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 --- GIRR ---- Curvature ----- GIRR Curvature CVR Down ----- GIRR Curvature CVR Up ----- GIRR Curvature Delta Sensitivities ----- GIRR Curvature Delta Weighted Sensitivities ----- GIRR Curvature Risk Charge ----- GIRR Curvature Risk Position ----- GIRR Curvature Risk Position Down ----- GIRR Curvature Risk Position Scenario ----- GIRR Curvature Risk Position Up ----- GIRR Curvature Risk Weight ----- GIRR Curvature Sb ----- GIRR Curvature shock-down prices ----- GIRR Curvature shock-up prices ----- GIRR Scenario Down PV.CCY ----- GIRR Scenario Up PV.CCY ----- GIRR.PV.CCY Internal.Filtered ---- Delta ---- Vega --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values GIRR 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 GIRR Curvature Delta Sensitivities GIRR Curvature Sb GIRR Curvature Risk Weight GIRR Curvature CVR Up GIRR Curvature Risk Position GIRR Curvature Risk Position Down GIRR Curvature shock-up prices GIRR Curvature Risk Charge GIRR Curvature Risk Position Up GIRR Curvature Delta Weighted Sensitivities GIRR Curvature shock-down prices GIRR Curvature CVR Down GIRR Curvature Risk Position Down GIRR Curvature Risk Position Up
FRTB Accelerator Cube Guide