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 --- FX ---- Curvature ----- FX Curvature CVR Down ----- FX Curvature CVR Up ----- FX Curvature Delta Sensitivities ----- FX Curvature Delta Weighted Sensitivities ----- FX Curvature Risk Charge ----- FX Curvature Risk Position ----- FX Curvature Risk Position Down ----- FX Curvature Risk Position Scenario ----- FX Curvature Risk Position Up ----- FX Curvature Risk Weight ----- FX Curvature Sb ----- FX Curvature shock-down prices ----- FX Curvature shock-up prices ----- FX Scenario Down PV.CCY ----- FX Scenario Up PV.CCY ----- FX.PV.CCY Internal.Filtered ---- Delta ---- Vega --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values FX Curvature Delta Sensitivities sbm Description The FX delta for trades having curvature risk Reference [MAR21.5] Notation sik This measure matches FX Delta Sensitivities for trades and risk factors having curvature risk charges. See also FX Curvature Risk Position Up FX Curvature Delta Weighted Sensitivities FX Curvature Risk Position FX Curvature Sb FX Curvature Risk Position Scenario FX Curvature shock-down prices FX Curvature CVR Up FX Curvature Risk Charge FX Curvature Risk Position Down FX Curvature Risk Weight FX Curvature CVR Down FX Curvature shock-up prices FX Curvature CVR Up FX Curvature Delta Weighted Sensitivities
FRTB Accelerator Cube Guide