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 --- FX ---- Curvature ----- FX Curvature CVR Down ----- FX Curvature CVR Up ----- FX Curvature Delta Sensitivities ----- FX Curvature Delta Weighted Sensitivities ----- FX Curvature Risk Charge ----- FX Curvature Risk Position ----- FX Curvature Risk Position Down ----- FX Curvature Risk Position Scenario ----- FX Curvature Risk Position Up ----- FX Curvature Risk Weight ----- FX Curvature Sb ----- FX Curvature shock-down prices ----- FX Curvature shock-up prices ----- FX Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- 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 FX Curvature CVR Down sbm FX Curvature CVR Up sbm FX Curvature Delta Sensitivities sbm FX Curvature Delta Weighted Sensitivities sbm FX Curvature Risk Charge sbm FX Curvature Risk Position sbm FX Curvature Risk Position Down sbm FX Curvature Risk Position Scenario sbm FX Curvature Risk Position Up sbm FX Curvature Risk Weight sbm FX Curvature Sb sbm FX Curvature shock-down prices sbm FX Curvature shock-up prices sbm FX Curvature Technical Curvature Delta Shift Page 1 of 1 FX FX Curvature CVR Down
FRTB Accelerator Cubes Guide