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 shock-down prices sbm Description The valuation impact of the downward scenario Reference [MAR21.5] Notation $V_i \left (x_k^{(RW^{(curvature)}-)} \right ) - V_i(x_k)$ See also GIRR Curvature Risk Position GIRR Curvature Delta Weighted Sensitivities GIRR Curvature CVR Down GIRR Curvature Risk Position Up GIRR Curvature Risk Position Down GIRR Curvature Risk Charge GIRR Curvature Sb GIRR Curvature CVR Up GIRR Curvature Delta Sensitivities GIRR Curvature Risk Position Scenario GIRR Curvature shock-up prices GIRR Curvature Risk Weight GIRR Curvature Sb GIRR Curvature shock-up prices
FRTB Accelerator Cube Guide