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 Scenario Up PV.CCY sbm Description Technical measure Commodity Scenario Down PV.CCY Commodity.PV.CCY Internal.Filtered
FRTB Accelerator Cube Guide