Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP --- CSR Sec non-CTP ---- Curvature ----- CSR Sec non-CTP Curvature CVR Down ----- CSR Sec non-CTP Curvature CVR Up ----- CSR Sec non-CTP Curvature Delta Sensitivities ----- CSR Sec non-CTP Curvature Delta Weighted Sensitivities ----- CSR Sec non-CTP Curvature Risk Charge ----- CSR Sec non-CTP Curvature Risk Position ----- CSR Sec non-CTP Curvature Risk Position Down ----- CSR Sec non-CTP Curvature Risk Position Scenario ----- CSR Sec non-CTP Curvature Risk Position Up ----- CSR Sec non-CTP Curvature Risk Weight ----- CSR Sec non-CTP Curvature Sb ----- CSR Sec non-CTP Curvature shock-down prices ----- CSR Sec non-CTP Curvature shock-up prices ----- CSR Sec non-CTP Scenario Down PV.CCY ----- CSR Sec non-CTP Scenario Up PV.CCY ----- CSR Sec non-CTP.PV.CCY Internal.Filtered ---- Delta ---- Vega --- 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 non-CTP Curvature shock-down prices sbm Description The valuation impact of the downward scenario Reference [MAR21.5] Notation $V_i \left (x_k^{(RW^{(curvature)}-)} \right ) - V_i(x_k)$ See also CSR Sec non-CTP Curvature Delta Sensitivities CSR Sec non-CTP Curvature Sb CSR Sec non-CTP Curvature CVR Up CSR Sec non-CTP Curvature Risk Position Up CSR Sec non-CTP Curvature CVR Down CSR Sec non-CTP Curvature Risk Charge CSR Sec non-CTP Curvature Risk Position CSR Sec non-CTP Curvature Delta Weighted Sensitivities CSR Sec non-CTP Curvature Risk Position Scenario CSR Sec non-CTP Curvature shock-up prices CSR Sec non-CTP Curvature Risk Position Down CSR Sec non-CTP Curvature Risk Weight CSR Sec non-CTP Curvature Sb CSR Sec non-CTP Curvature shock-up prices
FRTB Accelerator Cube Guide