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 ---- Delta ----- FX Delta Risk Charge ----- FX Delta Risk Position ----- FX Delta Risk Position Correlations ----- FX Delta Risk Position Double Sums ----- FX Delta Risk Weight ----- FX Delta Sensitivities ----- FX Delta Weighted Sensitivities ---- Vega --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values FX Delta Weighted Sensitivities sbm Description The weighted FX delta Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also FX Delta Risk Weight FX Delta Sensitivities FX Delta Risk Position Correlations FX Delta Risk Position Double Sums FX Delta Risk Position FX Delta Risk Charge FX Delta Sensitivities Vega
FRTB Accelerator Cube Guide