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 --- GIRR ---- Curvature ----- GIRR Curvature CVR Down ----- GIRR Curvature CVR Up ----- GIRR Curvature Delta Sensitivities ----- GIRR Curvature Delta Weighted Sensitivities ----- GIRR Curvature Risk Charge ----- GIRR Curvature Risk Position ----- GIRR Curvature Risk Position Down ----- GIRR Curvature Risk Position Scenario ----- GIRR Curvature Risk Position Up ----- GIRR Curvature Risk Weight ----- GIRR Curvature Sb ----- GIRR Curvature shock-down prices ----- GIRR Curvature shock-up prices ----- GIRR Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- 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 GIRR Curvature Technical Curvature Delta Shift Description Technical measure GIRR Curvature shock-up prices Delta
FRTB Accelerator Cubes Guide