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 Delta Sensitivities sbm Description The commodity delta for trades having curvature risk Notation sik This measure matches Commodity Delta Sensitivities for trades and risk factors having curvature risk charges. See also Commodity Curvature CVR Up Commodity Curvature Risk Position Up Commodity Curvature Sb Commodity Curvature Risk Position Down Commodity Curvature Risk Weight Commodity Curvature shock-up prices Commodity Curvature CVR Down Commodity Curvature Risk Position Scenario Commodity Curvature Risk Charge Commodity Curvature shock-down prices Commodity Curvature Delta Weighted Sensitivities Commodity Curvature Risk Position Commodity Curvature CVR Up Commodity Curvature Delta Weighted Sensitivities
FRTB Accelerator Cube Guide