Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-health-check.html
- Data Health Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test configuration.html
Configuration files
test ../ test sign-off.html
Sign-Off Approvals
test ../ test cube.html
Data Cubes
test ../ test cube/measures.html
-
Measures
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/booking.books.html
-- [Booking].[Books]
test ../ test cube/booking.categories.html
-- [Booking].[Categories]
test ../ test cube/booking.desks.html
-- [Booking].[Desks]
test ../ test cube/booking.frtb-model.html
-- [Booking].[FRTB Model]
test ../ test cube/booking.irt-desk.html
-- [Booking].[IRT Desk]
test ../ test cube/booking.pla-zone.html
-- [Booking].[PLA Zone]
test ../ test cube/booking.trades.html
-- [Booking].[Trades]
test ../ test cube/buckets.commodity-buckets.html
-- [Buckets].[Commodity Buckets]
test ../ test cube/buckets.csr-non-sec-buckets.html
-- [Buckets].[CSR non-Sec Buckets]
test ../ test cube/buckets.csr-sec-ctp-buckets.html
-- [Buckets].[CSR Sec CTP Buckets]
test ../ test cube/buckets.csr-sec-non-ctp-buckets.html
-- [Buckets].[CSR Sec non-CTP Buckets]
test ../ test cube/buckets.equity-buckets.html
-- [Buckets].[Equity Buckets]
test ../ test cube/buckets.fx-buckets.html
-- [Buckets].[FX Buckets]
test ../ test cube/buckets.girr-buckets.html
-- [Buckets].[GIRR Buckets]
test ../ test cube/currencies.currency.html
-- [Currencies].[Currency]
test ../ test cube/dates.date.html
-- [Dates].[Date]
test ../ test cube/dates.tradedates.html
-- [Dates].[TradeDates]
test ../ test cube/default-risk-charge.drc-direction.html
-- [Default Risk Charge].[DRC Direction]
test ../ test cube/default-risk-charge.drc-instrument-lgd-type.html
-- [Default Risk Charge].[DRC Instrument LGD Type]
test ../ test cube/default-risk-charge.drc-maturity.html
-- [Default Risk Charge].[DRC Maturity]
test ../ test cube/default-risk-charge.drc-non-sec-bucket.html
-- [Default Risk Charge].[DRC non-Sec Bucket]
test ../ test cube/default-risk-charge.drc-non-sec-rating.html
-- [Default Risk Charge].[DRC non-Sec Rating]
test ../ test cube/default-risk-charge.drc-obligor.html
-- [Default Risk Charge].[DRC Obligor]
test ../ test cube/default-risk-charge.drc-sec-ctp-attachment.html
-- [Default Risk Charge].[DRC Sec CTP Attachment]
test ../ test cube/default-risk-charge.drc-sec-ctp-bucket.html
-- [Default Risk Charge].[DRC Sec CTP Bucket]
test ../ test cube/default-risk-charge.drc-sec-ctp-detachment.html
-- [Default Risk Charge].[DRC Sec CTP Detachment]
test ../ test cube/default-risk-charge.drc-sec-ctp-instrument-type.html
-- [Default Risk Charge].[DRC Sec CTP Instrument Type]
test ../ test cube/default-risk-charge.drc-sec-ctp-rating-type.html
-- [Default Risk Charge].[DRC Sec CTP Rating Type]
test ../ test cube/default-risk-charge.drc-sec-ctp-rating.html
-- [Default Risk Charge].[DRC Sec CTP Rating]
test ../ test cube/default-risk-charge.drc-sec-ctp-security.html
-- [Default Risk Charge].[DRC Sec CTP Security]
test ../ test cube/default-risk-charge.drc-sec-ctp-seniority.html
-- [Default Risk Charge].[DRC Sec CTP Seniority]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-asset-class.html
-- [Default Risk Charge].[DRC Sec non-CTP Asset Class]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-attachment.html
-- [Default Risk Charge].[DRC Sec non-CTP Attachment]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-bucket.html
-- [Default Risk Charge].[DRC Sec non-CTP Bucket]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-detachment.html
-- [Default Risk Charge].[DRC Sec non-CTP Detachment]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-rating-type.html
-- [Default Risk Charge].[DRC Sec non-CTP Rating Type]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-rating.html
-- [Default Risk Charge].[DRC Sec non-CTP Rating]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-region.html
-- [Default Risk Charge].[DRC Sec non-CTP Region]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-tranche.html
-- [Default Risk Charge].[DRC Sec non-CTP Tranche]
test ../ test cube/default-risk-charge.drc-seniority.html
-- [Default Risk Charge].[DRC Seniority]
test ../ test cube/default-risk-charge.drc-zero-risk-weight.html
-- [Default Risk Charge].[DRC Zero Risk Weight]
test ../ test cube/displaycurrency.displaycurrency.html
-- [displayCurrency].[displayCurrency]
test ../ test cube/double-sums.commodity-delta-double-sums.html
-- [Double Sums].[Commodity Delta Double Sums]
test ../ test cube/double-sums.commodity-vega-double-sums.html
-- [Double Sums].[Commodity Vega Double Sums]
test ../ test cube/double-sums.csr-non-sec-delta-double-sums.html
-- [Double Sums].[CSR non-Sec Delta Double Sums]
test ../ test cube/double-sums.csr-non-sec-vega-double-sums.html
-- [Double Sums].[CSR non-Sec Vega Double Sums]
test ../ test cube/double-sums.csr-sec-ctp-delta-double-sums.html
-- [Double Sums].[CSR Sec CTP Delta Double Sums]
test ../ test cube/double-sums.csr-sec-ctp-vega-double-sums.html
-- [Double Sums].[CSR Sec CTP Vega Double Sums]
test ../ test cube/double-sums.csr-sec-non-ctp-delta-double-sums.html
-- [Double Sums].[CSR Sec non-CTP Delta Double Sums]
test ../ test cube/double-sums.csr-sec-non-ctp-vega-double-sums.html
-- [Double Sums].[CSR Sec non-CTP Vega Double Sums]
test ../ test cube/double-sums.equity-delta-double-sums.html
-- [Double Sums].[Equity Delta Double Sums]
test ../ test cube/double-sums.equity-vega-double-sums.html
-- [Double Sums].[Equity Vega Double Sums]
test ../ test cube/double-sums.fx-delta-double-sums.html
-- [Double Sums].[FX Delta Double Sums]
test ../ test cube/double-sums.fx-vega-double-sums.html
-- [Double Sums].[FX Vega Double Sums]
test ../ test cube/double-sums.girr-delta-double-sums.html
-- [Double Sums].[GIRR Delta Double Sums]
test ../ test cube/double-sums.girr-vega-double-sums.html
-- [Double Sums].[GIRR Vega Double Sums]
test ../ test cube/epoch.epoch.html
-- [Epoch].[Epoch]
test ../ test cube/lookback.lookback.html
-- [Lookback].[Lookback]
test ../ test cube/market-data.csr-non-sec-rating-category.html
-- [Market Data].[CSR non-Sec Rating Category]
test ../ test cube/market-data.csr-non-sec-sector-category.html
-- [Market Data].[CSR non-Sec Sector Category]
test ../ test cube/market-data.csr-quality.html
-- [Market Data].[CSR Quality]
test ../ test cube/market-data.csr-rating.html
-- [Market Data].[CSR Rating]
test ../ test cube/market-data.csr-sec-ctp-rating-category.html
-- [Market Data].[CSR Sec CTP Rating Category]
test ../ test cube/market-data.csr-sec-ctp-sector-category.html
-- [Market Data].[CSR Sec CTP Sector Category]
test ../ test cube/market-data.csr-sec-non-ctp-rating-category.html
-- [Market Data].[CSR Sec non-CTP Rating Category]
test ../ test cube/market-data.csr-sec-non-ctp-sector-category.html
-- [Market Data].[CSR Sec non-CTP Sector Category]
test ../ test cube/market-data.csr-sector.html
-- [Market Data].[CSR Sector]
test ../ test cube/market-data.equity-issuer-economy.html
-- [Market Data].[Equity Issuer Economy]
test ../ test cube/market-data.equity-market-cap.html
-- [Market Data].[Equity Market Cap]
test ../ test cube/market-data.equity-sector.html
-- [Market Data].[Equity Sector]
test ../ test cube/market-data.girr-currency.html
-- [Market Data].[GIRR Currency]
test ../ test cube/market-data.girr-curve-types.html
-- [Market Data].[GIRR Curve Types]
test ../ test cube/market-data.underlying.html
-- [Market Data].[Underlying]
test ../ test cube/organization.bookhierarchy.html
-- [Organization].[BookHierarchy]
test ../ test cube/organization.legal-entities.html
-- [Organization].[Legal Entities]
test ../ test cube/organization.legalentityhierarchy.html
-- [Organization].[LegalEntityHierarchy]
test ../ test cube/parameter-sets.parameter-set.html
-- [Parameter Sets].[Parameter Set]
test ../ test cube/risk.commodity-location.html
-- [Risk].[Commodity Location]
test ../ test cube/risk.currencies.html
-- [Risk].[Currencies]
test ../ test cube/risk.data-sets.html
-- [Risk].[Data Sets]
test ../ test cube/risk.drc-scenarios.html
-- [Risk].[DRC Scenarios]
test ../ test cube/risk.fx-counter-currency.html
-- [Risk].[FX Counter Currency]
test ../ test cube/risk.idiosyncratic.html
-- [Risk].[Idiosyncratic]
test ../ test cube/risk.liquidity-horizons.html
-- [Risk].[Liquidity Horizons]
test ../ test cube/risk.maturities.html
-- [Risk].[Maturities]
test ../ test cube/risk.model.html
-- [Risk].[Model]
test ../ test cube/risk.residual-risk-add-on.html
-- [Risk].[Residual Risk Add On]
test ../ test cube/risk.risk-classes.html
-- [Risk].[Risk Classes]
test ../ test cube/risk.risk-factor-types.html
-- [Risk].[Risk Factor Types]
test ../ test cube/risk.risk-factors.html
-- [Risk].[Risk Factors]
test ../ test cube/risk.risk-measures.html
-- [Risk].[Risk Measures]
test ../ test cube/risk.scenarios.html
-- [Risk].[Scenarios]
test ../ test cube/risk.sensitivity-scale-category.html
-- [Risk].[Sensitivity Scale Category]
test ../ test cube/risk.vertices.html
-- [Risk].[Vertices]
test ../ test cube/sign-off-adjustment.source.html
-- [Sign-off Adjustment].[Source]
test ../ test cube/sign-off-status.sign-off-status.html
-- [Sign-off Status].[Sign-off Status]
test ../ test what-if.html
What-If Analysis
test ../ test datastore.html
Data Stores
test ../ test input-files.html
Input Files
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
[Double Sums].[CSR Sec non-CTP Delta Double Sums]
Description
The three levels of this hierarchy describe all the possible combinations for determining delta risk factor correlations for risk class CSR Sec non-CTP
Reference
[MAR21.68]
Dimension
Double Sums
Hierarchy
CSR Sec non-CTP Delta Double Sums
Levels
[ALL, Tranche, Tenor, Basis]