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 ---- Curvature ----- CSR Sec non-CTP Curvature CVR Down ----- CSR Sec non-CTP Curvature CVR Up ----- CSR Sec non-CTP Curvature Delta Sensitivities ----- CSR Sec non-CTP Curvature Delta Weighted Sensitivities ----- CSR Sec non-CTP Curvature Risk Charge ----- CSR Sec non-CTP Curvature Risk Position ----- CSR Sec non-CTP Curvature Risk Position Down ----- CSR Sec non-CTP Curvature Risk Position Scenario ----- CSR Sec non-CTP Curvature Risk Position Up ----- CSR Sec non-CTP Curvature Risk Weight ----- CSR Sec non-CTP Curvature Sb ----- CSR Sec non-CTP Curvature shock-down prices ----- CSR Sec non-CTP Curvature shock-up prices ----- CSR Sec non-CTP Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- 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 Sec non-CTP Curvature Risk Position Scenario sbm Description Indicates which scenario - up or down - resulted in the worst loss for a risk factor Variations high low Hierarchy(ies) required in the view: [Buckets].[CSR Sec non-CTP Buckets] Reference [MAR21.5] See also CSR Sec non-CTP Curvature CVR Down CSR Sec non-CTP Curvature CVR Up CSR Sec non-CTP Curvature Delta Sensitivities CSR Sec non-CTP Curvature Delta Weighted Sensitivities CSR Sec non-CTP Curvature Risk Charge CSR Sec non-CTP Curvature Risk Position CSR Sec non-CTP Curvature Risk Position Down CSR Sec non-CTP Curvature Risk Position Up CSR Sec non-CTP Curvature Risk Weight CSR Sec non-CTP Curvature Sb CSR Sec non-CTP Curvature shock-down prices CSR Sec non-CTP Curvature shock-up prices CSR Sec non-CTP Curvature Risk Position Down CSR Sec non-CTP Curvature Risk Position Up
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