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 PortfolioRiskCharge.D2D sbm Description Day-to-day change for a measure Portfolio Risk Charge SBM Risk Charge
FRTB Accelerator Cube Guide