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 ---- 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 --- 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 Delta Risk Weight sbm Description The commodity delta risk weights Reference [MAR21.82] Notation $RW_k$ The measure requires having hierarchy(ies) in the view: [Buckets].[Commodity Buckets]. See also Commodity Delta Weighted Sensitivities Commodity Delta Risk Position Double Sums Commodity Delta Risk Charge Commodity Delta Risk Position Commodity Delta Sensitivities Commodity Delta Risk Position Correlations Commodity Delta Risk Position Double Sums Commodity Delta Sensitivities
FRTB Accelerator Cube Guide