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 --- DRC --- Equity ---- Curvature ---- Delta ----- Equity Delta Risk Charge ----- Equity Delta Risk Position ----- Equity Delta Risk Position Correlations ----- Equity Delta Risk Position Double Sums ----- Equity Delta Risk Weight ----- Equity Delta Sensitivities ----- Equity Delta Weighted Sensitivities ---- Vega --- 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 Delta Equity Delta Risk Charge sbm Equity Delta Risk Position sbm Equity Delta Risk Position Correlations sbm Equity Delta Risk Position Double Sums sbm Equity Delta Risk Weight sbm Equity Delta Sensitivities sbm Equity Delta Weighted Sensitivities sbm Page 1 of 1 Equity Curvature Technical Curvature Delta Shift Equity Delta Risk Charge
FRTB Accelerator Cubes Guide