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 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 FX Curvature CVR Down FX Curvature Risk Charge FX Curvature Risk Position Up FX Curvature Delta Weighted Sensitivities FX Curvature CVR Up FX Curvature Risk Position Down FX Curvature Risk Position FX Curvature shock-up prices FX Curvature Risk Weight FX Curvature shock-down prices FX Curvature Delta Sensitivities FX Curvature Sb FX Curvature Risk Position Down FX Curvature Risk Position Up
FRTB Accelerator Cube Guide