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 --- Count --- DRC --- Equity ---- Curvature ----- Equity Curvature CVR Down ----- Equity Curvature CVR Up ----- Equity Curvature Delta Sensitivities ----- Equity Curvature Delta Weighted Sensitivities ----- Equity Curvature Risk Charge ----- Equity Curvature Risk Position ----- Equity Curvature Risk Position Down ----- Equity Curvature Risk Position Scenario ----- Equity Curvature Risk Position Up ----- Equity Curvature Risk Weight ----- Equity Curvature Sb ----- Equity Curvature shock-down prices ----- Equity Curvature shock-up prices ----- Equity Scenario Down PV.CCY ----- Equity Scenario Up PV.CCY ----- Equity.PV.CCY Internal.Filtered ---- Delta ---- Vega --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values Equity 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 Equity Curvature Risk Charge Equity Curvature Risk Position Down Equity Curvature Risk Position Up Equity Curvature shock-up prices Equity Curvature Risk Position Equity Curvature Risk Weight Equity Curvature CVR Up Equity Curvature shock-down prices Equity Curvature CVR Down Equity Curvature Delta Sensitivities Equity Curvature Delta Weighted Sensitivities Equity Curvature Sb Equity Curvature Risk Position Down Equity Curvature Risk Position Up
FRTB Accelerator Cube Guide