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 ---- DRC Sec non-CTP Default Risk Charge ---- DRC Sec non-CTP Gross JTD ---- DRC Sec non-CTP JTD Weightings ---- DRC Sec non-CTP Net JTD Long ---- DRC Sec non-CTP Net JTD Short ---- DRC Sec non-CTP Scaled Gross JTD ---- DRC Sec non-CTP Weighted Net JTD Long ---- DRC Sec non-CTP Weighted Net JTD Short ---- DRC Sec non-CTP WtS Ratio ---- DRC non-Sec Default Risk Charge ---- DRC non-Sec Gross JTD ---- DRC non-Sec JTD Weightings ---- DRC non-Sec LGD ---- DRC non-Sec Net JTD Long ---- DRC non-Sec Net JTD Short ---- DRC non-Sec Scaled Gross JTD ---- DRC non-Sec Weighted Net JTD Long ---- DRC non-Sec Weighted Net JTD Short ---- DRC non-Sec WtS Ratio ---- Default Risk Charge ---- Maturity Scaling Factor ---- PV.CCY DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values DRC DRC Sec non-CTP Default Risk Charge drc_sa DRC Sec non-CTP Gross JTD drc_sa DRC Sec non-CTP JTD Weightings drc_sa DRC Sec non-CTP Net JTD Long drc_sa DRC Sec non-CTP Net JTD Short drc_sa DRC Sec non-CTP Scaled Gross JTD drc_sa DRC Sec non-CTP Weighted Net JTD Long drc_sa DRC Sec non-CTP Weighted Net JTD Short drc_sa DRC Sec non-CTP WtS Ratio drc_sa DRC non-Sec Default Risk Charge drc_sa DRC non-Sec Gross JTD drc_sa DRC non-Sec JTD Weightings drc_sa DRC non-Sec LGD drc_sa DRC non-Sec Net JTD Long drc_sa DRC non-Sec Net JTD Short drc_sa DRC non-Sec Scaled Gross JTD drc_sa DRC non-Sec Weighted Net JTD Long drc_sa DRC non-Sec Weighted Net JTD Short drc_sa DRC non-Sec WtS Ratio drc_sa Default Risk Charge drc_sa Maturity Scaling Factor drc_sa PV.CCY DRC drc_sa Page 1 of 1 Count DRC Sec non-CTP Default Risk Charge
FRTB Accelerator Cube Guide