Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec --- CSR Sec CTP --- CSR Sec non-CTP ---- Curvature ----- CSR Sec non-CTP Curvature CVR Down ----- CSR Sec non-CTP Curvature CVR Up ----- CSR Sec non-CTP Curvature Delta Sensitivities ----- CSR Sec non-CTP Curvature Delta Weighted Sensitivities ----- CSR Sec non-CTP Curvature Risk Charge ----- CSR Sec non-CTP Curvature Risk Position ----- CSR Sec non-CTP Curvature Risk Position Down ----- CSR Sec non-CTP Curvature Risk Position Scenario ----- CSR Sec non-CTP Curvature Risk Position Up ----- CSR Sec non-CTP Curvature Risk Weight ----- CSR Sec non-CTP Curvature Sb ----- CSR Sec non-CTP Curvature shock-down prices ----- CSR Sec non-CTP Curvature shock-up prices ----- CSR Sec non-CTP Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- 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 CSR Sec non-CTP Curvature CVR Down sbm CSR Sec non-CTP Curvature CVR Up sbm CSR Sec non-CTP Curvature Delta Sensitivities sbm CSR Sec non-CTP Curvature Delta Weighted Sensitivities sbm CSR Sec non-CTP Curvature Risk Charge sbm CSR Sec non-CTP Curvature Risk Position sbm CSR Sec non-CTP Curvature Risk Position Down sbm CSR Sec non-CTP Curvature Risk Position Scenario sbm CSR Sec non-CTP Curvature Risk Position Up sbm CSR Sec non-CTP Curvature Risk Weight sbm CSR Sec non-CTP Curvature Sb sbm CSR Sec non-CTP Curvature shock-down prices sbm CSR Sec non-CTP Curvature shock-up prices sbm CSR Sec non-CTP Curvature Technical Curvature Delta Shift Page 1 of 1 CSR Sec non-CTP CSR Sec non-CTP Curvature CVR Down
FRTB Accelerator Cubes Guide