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 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].[FX Buckets]. See also FX Curvature CVR Up FX Curvature Delta Weighted Sensitivities FX Curvature CVR Down FX Curvature Risk Position Scenario FX Curvature Risk Position Up FX Curvature Risk Position Down FX Curvature shock-down prices FX Curvature Risk Charge FX Curvature Risk Position FX Curvature shock-up prices FX Curvature Sb FX Curvature Delta Sensitivities FX Curvature Risk Position Up FX Curvature Sb
FRTB Accelerator Cube Guide