Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP --- CSR Sec non-CTP --- CSR non-Sec --- Commodity ---- Curvature ----- Commodity Curvature CVR Down ----- Commodity Curvature CVR Up ----- Commodity Curvature Delta Sensitivities ----- Commodity Curvature Delta Weighted Sensitivities ----- Commodity Curvature Risk Charge ----- Commodity Curvature Risk Position ----- Commodity Curvature Risk Position Down ----- Commodity Curvature Risk Position Scenario ----- Commodity Curvature Risk Position Up ----- Commodity Curvature Risk Weight ----- Commodity Curvature Sb ----- Commodity Curvature shock-down prices ----- Commodity Curvature shock-up prices ----- Commodity Scenario Down PV.CCY ----- Commodity Scenario Up PV.CCY ----- Commodity.PV.CCY Internal.Filtered ---- Delta ---- Vega --- Count --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values Commodity Curvature Risk Position Scenario sbm Description Indicates which scenario - up or down - resulted in the worst loss for the curvature risk factor Variations <high> <low> Reference [MAR21.5] See also Commodity Curvature Sb Commodity Curvature Delta Sensitivities Commodity Curvature Risk Charge Commodity Curvature Risk Weight Commodity Curvature Delta Weighted Sensitivities Commodity Curvature Risk Position Commodity Curvature shock-up prices Commodity Curvature CVR Up Commodity Curvature Risk Position Down Commodity Curvature CVR Down Commodity Curvature Risk Position Up Commodity Curvature shock-down prices Commodity Curvature Risk Position Down Commodity Curvature Risk Position Up
FRTB Accelerator Cube Guide