk-factor.md) - [Underlying](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/data-model-core/underlying.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-vega-sensi.md) - [Delta sensitivities long/short](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [Delta/Vega/Curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-shock-up-down.md) - [Curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-cvr.md) - [Curvature CVR up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [Delta/Vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta/Vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-risk-position.md) - [Delta/Vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/input-files-ref-impl/sbm-curv-sensi.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl/base.md) - [RiskFactorDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl/delta.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl/curv.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/configuration-core/index.md) - [Crypto 2a parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/configuration-core/riskweights-and-corr.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/crypto-2a/configuration-core/vertices.md) ###### CSR non-sec - [CSR non-sec](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/index.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/data-model-core/sensitivities.md) - [Risk factor [MAR10.9]](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/data-model-core/risk-factor.md) - [Curve](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/data-model-core/curve.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-vega-sensi.md) - [Delta sensitivities long/short](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [Delta/Vega/Curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-shock-up-down.md) - [Curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-cvr.md) - [Curvature CVR up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [Delta/Vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta/Vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-risk-position.md) - [Delta/Vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/input-files-ref-impl/sbm-curv-sensi.md) ###### Config files - [Config files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/config-files/index.md) - [frtb-config.properties](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/config-files/config-properties.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/base.md) - [RiskFactorDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/delta.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/curv.md) - [CSRNonSecBucket](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/csr-non-sec-buckets.md) - [CSRBucketDesc](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/datastore-ref-impl/csr-bucket-desc.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/configuration-core/index.md) - [Bucket risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/configuration-core/bucket-risk-weights.md) - [Inter-Bucket correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/configuration-core/inter-bucket-corr.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/configuration-core/vertices.md) - [Vega liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/configuration-core/vega-liq-hor.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-non-sec/configuration-core/misc-param.md) ###### CSR sec CTP - [CSR sec CTP](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/index.md) - [Implementation note](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/implementation-note.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/data-model-core/sensitivities.md) - [Risk factor [MAR10.9]](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/data-model-core/risk-factor.md) - [Underlying](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/data-model-core/underlying.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-vega-sensi.md) - [How Delta sensitivities long/short are determined](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [How Delta/Vega/Curvature risk weight is calculated](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-shock-up-down.md) - [Curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-cvr.md) - [Curvature CVR up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [How Delta/Vega risk position correlations are calculated](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta/Vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-risk-position.md) - [How Delta/Vega risk charge is calculated](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/input-files-ref-impl/sbm-curv-sensi.md) ###### Config files - [Config files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/config-files/index.md) - [frtb-config.properties](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/config-files/config-properties.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/base.md) - [RiskFactorDescription store](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/delta.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/curv.md) - [CSRSecCTPBucket](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/csr-sec-ctp-buckets.md) - [CSRBucketDesc](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/datastore-ref-impl/csr-bucket-desc.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/configuration-core/index.md) - [Bucket risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/configuration-core/bucket-risk-weights.md) - [Inter-Bucket correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/configuration-core/inter-bucket-corr.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/configuration-core/vertices.md) - [Vega liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/configuration-core/vega-liq-hor.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-ctp/configuration-core/misc-param.md) ###### CSR sec non-CTP - [CSR sec non-CTP](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/index.md) - [Interpretation note](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/interpretation-note.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/data-model-core/sensitivities.md) - [Risk factor [MAR10.9]](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/data-model-core/risk-factor.md) - [Tranche](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/data-model-core/tranche.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-vega-sensi.md) - [Delta sensitivities long/short](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [Delta/Vega/Curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-shock-up-down.md) - [Curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-cvr.md) - [Curvature CVR up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [Delta/Vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-risk-position.md) - [Delta/Vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/input-files-ref-impl/sbm-curv-sensi.md) ###### Config files - [Config files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/config-files/index.md) - [frtb-config.properties](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/config-files/config-properties.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/base.md) - [RiskFactorDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/delta.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/curv.md) - [CSRSecNonCTPBucket](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/csr-sec-non-ctp-buckets.md) - [CSRBucketDesc](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/datastore-ref-impl/csr-bucket-desc.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/configuration-core/index.md) - [Bucket risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/configuration-core/bucket-risk-weights.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/configuration-core/vertices.md) - [Vega liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/configuration-core/vega-liq-hor.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/configuration-core/misc-param.md) ###### Equity - [Equity](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/index.md) - [Interpretation note](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/interpretation-note.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/data-model-core/sensitivities.md) - [Risk factor [MAR10.9]](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/data-model-core/risk-factor.md) - [Equity](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/data-model-core/equity.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-vega-sensi.md) - [Delta sensitivities long/short](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [Delta/Vega/Curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-shock-up-down.md) - [How is the Curvature CVR calculated?](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-cvr.md) - [How is the Curvature CVR up/down calculated?](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [Delta/Vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-risk-position.md) - [Delta/Vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/input-files-ref-impl/sbm-curv-sensi.md) ###### Config files - [Config files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/config-files/index.md) - [frtb-config.properties](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/config-files/config-properties.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/base.md) - [RiskFactorDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/delta.md) - [EquityBucketDesc](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/equity-bucket-desc.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/curv.md) - [EquityBuckets](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/datastore-ref-impl/equity-buckets.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/configuration-core/index.md) - [Bucket risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/configuration-core/bucket-risk-weights.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/configuration-core/vertices.md) - [Vega liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/configuration-core/vega-liq-hor.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/equity/configuration-core/misc-param.md) ###### FX - [FX](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/index.md) - [Implementation note](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/implementation-note.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/data-model-core/sensitivities.md) - [What is the FX risk factor? [MAR10.9]](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/data-model-core/risk-factor.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-vega-sensi.md) - [Delta sensitivities long/short](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [Delta/Vega/Curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-shock-up-down.md) - [Curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-cvr.md) - [Curvature CVR up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [Delta/Vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta/Vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-risk-position.md) - [Delta/Vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/input-files-ref-impl/sbm-curv-sensi.md) ###### Config files - [Config files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/config-files/index.md) - [frtb-config.properties](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/config-files/config-properties.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl/base.md) - [RiskFactorDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl/delta.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl/curv.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/configuration-core/index.md) - [Delta special crosses](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/configuration-core/delta-special-crosses.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/configuration-core/vertices.md) - [Vega liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/configuration-core/vega-liq-hor.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/fx/configuration-core/misc-param.md) ###### GIRR - [GIRR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/index.md) - [Interpretation note](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/interpretation-note.md) - [Cube schema (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/cube-ref-impl/index.md) ###### Data model (core) - [Data model (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/data-model-core/index.md) - [Sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/data-model-core/sensitivities.md) - [Risk factor](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/data-model-core/risk-factor.md) - [Curve](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/data-model-core/curve.md) ###### Calculations - [Calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/index.md) - [ETL (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/etl.md) ###### Query time (core) - [Query time (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/index.md) - [Delta/Vega sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-vega-sensi.md) - [Delta sensitivities long/short](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-sensi-long-short.md) - [Curvature scenario up/down PV.CCY](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.md) - [Delta/Vega/Curvature risk weight](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-vega-curv-rw.md) - [Delta/Vega weighted sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-vega-weighted-sensi.md) - [Curvature delta sensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-delta-sensi.md) - [Curvature shock up/down prices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-shock-up-down.md) - [Curvature CVR](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-cvr.md) - [Curvature CVR up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-cvr-up-down.md) - [Delta/Vega risk position double sums](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-vega-risk-position-double-sums.md) - [Delta/Vega risk position correlations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-vega-risk-position-corr.md) - [Delta/Vega risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-vega-risk-position.md) - [Curvature bucket scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-bucket-scenario.md) - [Curvature risk position up/down](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-risk-position-up-down.md) - [Curvature risk position scenario](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-risk-position-scenario.md) - [Curvature risk position](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-risk-position.md) - [Delta/Vega risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/delta-vega-risk-charge.md) - [Curvature risk charge](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/calculations/query-time-core/curv-risk-charge.md) ###### Input files (reference implementation) - [Input files (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/input-files-ref-impl/index.md) - [SBM_Delta_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/input-files-ref-impl/sbm-delta-sensi.md) - [SBM_Vega_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/input-files-ref-impl/sbm-vega-sensi.md) - [SBM_Curvature_Sensitivities*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/input-files-ref-impl/sbm-curv-sensi.md) ###### Config files - [Config files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/config-files/index.md) - [frtb-config.properties](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/config-files/config-properties.md) ###### Datastore (reference implementation) - [Datastore (reference implementation)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/datastore-ref-impl/index.md) - [SaSensitivities](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/datastore-ref-impl/base.md) - [RiskFactorDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/datastore-ref-impl/risk-factor-desc.md) - [UnderlyingDescription](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/datastore-ref-impl/underlying-desc.md) - [Delta](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/datastore-ref-impl/delta.md) - [Vega](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/datastore-ref-impl/vega.md) - [Curvature](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/datastore-ref-impl/curv.md) ###### Configuration (core) - [Configuration (core)](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/configuration-core/index.md) - [Tenor risk weights](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/configuration-core/tenor-rw.md) - [Major currencies](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/configuration-core/major-ccys.md) - [Vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/configuration-core/vertices.md) - [Underlying residual maturity vertices](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/configuration-core/underlying-maturities.md) - [Vega liquidity horizons](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/configuration-core/vega-liq-hor.md) - [Miscellaneous parameters](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/sa/sa-sbm/girr/configuration-core/misc-param.md) #### IMA - [IMA](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/ima/index.md): IMA capital charge interpretation and implementation in Atoti FRTB - [Key IMA measures](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/ima/key-measures-ima.md) ##### IMCC and SES calculations - [IMCC and SES calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/ima/imcc-ses/index.md) - [IMCC calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/ima/imcc-ses/imcc.md) - [SES calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/ima/imcc-ses/ses.md) - [CA calculations](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/ima/imcc-ses/ca.md) - [IMA ES FX conversions](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/acr/ima/imcc-ses/ima-es-fx-conversions.md) ### Jurisdictions - [Jurisdictions](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/index.md) - [Parameter sets](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/parameter-sets.md) - [CRR2 support](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/crr2.md) - [CRR3 support](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/crr3.md) - [EU-DA support](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/eu-da.md): The `EU-DA` parameter set of Atoti FRTB adds the treatments of the EU delegated act on top of `CRR3`, along with CRR3 treatments missing from the `CRR3` parameter set. - [US FRB support](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/us-frb.md) - [HKMA support](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/hkma.md) - [MAS support](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/jurisdictions/mas.md) ### FRTB P&L attribution tests and backtesting - [FRTB P&L attribution tests and backtesting](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/index.md): PL Attribution and Backtesting cube descriptions for Atoti FRTB - [Measures](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/measures/index.md) - [FRTBCombinedCube context values](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/context-values/index.md) #### Cubes - [Cubes](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/index.md): PL Attribution and Backtesting cube descriptions for Atoti FRTB ##### PL cube - [PL cube](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/index.md) - [Hierarchies](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/hierarchies/index.md) ###### Input files - [Input files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/input-files/index.md) - [PL_VaR_Vector*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/input-files/pl-var-vector.md) - [PL_VaR_Scenario*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/input-files/pl-var-scenario.md) - [Shared files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-cube/input-files/shared-files.md) ##### PL summary cube - [PL summary cube](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-summary-cube/index.md) - [Hierarchies](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-summary-cube/hierarchies/index.md) ###### Input files - [Input files](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-summary-cube/input-files/index.md) - [PL_Summary*.csv](https://docs.activeviam.com/solutions/frtb/6.0/interpret-impl/pl-attribution-tests-and-backtesting/cubes/pl-summary-cube/input-files/pl-summary.md)