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 Curvature GIRR Curvature CVR Down sbm GIRR Curvature CVR Up sbm GIRR Curvature Delta Sensitivities sbm GIRR Curvature Delta Weighted Sensitivities sbm GIRR Curvature Risk Charge sbm GIRR Curvature Risk Position sbm GIRR Curvature Risk Position Down sbm GIRR Curvature Risk Position Scenario sbm GIRR Curvature Risk Position Up sbm GIRR Curvature Risk Weight sbm GIRR Curvature Sb sbm GIRR Curvature shock-down prices sbm GIRR Curvature shock-up prices sbm GIRR Scenario Down PV.CCY sbm GIRR Scenario Up PV.CCY sbm GIRR.PV.CCY Internal.Filtered sbm Page 1 of 1 GIRR GIRR Curvature CVR Down
FRTB Accelerator Cube Guide