Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec --- CSR Sec CTP --- CSR Sec non-CTP --- DRC --- Equity --- FX --- GIRR ---- Curvature ----- GIRR Curvature CVR Down ----- GIRR Curvature CVR Up ----- GIRR Curvature Delta Sensitivities ----- GIRR Curvature Delta Weighted Sensitivities ----- GIRR Curvature Risk Charge ----- GIRR Curvature Risk Position ----- GIRR Curvature Risk Position Down ----- GIRR Curvature Risk Position Scenario ----- GIRR Curvature Risk Position Up ----- GIRR Curvature Risk Weight ----- GIRR Curvature Sb ----- GIRR Curvature shock-down prices ----- GIRR Curvature shock-up prices ----- GIRR Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 Curvature GIRR Curvature CVR Down sbm GIRR Curvature CVR Up sbm GIRR Curvature Delta Sensitivities sbm GIRR Curvature Delta Weighted Sensitivities sbm GIRR Curvature Risk Charge sbm GIRR Curvature Risk Position sbm GIRR Curvature Risk Position Down sbm GIRR Curvature Risk Position Scenario sbm GIRR Curvature Risk Position Up sbm GIRR Curvature Risk Weight sbm GIRR Curvature Sb sbm GIRR Curvature shock-down prices sbm GIRR Curvature shock-up prices sbm GIRR Curvature Technical Curvature Delta Shift Page 1 of 1 GIRR GIRR Curvature CVR Down
FRTB Accelerator Cubes Guide