Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec ---- Curvature ---- Delta ---- Vega ----- CSR non-Sec Vega Risk Charge ----- CSR non-Sec Vega Risk Position ----- CSR non-Sec Vega Risk Position Correlations ----- CSR non-Sec Vega Risk Position Double Sums ----- CSR non-Sec Vega Risk Weight ----- CSR non-Sec Vega Sensitivities ----- CSR non-Sec Vega Weighted Sensitivities --- 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 Vega Risk Weight sbm Description The CSR non-Sec vega risk weights Hierarchy(ies) required in the view: [Buckets].[CSR non-Sec Buckets] Reference [MAR21.92] Notation RWk Formula RWk=min[RWσ⋅√LHriskclass√10;100%] See also CSR non-Sec Vega Risk Charge CSR non-Sec Vega Risk Position CSR non-Sec Vega Risk Position Correlations CSR non-Sec Vega Risk Position Double Sums CSR non-Sec Vega Sensitivities CSR non-Sec Vega Weighted Sensitivities CSR non-Sec Vega Risk Position Double Sums CSR non-Sec Vega Sensitivities
FRTB Accelerator Cubes Guide