Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP ---- Curvature ---- Delta ----- CSR Sec CTP Delta Risk Charge ----- CSR Sec CTP Delta Risk Position ----- CSR Sec CTP Delta Risk Position Correlations ----- CSR Sec CTP Delta Risk Position Double Sums ----- CSR Sec CTP Delta Risk Weight ----- CSR Sec CTP Delta Sensitivities ----- CSR Sec CTP Delta Weighted Sensitivities ---- 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 Delta Weighted Sensitivities sbm Description The weighted CSR Sec CTP delta Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also CSR Sec CTP Delta Risk Charge CSR Sec CTP Delta Risk Position Double Sums CSR Sec CTP Delta Sensitivities CSR Sec CTP Delta Risk Position Correlations CSR Sec CTP Delta Risk Weight CSR Sec CTP Delta Risk Position CSR Sec CTP Delta Sensitivities Vega
FRTB Accelerator Cube Guide