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 --- FX ---- Curvature ---- Delta ----- FX Delta Risk Charge ----- FX Delta Risk Position ----- FX Delta Risk Position Correlations ----- FX Delta Risk Position Double Sums ----- FX Delta Risk Weight ----- FX Delta Sensitivities ----- FX Delta Weighted Sensitivities ---- Vega --- 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 FX Delta Risk Weight sbm Description The FX delta risk weightes, set separately for spot and repo risk factors Hierarchy(ies) required in the view: [Buckets].[FX Buckets] Reference [MAR21.77] Notation $RW_k$ See also FX Delta Risk Charge FX Delta Risk Position FX Delta Risk Position Correlations FX Delta Risk Position Double Sums FX Delta Sensitivities FX Delta Weighted Sensitivities FX Delta Risk Position Double Sums FX Delta Sensitivities
FRTB Accelerator Cubes Guide