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 --- GIRR ---- BookHierarchy ---- BookParentChild ---- FXRates ---- LegalEntityHierarchy ---- LegalEntityParentChild ---- TradeMapping --- 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 GIRR Delta Risk Charge sbm GIRR Delta Risk Position sbm GIRR Delta Risk Position Correlations sbm GIRR Delta Risk Position Double Sums sbm GIRR Delta Risk Weight sbm GIRR Delta Sensitivities sbm GIRR Delta Weighted Sensitivities sbm Page 1 of 1 GIRR Curvature Technical Curvature Delta Shift GIRR Delta Risk Charge
FRTB Accelerator Cubes Guide