Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity ---- Curvature ----- Commodity Curvature CVR Down ----- Commodity Curvature CVR Up ----- Commodity Curvature Delta Sensitivities ----- Commodity Curvature Delta Weighted Sensitivities ----- Commodity Curvature Risk Charge ----- Commodity Curvature Risk Position ----- Commodity Curvature Risk Position Down ----- Commodity Curvature Risk Position Scenario ----- Commodity Curvature Risk Position Up ----- Commodity Curvature Risk Weight ----- Commodity Curvature Sb ----- Commodity Curvature shock-down prices ----- Commodity Curvature shock-up prices ----- Commodity Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- Count --- CSR non-Sec --- CSR Sec CTP --- CSR Sec non-CTP --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values - Dimensions Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 Curvature Commodity Curvature CVR Down sbm Commodity Curvature CVR Up sbm Commodity Curvature Delta Sensitivities sbm Commodity Curvature Delta Weighted Sensitivities sbm Commodity Curvature Risk Charge sbm Commodity Curvature Risk Position sbm Commodity Curvature Risk Position Down sbm Commodity Curvature Risk Position Scenario sbm Commodity Curvature Risk Position Up sbm Commodity Curvature Risk Weight sbm Commodity Curvature Sb sbm Commodity Curvature shock-down prices sbm Commodity Curvature shock-up prices sbm Commodity Curvature Technical Curvature Delta Shift Page 1 of 1 Commodity Commodity Curvature CVR Down
FRTB Accelerator Cubes Guide