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 --- CSR Sec CTP ---- Curvature ----- CSR Sec CTP Curvature CVR Down ----- CSR Sec CTP Curvature CVR Up ----- CSR Sec CTP Curvature Delta Sensitivities ----- CSR Sec CTP Curvature Delta Weighted Sensitivities ----- CSR Sec CTP Curvature Risk Charge ----- CSR Sec CTP Curvature Risk Position ----- CSR Sec CTP Curvature Risk Position Down ----- CSR Sec CTP Curvature Risk Position Scenario ----- CSR Sec CTP Curvature Risk Position Up ----- CSR Sec CTP Curvature Risk Weight ----- CSR Sec CTP Curvature Sb ----- CSR Sec CTP Curvature shock-down prices ----- CSR Sec CTP Curvature shock-up prices ----- CSR Sec CTP Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- 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 Sec CTP Curvature Technical Curvature Delta Shift Description Technical measure CSR Sec CTP Curvature shock-up prices Delta
FRTB Accelerator Reference Guide v2.4.0