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 shock-up prices sbm Description The valuation impact of the upward scenario Reference [MAR21.5] Notation $V_i \left (x_k^{(RW^{(curvature)}+)} \right )- V_i(x_k)$ See also Commodity Curvature shock-down prices Commodity Curvature Risk Position Commodity Curvature Risk Position Up Commodity Curvature Delta Sensitivities Commodity Curvature CVR Down Commodity Curvature CVR Up Commodity Curvature Risk Weight Commodity Curvature Sb Commodity Curvature Risk Charge Commodity Curvature Risk Position Down Commodity Curvature Risk Position Scenario Commodity Curvature Delta Weighted Sensitivities Commodity Curvature shock-down prices Commodity Scenario Down PV.CCY
FRTB Accelerator Cube Guide