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 ---- Vega ----- GIRR Vega Risk Charge ----- GIRR Vega Risk Position ----- GIRR Vega Risk Position Correlations ----- GIRR Vega Risk Position Double Sums ----- GIRR Vega Risk Weight ----- GIRR Vega Sensitivities ----- GIRR Vega Weighted Sensitivities --- 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 Vega Sensitivities sbm Description The GIRR vega Reference [MAR21.25] Notation $s_k$ See also GIRR Vega Risk Charge GIRR Vega Risk Position GIRR Vega Risk Position Correlations GIRR Vega Risk Position Double Sums GIRR Vega Risk Weight GIRR Vega Weighted Sensitivities GIRR Vega Risk Weight GIRR Vega Weighted Sensitivities
FRTB Accelerator Cubes Guide