Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec ---- Curvature ---- Delta ----- CSR non-Sec Delta Risk Charge ----- CSR non-Sec Delta Risk Position ----- CSR non-Sec Delta Risk Position Correlations ----- CSR non-Sec Delta Risk Position Double Sums ----- CSR non-Sec Delta Risk Weight ----- CSR non-Sec Delta Sensitivities ----- CSR non-Sec Delta Weighted Sensitivities ---- Vega --- 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 FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 CSR non-Sec Delta Risk Weight sbm Description The CSR non-Sec delta risk weights Hierarchy(ies) required in the view: [Buckets].[CSR non-Sec Buckets][Market Data].[CSR Rating] Reference [MAR21.77] Notation $RW_k$ See also CSR non-Sec Delta Risk Charge CSR non-Sec Delta Risk Position CSR non-Sec Delta Risk Position Correlations CSR non-Sec Delta Risk Position Double Sums CSR non-Sec Delta Sensitivities CSR non-Sec Delta Weighted Sensitivities CSR non-Sec Delta Risk Position Double Sums CSR non-Sec Delta Sensitivities
FRTB Accelerator Cubes Guide