• Business Solutions
  • FRTB SA QIS SaaS User Guide
  • ☰
    • About
      • Quick Start
    • Input Data
      • Reference and Booking Files
        • Book Desk Mapping
        • Book Parent Child v2
        • Desk Description
        • FX Rates
        • Legal Entity Parent Child
        • Trade Attributes
      • Sensitivity Files
    • Tutorials
      • How to Prepare Data for QIS
      • Data Sanity Check
      • Tips for Validating the Calculations
      • Viewing QIS Numbers
    • Interpretation and Implementation of the MAR standard
      • ACR
        • SA
          • SA DRC
            • DRC non-Sec
              • Interpretation Note
              • Data Model (Core)
                • JTD Exposure
                • Risk Factor
                • Obligor
                • Field Mappings
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Gross JTD
                  • Scaled Gross JTD
                  • Net JTD
                  • HBR
                  • Risk Weight
                  • Weighted Net JTD
                  • Default Risk Charge
              • Configuration (Core)
                • DRC Seniority
                • Rating Risk Weights
                • Miscellaneous Parameters
            • DRC Sec non-CTP
              • Data Model (Core)
                • JTD Exposure
                • Risk Factor
                • Tranche
                • Field Mappings
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Gross JTD
                  • Scaled Gross JTD
                  • Net JTD
                  • HBR
                  • Risk Weight
                  • Weighted Net JTD
                  • Default Risk Charge
              • Configuration (Core)
                • SEC-ERBA risk weights
                • Miscellaneous Parameters
          • SA SBM
            • Commodity
              • Data Model (Core)
                • Sensitivities
                • Risk Factor [MAR10.9]
                • Commodity
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Delta/Vega Sensitivities
                  • Delta Sensitivities Long/Short
                  • Curvature Scenario Up/Down PV.CCY
                  • Delta/Vega/Curvature Risk Weight
                  • Delta/Vega Weighted Sensitivities
                  • Curvature Delta Sensitivities
                  • Curvature Shock Up/Down Prices
                  • Curvature CVR Up/Down
                  • Delta/Vega Risk Position Double Sums
                  • Delta/Vega Risk Position Correlations
                  • Delta Vega Risk Position
                  • Curvature Risk Position Up/Down
                  • Curvature Risk Position Scenario
                  • Curvature Risk Position
                  • Delta/Vega Risk Charge
                  • Curvature Risk Charge
              • Input Files (Reference Implementation)
                • SBM_Delta_Sensitivities*.csv
                • SBM_Vega_Sensitivities*.csv
                • SBM_Curvature_Sensitivities*.csv
              • Datastore (Reference Implementation)
                • TradeBase
                • RiskFactorDescription
                • UnderlyingDescription
                • Delta
                • Vega
                • Curvature
                • CommodityBuckets
              • Cube Schema (Reference Implementation)
              • Configuration (Core)
                • Bucket Risk Weights
                • Intra-Bucket Correlations
                • Vertices
                • Vega Liquidity Horizons
                • Miscellaneous Parameters
            • CSR non-Sec
              • Data Model (Core)
                • Sensitivities
                • Risk Factor [MAR10.9]
                • Curve
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Delta/Vega Sensitivities
                  • Delta Sensitivities Long/Short
                  • Curvature Scenario Up/Down PV.CCY
                  • Delta/Vega/Curvature Risk Weight
                  • Delta/Vega Weighted Sensitivities
                  • Curvature Delta Sensitivities
                  • Curvature Shock Up/Down Prices
                  • Curvature CVR Up/Down
                  • Delta/Vega Risk Position Double Sums
                  • Delta/Vega Risk Position Correlations
                  • Delta/Vega Risk Position
                  • Curvature Risk Position Up/Down
                  • Curvature Risk Position Scenario
                  • Curvature Risk Position
                  • Delta/Vega Risk Charge
                  • Curvature Risk Charge
              • Input Files (Reference Implementation)
                • SBM_Delta_Sensitivities*.csv
                • SBM_Vega_Sensitivities*.csv
                • SBM_Curvature_Sensitivities*.csv
              • Config Files
                • frtb-config.properties
              • Datastore (Reference Implementation)
                • TradeBase
                • RiskFactorDescription
                • UnderlyingDescription
                • Delta
                • Vega
                • Curvature
                • CSRNonSecBucket
                • CSRBucketDesc
              • Cube Schema (Reference Implementation)
              • Configuration (Core)
                • Bucket Risk Weights
                • Inter-Bucket Correlations
                • Vertices
                • Vega Liquidity Horizons
                • Miscellaneous Parameters
            • CSR Sec CTP
              • Implementation Note
              • Data Model (Core)
                • Sensitivities
                • Risk Factor [MAR10.9]
                • Underlying
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Delta/Vega Sensitivities
                  • Delta Sensitivities Long/Short
                  • Curvature Scenario Up/Down PV.CCY
                  • Delta/Vega/Curvature Risk Weight
                  • Delta/Vega Weighted Sensitivities
                  • Curvature Delta Sensitivities
                  • Curvature Shock Up/Down Prices
                  • Curvature CVR Up/Down
                  • Delta/Vega Risk Position Double Sums
                  • Delta/Vega Risk Position Correlations
                  • Delta Vega Risk Position
                  • Curvature Risk Position Up/Down
                  • Curvature Risk Position Scenario
                  • Curvature Risk Position
                  • Delta/Vega Risk Charge
                  • Curvature Risk Charge
              • Input Files (Reference Implementation)
                • SBM_Delta_Sensitivities*.csv
                • SBM_Vega_Sensitivities*.csv
                • SBM_Curvature_Sensitivities*.csv
              • Config Files
                • frtb-config.properties
              • Datastore (Reference Implementation)
                • TradeBase
                • RiskFactorDescription
                • UnderlyingDescription
                • Delta
                • Vega
                • Curvature
                • CSRSecCTPBucket
                • CSRBucketDesc
              • Cube Schema (Reference Implementation)
              • Configuration (Core)
                • Bucket Risk Weights
                • Inter-Bucket Correlations
                • Vertices
                • Vega Liquidity Horizons
                • Miscellaneous Parameters
            • CSR Sec non-CTP
              • Interpretation Note
              • Data Model (Core)
                • Sensitivities
                • Risk Factor [MAR10.9]
                • Tranche
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Delta/Vega Sensitivities
                  • Delta Sensitivities Long/Short
                  • Curvature Scenario Up/Down PV.CCY
                  • Delta/Vega/Curvature Risk Weight
                  • Delta/Vega Weighted Sensitivities
                  • Curvature Delta Sensitivities
                  • Curvature Shock Up/Down Prices
                  • Curvature CVR Up/Down
                  • Delta/Vega Risk Position Double Sums
                  • Delta/Vega Risk Position Correlations
                  • Delta Vega Risk Position
                  • Curvature Risk Position Up/Down
                  • Curvature Risk Position Scenario
                  • Curvature Risk Position
                  • Delta/Vega Risk Charge
                  • Curvature Risk Charge
              • Input Files (Reference Implementation)
                • SBM_Delta_Sensitivities*.csv
                • SBM_Vega_Sensitivities*.csv
                • SBM_Curvature_Sensitivities*.csv
              • Config Files
                • frtb-config.properties
              • Datastore (Reference Implementation)
                • TradeBase
                • RiskFactorDescription
                • UnderlyingDescription
                • Delta
                • Vega
                • Curvature
                • CSRSecNonCTPBucket
                • CSRBucketDesc
              • Cube Schema (Reference Implementation)
              • Configuration (Core)
                • Bucket Risk Weights
                • Vertices
                • Vega Liquidity Horizons
                • Miscellaneous Parameters
            • Equity
              • Interpretation Note
              • Data Model (Core)
                • Sensitivities
                • Risk Factor [MAR10.9]
                • Equity
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Delta/Vega Sensitivities
                  • Delta Sensitivities Long/Short
                  • Curvature Scenario Up/Down PV.CCY
                  • Delta/Vega/Curvature Risk Weight
                  • Delta/Vega Weighted Sensitivities
                  • Curvature Delta Sensitivities
                  • Curvature Shock Up/Down Prices
                  • Curvature CVR Up/Down
                  • Delta/Vega Risk Position Double Sums
                  • Delta/Vega Risk Position Correlations
                  • Delta Vega Risk Position
                  • Curvature Risk Position Up/Down
                  • Curvature Risk Position Scenario
                  • Curvature Risk Position
                  • Delta/Vega Risk Charge
                  • Curvature Risk Charge
              • Input Files (Reference Implementation)
                • SBM_Delta_Sensitivities*.csv
                • SBM_Vega_Sensitivities*.csv
                • SBM_Curvature_Sensitivities*.csv
              • Config Files
                • frtb-config.properties
              • Datastore (Reference Implementation)
                • TradeBase
                • RiskFactorDescription
                • UnderlyingDescription
                • Delta
                • EquityBucketDesc
                • Vega
                • Curvature
                • EquityBuckets
              • Cube Schema (Reference Implementation)
              • Configuration (Core)
                • Bucket Risk Weights
                • Vertices
                • Vega Liquidity Horizons
                • Miscellaneous Parameters
            • FX
              • Implementation Note
              • Data Model (Core)
                • Sensitivities
                • Risk Factor [MAR10.9]
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Delta/Vega Sensitivities
                  • Delta Sensitivities Long/Short
                  • Curvature Scenario Up/Down PV.CCY
                  • Delta/Vega/Curvature Risk Weight
                  • Delta/Vega Weighted Sensitivities
                  • Curvature Delta Sensitivities
                  • Curvature Shock Up/Down Prices
                  • Curvature CVR Up/Down
                  • Delta/Vega Risk Position Double Sums
                  • Delta/Vega Risk Position Correlations
                  • Delta Vega Risk Position
                  • Curvature Risk Position Up/Down
                  • Curvature Risk Position Scenario
                  • Curvature Risk Position
                  • Delta/Vega Risk Charge
                  • Curvature Risk Charge
              • Input Files (Reference Implementation)
                • SBM_Delta_Sensitivities*.csv
                • SBM_Vega_Sensitivities*.csv
                • SBM_Curvature_Sensitivities*.csv
              • Config Files
                • frtb-config.properties
              • Datastore (Reference Implementation)
                • TradeBase
                • RiskFactorDescription
                • UnderlyingDescription
                • Delta
                • Vega
                • Curvature
              • Cube Schema (Reference Implementation)
              • Configuration (Core)
                • Delta Special Crosses
                • Vertices
                • Vega Liquidity Horizons
                • Miscellaneous Parameters
            • GIRR
              • Interpretation Note
              • Data Model (Core)
                • Sensitivities
                • Risk Factor [MAR10.9]
                • Curve
              • Calculations
                • ETL (Reference Implementation)
                • Query Time (Core)
                  • Delta/Vega Sensitivities
                  • Delta Sensitivities Long/Short
                  • Curvature Scenario Up/Down PV.CCY
                  • Delta/Vega/Curvature Risk Weight
                  • Delta/Vega Weighted Sensitivities
                  • Curvature Delta Sensitivities
                  • Curvature Shock Up/Down Prices
                  • Curvature CVR Up/Down
                  • Delta/Vega Risk Position Double Sums
                  • Delta/Vega Risk Position Correlations
                  • Delta Vega Risk Position
                  • Curvature Risk Position Up/Down
                  • Curvature Risk Position Scenario
                  • Curvature Risk Position
                  • Delta/Vega Risk Charge
                  • Curvature Risk Charge
              • Input Files (Reference Implementation)
                • SBM_Delta_Sensitivities*.csv
                • SBM_Vega_Sensitivities*.csv
                • SBM_Curvature_Sensitivities*.csv
              • Config Files
                • frtb-config.properties
              • Datastore (Reference Implementation)
                • TradeBase
                • RiskFactorDescription
                • UnderlyingDescription
                • Delta
                • Vega
                • Curvature
              • Cube Schema (Reference Implementation)
              • Configuration (Core)
                • Tenor Risk Weights
                • Major Currencies
                • Vertices
                • Underlying Residual Maturity Vertices
                • Vega Liquidity Horizons
                • Miscellaneous Parameters
    • Analytics Reference
      • Measures
        • StandardisedApproach
          • Aggregated RiskCharge by Class
            • Commodity Risk Charge
            • Coverage Ratio
            • CSR non-Sec Risk Charge
            • CSR Sec CTP Risk Charge
            • CSR Sec non-CTP Risk Charge
            • Equity Risk Charge
            • FX Risk Charge
            • GIRR Risk Charge
            • Medium Risk Charge
            • SBM Correlation Scenario
            • SBM Risk Charge
            • SBM Risk Charge (reference scenario)
          • Commodity
            • Curvature
              • Commodity Curvature CVR Down
              • Commodity Curvature CVR Up
              • 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 shock-down prices
              • Commodity Curvature shock-up prices
            • Delta
              • Commodity Delta Risk Charge
              • Commodity Delta Risk Position
              • Commodity Delta Risk Position Correlations
              • Commodity Delta Risk Position Double Sums
              • Commodity Delta Risk Weight
              • Commodity Delta Sensitivities
              • Commodity Delta Weighted Sensitivities
            • Vega
              • Commodity Vega Risk Charge
              • Commodity Vega Risk Position
              • Commodity Vega Risk Position Correlations
              • Commodity Vega Risk Position Double Sums
              • Commodity Vega Risk Weight
              • Commodity Vega Sensitivities
              • Commodity Vega Weighted Sensitivities
          • CSR non-Sec
            • Curvature
              • CSR non-Sec Curvature CVR Down
              • CSR non-Sec Curvature CVR Up
              • CSR non-Sec Curvature Risk Charge
              • CSR non-Sec Curvature Risk Position
              • CSR non-Sec Curvature Risk Position Down
              • CSR non-Sec Curvature Risk Position Scenario
              • CSR non-Sec Curvature Risk Position Up
              • CSR non-Sec Curvature Risk Weight
              • CSR non-Sec Curvature shock-down prices
              • CSR non-Sec Curvature shock-up prices
            • Delta
              • CSR non-Sec Delta Risk Charge
              • CSR non-Sec Delta Risk Position
              • CSR non-Sec Delta Risk Position Correlations
              • CSR non-Sec Delta Risk Position Double Sums
              • CSR non-Sec Delta Risk Weight
              • CSR non-Sec Delta Sensitivities
              • CSR non-Sec Delta Weighted Sensitivities
            • Vega
              • CSR non-Sec Vega Risk Charge
              • CSR non-Sec Vega Risk Position
              • CSR non-Sec Vega Risk Position Correlations
              • CSR non-Sec Vega Risk Position Double Sums
              • CSR non-Sec Vega Risk Weight
              • CSR non-Sec Vega Sensitivities
              • CSR non-Sec Vega Weighted Sensitivities
          • CSR Sec CTP
            • Curvature
              • CSR Sec CTP Curvature CVR Down
              • CSR Sec CTP Curvature CVR Up
              • CSR Sec CTP Curvature Risk Charge
              • CSR Sec CTP Curvature Risk Position
              • CSR Sec CTP Curvature Risk Position Down
              • CSR Sec CTP Curvature Risk Position Scenario
              • CSR Sec CTP Curvature Risk Position Up
              • CSR Sec CTP Curvature Risk Weight
              • CSR Sec CTP Curvature shock-down prices
              • CSR Sec CTP Curvature shock-up prices
            • Delta
              • CSR Sec CTP Delta Risk Charge
              • CSR Sec CTP Delta Risk Position
              • CSR Sec CTP Delta Risk Position Correlations
              • CSR Sec CTP Delta Risk Position Double Sums
              • CSR Sec CTP Delta Risk Weight
              • CSR Sec CTP Delta Sensitivities
              • CSR Sec CTP Delta Weighted Sensitivities
            • Vega
              • CSR Sec CTP Vega Risk Charge
              • CSR Sec CTP Vega Risk Position
              • CSR Sec CTP Vega Risk Position Correlations
              • CSR Sec CTP Vega Risk Position Double Sums
              • CSR Sec CTP Vega Risk Weight
              • CSR Sec CTP Vega Sensitivities
              • CSR Sec CTP Vega Weighted Sensitivities
          • CSR Sec non-CTP
            • Curvature
              • CSR Sec non-CTP Curvature CVR Down
              • CSR Sec non-CTP Curvature CVR Up
              • CSR Sec non-CTP Curvature Risk Charge
              • CSR Sec non-CTP Curvature Risk Position
              • CSR Sec non-CTP Curvature Risk Position Down
              • CSR Sec non-CTP Curvature Risk Position Scenario
              • CSR Sec non-CTP Curvature Risk Position Up
              • CSR Sec non-CTP Curvature Risk Weight
              • CSR Sec non-CTP Curvature Sb
              • CSR Sec non-CTP Curvature shock-down prices
              • CSR Sec non-CTP Curvature shock-up prices
            • Delta
              • CSR Sec non-CTP Delta Risk Charge
              • CSR Sec non-CTP Delta Risk Position
              • CSR Sec non-CTP Delta Risk Position Correlations
              • CSR Sec non-CTP Delta Risk Position Double Sums
              • CSR Sec non-CTP Delta Risk Weight
              • CSR Sec non-CTP Delta Sensitivities
              • CSR Sec non-CTP Delta Weighted Sensitivities
            • Vega
              • CSR Sec non-CTP Vega Risk Charge
              • CSR Sec non-CTP Vega Risk Position
              • CSR Sec non-CTP Vega Risk Position Correlations
              • CSR Sec non-CTP Vega Risk Position Double Sums
              • CSR Sec non-CTP Vega Risk Weight
              • CSR Sec non-CTP Vega Sensitivities
              • CSR Sec non-CTP Vega Weighted Sensitivities
          • DRC
            • DRC non-Sec Default Risk Charge
            • DRC non-Sec Net JTD Long
            • DRC non-Sec Net JTD Short
            • DRC Sec CTP Default Risk Charge
            • DRC Sec CTP Default Risk Charge Aggregated
            • DRC Sec CTP Default Risk Charge Bucket
            • DRC Sec CTP Gross JTD
            • DRC Sec CTP HBR
            • DRC Sec CTP HBR Top
            • DRC Sec CTP Net JTD Long
            • DRC Sec CTP Net JTD Short
            • DRC Sec CTP Scaled Gross JTD
            • DRC Sec CTP Weighted Net JTD Long
            • DRC Sec CTP Weighted Net JTD Short
            • DRC Sec non-CTP Default Risk Charge
          • Equity
            • Curvature
              • Equity Curvature CVR Down
              • Equity Curvature CVR Up
              • Equity Curvature Risk Charge
              • Equity Curvature Risk Position
              • Equity Curvature Risk Position Down
              • Equity Curvature Risk Position Scenario
              • Equity Curvature Risk Position Up
              • Equity Curvature Risk Weight
              • Equity Curvature shock-down prices
              • Equity Curvature shock-up prices
            • Delta
              • Equity Delta Risk Charge
              • Equity Delta Risk Position
              • Equity Delta Risk Position Correlations
              • Equity Delta Risk Position Double Sums
              • Equity Delta Risk Weight
              • Equity Delta Sensitivities
              • Equity Delta Weighted Sensitivities
            • Vega
              • Equity Vega Risk Charge
              • Equity Vega Risk Position
              • Equity Vega Risk Position Correlations
              • Equity Vega Risk Position Double Sums
              • Equity Vega Risk Weight
              • Equity Vega Sensitivities
              • Equity Vega Weighted Sensitivities
          • FX
            • Curvature
              • FX Curvature CVR Down
              • FX Curvature CVR Up
              • FX Curvature Risk Charge
              • FX Curvature Risk Position
              • FX Curvature Risk Position Down
              • FX Curvature Risk Position Scenario
              • FX Curvature Risk Position Up
              • FX Curvature Risk Weight
              • FX Curvature shock-down prices
              • FX Curvature shock-up prices
            • Delta
              • FX Delta Risk Charge
              • FX Delta Risk Position
              • FX Delta Risk Position Correlations
              • FX Delta Risk Position Double Sums
              • FX Delta Risk Weight
              • FX Delta Sensitivities
              • FX Delta Weighted Sensitivities
            • Vega
              • FX Vega Risk Charge
              • FX Vega Risk Position
              • FX Vega Risk Position Correlations
              • FX Vega Risk Position Double Sums
              • FX Vega Risk Weight
              • FX Vega Sensitivities
              • FX Vega Weighted Sensitivities
          • GIRR
            • Curvature
              • GIRR Curvature CVR Down
              • GIRR Curvature CVR Up
              • 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 shock-down prices
              • GIRR Curvature shock-up prices
            • Delta
              • GIRR Delta Risk Charge
              • GIRR Delta Risk Position
              • GIRR Delta Risk Position Correlations
              • GIRR Delta Risk Position Double Sums
              • GIRR Delta Risk Weight
              • GIRR Delta Sensitivities
              • GIRR Delta Weighted Sensitivities
            • Vega
              • GIRR Vega Risk Charge
              • GIRR Vega Risk Position
              • GIRR Vega Risk Position Correlations
              • GIRR Vega Risk Position Double Sums
              • GIRR Vega Risk Weight
              • GIRR Vega Sensitivities
              • GIRR Vega Weighted Sensitivities
          • RRAO
            • Residual Risk Add On
      • Dimensions
        • [Booking].[Books]
        • [Booking].[Categories]
        • [Booking].[Desks]
        • [Booking].[FRTB Model]
        • [Booking].[IRT Desk]
        • [Booking].[Netting Set]
        • [Booking].[PLA Zone]
        • [Booking].[Trades]
        • [Buckets].[Commodity Buckets]
        • [Buckets].[CSR non-Sec Buckets]
        • [Buckets].[CSR Sec CTP Buckets]
        • [Buckets].[CSR Sec non-CTP Buckets]
        • [Buckets].[Equity Buckets]
        • [Buckets].[FX Buckets]
        • [Buckets].[GIRR Buckets]
        • [Currencies].[Currency]
        • [Dates].[BookStructureDate]
        • [Dates].[Date]
        • [Dates].[OmegaDate]
        • [Dates].[TradeDates]
        • [Default Risk Charge].[DRC Direction]
        • [Default Risk Charge].[DRC Fund Treatment]
        • [Default Risk Charge].[DRC Instrument LGD Type]
        • [Default Risk Charge].[DRC Maturity]
        • [Default Risk Charge].[DRC non-Sec Bucket]
        • [Default Risk Charge].[DRC non-Sec Rating]
        • [Default Risk Charge].[DRC Obligor]
        • [Default Risk Charge].[DRC Sec CTP Attachment]
        • [Default Risk Charge].[DRC Sec CTP Bucket]
        • [Default Risk Charge].[DRC Sec CTP Detachment]
        • [Default Risk Charge].[DRC Sec CTP Instrument Type]
        • [Default Risk Charge].[DRC Sec CTP Rating Type]
        • [Default Risk Charge].[DRC Sec CTP Rating]
        • [Default Risk Charge].[DRC Sec CTP Security]
        • [Default Risk Charge].[DRC Sec CTP Seniority]
        • [Default Risk Charge].[DRC Sec non-CTP Asset Class]
        • [Default Risk Charge].[DRC Sec non-CTP Attachment]
        • [Default Risk Charge].[DRC Sec non-CTP Bucket]
        • [Default Risk Charge].[DRC Sec non-CTP Detachment]
        • [Default Risk Charge].[DRC Sec non-CTP Rating Type]
        • [Default Risk Charge].[DRC Sec non-CTP Rating]
        • [Default Risk Charge].[DRC Sec non-CTP Region]
        • [Default Risk Charge].[DRC Sec non-CTP Seniority]
        • [Default Risk Charge].[DRC Sec non-CTP Tranche]
        • [Default Risk Charge].[DRC Seniority]
        • [Default Risk Charge].[DRC Zero Risk Weight]
        • [displayCurrency].[displayCurrency]
        • [Double Sums].[Commodity Delta Double Sums]
        • [Double Sums].[Commodity Vega Double Sums]
        • [Double Sums].[CSR non-Sec Delta Double Sums]
        • [Double Sums].[CSR non-Sec Vega Double Sums]
        • [Double Sums].[CSR Sec CTP Delta Double Sums]
        • [Double Sums].[CSR Sec CTP Vega Double Sums]
        • [Double Sums].[CSR Sec non-CTP Delta Double Sums]
        • [Double Sums].[CSR Sec non-CTP Vega Double Sums]
        • [Double Sums].[Equity Delta Double Sums]
        • [Double Sums].[Equity Vega Double Sums]
        • [Double Sums].[FX Delta Double Sums]
        • [Double Sums].[FX Vega Double Sums]
        • [Double Sums].[GIRR Delta Double Sums]
        • [Double Sums].[GIRR Vega Double Sums]
        • [Epoch].[Epoch]
        • [Market Data].[CSR Quality]
        • [Market Data].[CSR Rating]
        • [Market Data].[CSR Sec non-CTP Attachment]
        • [Market Data].[CSR Sec non-CTP Detachment]
        • [Market Data].[CSR Sec non-CTP Pool]
        • [Market Data].[CSR Sector]
        • [Market Data].[Equity Issuer Economy]
        • [Market Data].[Equity Market Cap]
        • [Market Data].[Equity Sector]
        • [Market Data].[GIRR Currency]
        • [Market Data].[GIRR Curve Types]
        • [Market Data].[Underlying]
        • [Organization].[BookHierarchy]
        • [Organization].[Legal Entities]
        • [Organization].[LegalEntityHierarchy]
        • [Parameter Sets].[Parameter Set]
        • [Risk].[Commodity Location]
        • [Risk].[Currencies]
        • [Risk].[FX Counter Currency]
        • [Risk].[Maturities]
        • [Risk].[Present Value Ladder]
        • [Risk].[Residual Risk Add On]
        • [Risk].[Risk Classes]
        • [Risk].[Risk Factor Types]
        • [Risk].[Risk Factors Set]
        • [Risk].[Risk Factors]
        • [Risk].[Risk Measures]
        • [Risk].[RRAO Category]
        • [Risk].[Sliding Window]
        • [Risk].[Vertices]
    • Glossary
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