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 ---- Default Risk Charge ---- DRC non-Sec Default Risk Charge ---- DRC non-Sec Gross JTD ---- DRC non-Sec JTD Weightings ---- DRC non-Sec LGD ---- DRC non-Sec Net JTD Long ---- DRC non-Sec Net JTD Short ---- DRC non-Sec Scaled Gross JTD ---- DRC non-Sec Weighted Net JTD Long ---- DRC non-Sec Weighted Net JTD Short ---- DRC non-Sec WtS Ratio ---- DRC Sec non-CTP Default Risk Charge ---- DRC Sec non-CTP Gross JTD ---- DRC Sec non-CTP JTD Weightings ---- DRC Sec non-CTP Net JTD Long ---- DRC Sec non-CTP Net JTD Short ---- DRC Sec non-CTP Scaled Gross JTD ---- DRC Sec non-CTP Weighted Net JTD Long ---- DRC Sec non-CTP Weighted Net JTD Short ---- DRC Sec non-CTP WtS Ratio ---- Maturity Scaling Factor ---- PV.CCY DRC --- Equity --- 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 PV.CCY DRC drc_sa Description Trades market value in reference currency with overrides from DRC input files Maturity Scaling Factor Equity
FRTB Accelerator Cubes Guide