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 ---- Curvature ----- Equity Curvature CVR Down ----- Equity Curvature CVR Up ----- Equity Curvature Delta Sensitivities ----- Equity Curvature Delta Weighted Sensitivities ----- Equity Curvature Risk Charge ----- Equity Curvature Risk Position ----- Equity Curvature Risk Position Down ----- Equity Curvature Risk Position Scenario ----- Equity Curvature Risk Position Up ----- Equity Curvature Risk Weight ----- Equity Curvature Sb ----- Equity Curvature shock-down prices ----- Equity Curvature shock-up prices ----- Equity Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- 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 Equity 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].[Equity Buckets] Reference [MAR21.5] See also Equity Curvature CVR Down Equity Curvature CVR Up Equity Curvature Delta Sensitivities Equity Curvature Delta Weighted Sensitivities Equity Curvature Risk Charge Equity Curvature Risk Position Equity Curvature Risk Position Down Equity Curvature Risk Position Up Equity Curvature Risk Weight Equity Curvature Sb Equity Curvature shock-down prices Equity Curvature shock-up prices Equity Curvature Risk Position Down Equity Curvature Risk Position Up
FRTB Accelerator Cubes Guide