Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP ---- Curvature ----- CSR Sec CTP Curvature CVR Down ----- CSR Sec CTP Curvature CVR Up ----- CSR Sec CTP Curvature Delta Sensitivities ----- CSR Sec CTP Curvature Delta Weighted Sensitivities ----- 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 Sb ----- CSR Sec CTP Curvature shock-down prices ----- CSR Sec CTP Curvature shock-up prices ----- CSR Sec CTP Scenario Down PV.CCY ----- CSR Sec CTP Scenario Up PV.CCY ----- CSR Sec CTP.PV.CCY Internal.Filtered ---- Delta ---- Vega --- CSR Sec non-CTP --- CSR non-Sec --- Commodity --- Count --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values CSR Sec CTP Curvature Risk Position Scenario sbm Description Indicates which scenario - up or down - resulted in the worst loss for a risk factor Variations <high> <low> Reference [MAR21.5] See also CSR Sec CTP Curvature Risk Position CSR Sec CTP Curvature Delta Sensitivities CSR Sec CTP Curvature Risk Charge CSR Sec CTP Curvature shock-down prices CSR Sec CTP Curvature Risk Weight CSR Sec CTP Curvature Risk Position Down CSR Sec CTP Curvature Sb CSR Sec CTP Curvature Risk Position Up CSR Sec CTP Curvature CVR Up CSR Sec CTP Curvature CVR Down CSR Sec CTP Curvature Delta Weighted Sensitivities CSR Sec CTP Curvature shock-up prices CSR Sec CTP Curvature Risk Position Down CSR Sec CTP Curvature Risk Position Up
FRTB Accelerator Cube Guide