Navigation :
FX Delta Risk Weight
| Description |
The FX delta risk weightes, set separately for spot and repo risk factors |
| Reference |
[MAR21.77] |
| Notation |
$RW_k$ |
The measure requires having hierarchy(ies) in the view: [Buckets].[FX Buckets], [Market Data].[Market Types].
See also
FRTB Accelerator Cube Guide