Navigation : Getting started - About - CRR2 support - Glossary Tutorials - Data Health Check - Tips for Validating the Calculations - Viewing QIS Numbers - Workaround for deadlock issue when attempting to create partitions for reference stores Cube reference - Measures -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec ---- Curvature ----- CSR non-Sec Curvature CVR Down ----- CSR non-Sec Curvature CVR Up ----- CSR non-Sec Curvature Delta Sensitivities ----- CSR non-Sec Curvature Delta Weighted Sensitivities ----- CSR non-Sec Curvature Risk Charge ----- CSR non-Sec Curvature Risk Position ----- CSR non-Sec Curvature Risk Position Down ----- CSR non-Sec Curvature Risk Position Scenario ----- CSR non-Sec Curvature Risk Position Up ----- CSR non-Sec Curvature Risk Weight ----- CSR non-Sec Curvature Sb ----- CSR non-Sec Curvature shock-down prices ----- CSR non-Sec Curvature shock-up prices ----- CSR non-Sec Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- CSR Sec CTP --- CSR Sec non-CTP --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Dimensions Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 CSR non-Sec Curvature Technical Curvature Delta Shift Description Technical measure CSR non-Sec Curvature shock-up prices Delta
FRTB Accelerator Reference Guide v2.4.0