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 Technical Curvature Delta Shift Description Technical measure CSR Sec non-CTP Curvature shock-up prices Delta
FRTB Accelerator Cubes Guide