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 ---- Delta ----- GIRR Delta Risk Charge ----- GIRR Delta Risk Position ----- GIRR Delta Risk Position Correlations ----- GIRR Delta Risk Position Double Sums ----- GIRR Delta Risk Weight ----- GIRR Delta Sensitivities ----- GIRR Delta Weighted Sensitivities ---- 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 Delta Sensitivities sbm Description The GIRR delta Reference [MAR21.21] Notation $s_k$ See also GIRR Delta Risk Charge GIRR Delta Risk Position GIRR Delta Risk Position Correlations GIRR Delta Risk Position Double Sums GIRR Delta Risk Weight GIRR Delta Weighted Sensitivities GIRR Delta Risk Weight GIRR Delta Weighted Sensitivities
FRTB Accelerator Cubes Guide