Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP --- CSR Sec non-CTP ---- Curvature ---- Delta ---- Vega ----- CSR Sec non-CTP Vega Risk Charge ----- CSR Sec non-CTP Vega Risk Position ----- CSR Sec non-CTP Vega Risk Position Correlations ----- CSR Sec non-CTP Vega Risk Position Double Sums ----- CSR Sec non-CTP Vega Risk Weight ----- CSR Sec non-CTP Vega Sensitivities ----- CSR Sec non-CTP Vega Weighted Sensitivities --- CSR non-Sec --- Commodity --- Count --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values Vega CSR Sec non-CTP Vega Risk Charge sbm CSR Sec non-CTP Vega Risk Position sbm CSR Sec non-CTP Vega Risk Position Correlations sbm CSR Sec non-CTP Vega Risk Position Double Sums sbm CSR Sec non-CTP Vega Risk Weight sbm CSR Sec non-CTP Vega Sensitivities sbm CSR Sec non-CTP Vega Weighted Sensitivities sbm Page 1 of 1 CSR Sec non-CTP Delta Weighted Sensitivities CSR Sec non-CTP Vega Risk Charge
FRTB Accelerator Cube Guide