Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class ---- CSR Sec CTP Risk Charge ---- CSR Sec non-CTP Risk Charge ---- CSR non-Sec Risk Charge ---- Commodity Risk Charge ---- Equity Risk Charge ---- FX Risk Charge ---- GIRR Risk Charge ---- Medium Risk Charge ---- Portfolio Risk Charge ---- PortfolioRiskCharge.D2D ---- SBM Risk Charge --- CSR Sec CTP --- CSR Sec non-CTP --- 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 Portfolio Risk Charge sbm Description Standardized capital charge as if all positions were under SA approach, includes SBM, DRC SA and RRAO Variations <incremental> <pro_rata> <euler_numerical> See also CA Capital Surcharge SA-GA CA-GA IMA-GA CU ACR Residual Risk Add On IMADRC RWA Medium Risk Charge PortfolioRiskCharge.D2D
FRTB Accelerator Cube Guide