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 Weight sbm Description The risk weights applied in curvature calculations Reference [MAR21.5] Notation $RW_k^{(curvature)}$ The measure requires having hierarchy(ies) in the view: [Buckets].[Equity Buckets]. See also Equity Curvature Sb Equity Curvature Risk Charge Equity Curvature CVR Down Equity Curvature Delta Weighted Sensitivities Equity Curvature Risk Position Up Equity Curvature Risk Position Scenario Equity Curvature shock-down prices Equity Curvature Delta Sensitivities Equity Curvature Risk Position Equity Curvature shock-up prices Equity Curvature CVR Up Equity Curvature Risk Position Down Equity Curvature Risk Position Up Equity Curvature Sb
FRTB Accelerator Cube Guide