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